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Bill
& Rakesh,
Re
AGET's EW implementation, see Ruggiero's rules with TStation code by Sam
Tennis in Kaufman's 'Trading Systems and Methods' 3rd Ed pp358+
.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Bob
<FONT face=Tahoma
size=2>-----Original Message-----From: wavemechanic
[mailto:wd78@xxxxxxxxxxxx]Sent: Saturday, June 19, 2004 10:20
AMTo: AmiBroker, UserSubject: Re: [amibroker] Fw: The
Elliot Waves
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Rakesh
Sahgal
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, June 19, 2004 11:30
AM
Subject: Re: [amibroker] Fw: The Elliot
Waves
BillHow about the methodology used by AGET using the 0535as
a primary reference point and focussing only on theidentification of
impulsions/correctives of higherdegrees? I have Miner's book as
well as the articlesby the cretaors of AG. Both of them say instead
ofbeing purist Ellioticians one is well advised to focuson the
parts that can enhance trading profitability.Maybe this effort could go
in that direction?
Of the three EW commercial programs
that I have looked at I thought AGET was the poorest with respect to
counts. The 5/35 analysis, as I recall, applied to 4 for an AGET count
and Tom Joseph does not tell you how often it is right. And how does
it work if one does not use AGET's count - I don't know. Miner, imo,
is the bible and his "loose" version of EW (e.g., not being rigid about 4
overlapping 1, conditions for 3, no heartburn over violating "inviolate"
rules, etc.) has always made the most sense to me, although not from a
potential programmable viewpoint. Of course, there are three somewhat
distinct EW schools, so one can pick whchever feels comfortable, although
unfortunately nobody knows which one works best ;-) The combination of
indicators and EW, as you suggest, is the way I play the game, but whether
it can be coded in a relatively short time (compared to many, many
years spent by developers of AGET, ELWave, and EWAIII) remains to be
seen. Strictly from a programming viewpoint, my guess is
that Neo-Wave (Neely) and its attempt to remove all subjectivity might be
the closest to an EW description suitable for programming so that one avoids
the ifs, ands, or buts that AGET, ELWave, and EWAIII try to
handle. Of course, Neely's book is over 200 pages and is chock full of
rules, so a programming masochist would have a field day ;-).
Rakesh--- wavemechanic <<A
href="">wd78@xxxxxxxxxxxx> wrote:>
> ----- Original Message ----- > From:
Dimitris Tsokakis > To: <A
href="">amibroker@xxxxxxxxxxxxxxx
> Sent: Saturday, June 19, 2004 4:43
AM> Subject: [amibroker] Fw: The Elliot Waves>
> > The following code will recognize a
complete> Elliot Wave [according to> <A
href="">http://www.equis.com/Education/TAAZ/?page=53
]> sequence.> > The Equis
article regarding EW is an overview of> some of the patterns but is
certainly not sufficient> to produce a valid count.>
> X=BarIndex(); >
p=Param("p",5,5,30,5);> z=Zig(C,p);>
CONDP=PeakBars(C,P)==0;>
E7=ValueWhen(CONDP,C,1);T7=ValueWhen(CONDP,X,1);>
E5=ValueWhen(CONDP,C,2);T5=ValueWhen(CONDP,X,2);>
E3=ValueWhen(CONDP,C,3);T3=ValueWhen(CONDP,X,3);>
E1=ValueWhen(CONDP,C,4);T1=ValueWhen(CONDP,X,4);>
CONDT=TroughBars(C,P)==0;>
E8=ValueWhen(CONDT,C,1);T8=ValueWhen(CONDT,X,1);>
E6=ValueWhen(CONDT,C,2);T6=ValueWhen(CONDT,X,2);>
E4=ValueWhen(CONDT,C,3);T4=ValueWhen(CONDT,X,3);>
E2=ValueWhen(CONDT,C,4);T2=ValueWhen(CONDT,X,4);>
E0=ValueWhen(CONDT,C,5);T0=ValueWhen(CONDT,X,5);> // EW
definition> EW=E5>E3 AND E3>E1 AND E5>E7 AND
E4>E2 AND E2>E0> AND E6>E8 AND T8>T7 AND
CONDT;> Plot(C,"C",1,64);>
Plot(z,"",colorYellow,styleThick);>
//PlotShapes(shapeDownArrow*CONDP,colorRed);>
PlotShapes(shapeUpTriangle*EW,colorBlue);>
//PlotShapes(shapeUpArrow*CONDT,colorBrightGreen);>
Plot(EW ,"",colorPink,2+styleOwnScale);> Filter=EW;//
explore for all quotations>
AddColumn(C,"C");> GraphXSpace=8;>
> A blue triangle and a pink bar will indicate
the> 8th EW point.> [The signs will be placed in
the graph as soon as> trough E8 is recognized as a trough.
]> I hope it will give a starting point for
further> analysis.> Dimitris Tsokakis>
> PS1. A 4-year pattern was completed on Oct1998,>
[p=15, ^NDX], before the big movement > PS2. A 6-year
pattern was completed on Sept2001, > [p=15, ^GDAXI]. The expectation
[at E5] of an EW> behavior> for DAX would be quite
profitable.__________________________________Do you
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