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Thank you Stephane, the code is still experimental, some improvements
will follow soon.
Stay tuned !!
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "s.carrasset" <s.carrasset@xxxx>
wrote:
> Dimitri, that's really interesting stuff.
> Bravo!!
>
> stephane
>
> DIMITRIS TSOKAKIS a écrit :
>
> > And here is the complete formula
> >
> > //Best-fit parabolics
> > Plot(C,"C",1,64);
> > perc=5;//sensitivity calibration
> > x=BarIndex();xx=LastValue(x);
> > //Best-fit parabolic from the last Peak
> > t1=LastValue(ValueWhen(PeakBars(H,perc)==0,x));
> > H1=LastValue(ValueWhen(PeakBars(H,perc)==0,H));
> > PlotShapes(shapeDownArrow*(x==t1),colorRed);
> > t=x-t1;diff1=H1*(xx-t1);f1=0;f2=2;fa=0;fb=0;step=0.01;
> > for(f=f1;f<f2;f=f+step)
> > {
> > parabolic=H1-f*t^2;
> > diff=LastValue(Sum(abs(parabolic-H),xx-t1));
> > if(diff<diff1)
> > {
> > diff1=diff;fa=f;
> > }
> > }
> > for(f=Max(fa-step,0);f<fa+step;f=f+0.1*step)
> > {
> > parabolic=H1-f*t^2;
> > diff=LastValue(Sum(abs(parabolic-H),xx-t1));
> > if(diff<diff1)
> > {
> > diff1=diff;fb=f;
> > }
> > }
> > Plot(IIf(x>t1,H1-fb*t^2,-1e10),"",colorRed,1);
> > //Best-fit parabolic from the last Trough
> > t11=LastValue(ValueWhen(TroughBars(L,perc)==0,x));
> > H11=LastValue(ValueWhen(TroughBars(L,perc)==0,L));
> > PlotShapes(shapeUpArrow*(x==t11),colorBrightGreen);
> > t=x-t11;diff11=H11*(xx-t11);f11=0;f21=2;fa1=0;fb1=0;step=0.01;
> > for(f=f11;f<f21;f=f+step)
> > {
> > parabolic1=H11+f*t^2;
> > diff1=LastValue(Sum(abs(parabolic1-L),xx-t11));
> > if(diff1<diff11)
> > {
> > diff11=diff1;fa1=f;
> > }
> > }
> > for(f=Max(fa1-step,0);f<fa1+step;f=f+0.1*step)
> > {
> > parabolic1=H11+f*t^2;
> > diff1=LastValue(Sum(abs(parabolic1-L),xx-t11));
> > if(diff1<diff11)
> > {
> > diff11=diff1;fb1=f;
> > }
> > }
> > Plot(IIf(x>t11,H11+fb1*t^2,-1e10),"",colorBrightGreen,1);
> > Title=Name() +", f_desc="+WriteVal(fb,1.3)+", f_asc="+WriteVal
> > (fb1,1.3);
> >
> > The most recent line is the most important.
> > Dimitris
> > PS:Another interesting idea would be to plot parabolics from Peak
to
> > Trough and from Trough to Peak.
> > Any thoughts ?
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx>
> > wrote:
> > > The following code will be 10 times faster
> > >
> > > //The best-fit parabolic after the last peak
> > > Plot(C,"C",1,64);perc=5;
> > > x=BarIndex();xx=LastValue(x);
> > > t1=LastValue(ValueWhen(PeakBars(H,perc)==0,x));
> > > H1=LastValue(ValueWhen(PeakBars(H,perc)==0,H));
> > > PlotShapes(shapeDownArrow*(x==t1),colorRed);
> > > t=x-t1;diff1=H1*(xx-t1);f1=0;f2=2;fa=0;fb=0;step=0.01;
> > > for(f=f1;f<f2;f=f+step)
> > > {
> > > parabolic=H1-f*t^2;
> > > diff=LastValue(Sum(abs(parabolic-H),xx-t1));
> > > if(diff<diff1)
> > > {
> > > diff1=diff;fa=f;
> > > }
> > > }
> > > for(f=Max(fa-step,0);f<fa+step;f=f+0.1*step)
> > > {
> > > parabolic=H1-f*t^2;
> > > diff=LastValue(Sum(abs(parabolic-H),xx-t1));
> > > if(diff<diff1)
> > > {
> > > diff1=diff;fb=f;
> > > }
> > > }
> > > Plot(IIf(x>t1,H1-fb*t^2,-1e10),"",colorRed,1);
> > > Plot(IIf(x>t1,H1-Max(fa-step,0)*t^2,-1e10),"",colorBlack,1);
> > > Plot(IIf(x>t1,H1-(fa+step)*t^2,-1e10),"",colorBlack,1);
> > > Title=Name()+", fa="+WriteVal(fa,1.3)+", fb="+WriteVal(fb,1.3);
> > >
> > > fa is the first approximation [2 decimals] and fb is the most
> > > accurate [3 decimals]
> > > The [red] best-fit parabola and the [black] nearest neighbours
> > appear
> > > on the price chart.
> > > Dimitris
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
> > <TSOKAKIS@xxxx>
> > > wrote:
> > > > Chrisb,
> > > > Since my previous references are mostly Fib oriented, here is
the
> > > > best-fit parabola after the most recent peak.
> > > > The criterion is to make the Sum of abs(parabolic-H) minimum.
> > > >
> > > > //The best-fit parabolic after the last peak
> > > > Plot(C,"C",1,64);perc=5;
> > > > x=BarIndex();xx=LastValue(x);
> > > > t1=LastValue(ValueWhen(PeakBars(H,perc)==0,x));
> > > > H1=LastValue(ValueWhen(PeakBars(H,perc)==0,H));
> > > > PlotShapes(shapeDownArrow*(x==t1),colorRed);
> > > > t=x-t1;diff1=H1*(xx-t1);f1=0.001;f2=2;
> > > > for(f=f1;f<f2;f=f+0.001)
> > > > {
> > > > parabolic=H1-f*t^2;
> > > > diff=LastValue(Sum(abs(parabolic-H),xx-t1));
> > > > if(diff<diff1)
> > > > {
> > > > diff1=diff;f1=f;
> > > > }
> > > > }
> > > > Plot(IIf(x>t1,H1-f1*t^2,-1e10),"",colorRed,1);
> > > > Title=Name()+", f1="+WriteVal(f1,1.3);
> > > >
> > > > In general we need a range [0.001-2] for the coefficient f,
MSFT
> > is
> > > > 0.005, ^NDX is 0,164 and ^N225 is 1,115 [f is obviously
depended
> > on
> > > > the price values...]
> > > > This will make the general formula relatively slow .
> > > > Note also that the best-fit coefficient will change every new
> > day...
> > > > I think you can make a start towards the parabolic fitting.
> > > > A similar formula will give the best-fit parabola from the
last
> > > > trough.
> > > >
> > > > Dimitris
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
> > > <TSOKAKIS@xxxx>
> > > > wrote:
> > > > > Chrisb,
> > > > > I see, you put the peak/trough of the parabola at the local
> > price
> > > > > peak/trough...
> > > > > I have already posted some attempts, see #65462, 65440,
65437,
> > > > 65428
> > > > > of this list, it may help...
> > > > > Dimitris
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, kris45mar <kris45mar@xxxx>
> > > wrote:
> > > > > >
> > > > > > Dimitris:
> > > > > >
> > > > > >
> > > > > >
> > > > > > Thank you for your interest in this.
> > > > > >
> > > > > >
> > > > > >
> > > > > > I suppose the parabolic trend line is a bit like all trend
> > > lines:
> > > > > you draw it on the chart and adjust it manually for a "best
> > fit."
> > > > > >
> > > > > >
> > > > > >
> > > > > > It hasn't taken me long in AB to just flick through my
watch
> > > list
> > > > > and eyeball the charts for a parabolic price rise and then
just
> > > try
> > > > > and fit the Arc Draw tool.
> > > > > >
> > > > > >
> > > > > >
> > > > > > I do notice that the Arc Draw tool can be moved and
resized a
> > > bit
> > > > > to get the "best fit". I don't suppose that squashing the
Arc
> > > Draw
> > > > > tool would alter the basic exponential shape of the curve,
but
> > > that
> > > > > is way beyond my maths knowledge. What I mean is, assuming
the
> > > > curve
> > > > > is constructed on mathematical formula, would the formula
> > change
> > > > > significantly if one compressed the width of the curve side
to
> > > > side?
> > > > > If not, fine. If it does then it may make creation of a
search
> > > > > formula less reliable.
> > > > > >
> > > > > > Does this make sense?
> > > > > >
> > > > > >
> > > > > >
> > > > > > It was just an off-hand thought that it might be nice to
do a
> > > > Scan
> > > > > or Exploration for stocks which have price action which
could
> > be
> > > > > construed to be forming a parabolic curve. This would be
based
> > on
> > > > the
> > > > > lows of each bar following the exponential curve.
> > > > > >
> > > > > >
> > > > > >
> > > > > > Another issue if one were able to code this would be :
> > > > how "exact"
> > > > > would the fit have to be, or how much leeway or latitude
would
> > > one
> > > > > accept in how perfect/imperfect the fit would have to be.
> > > > > >
> > > > > >
> > > > > >
> > > > > > I guess the problem is that to get the benefit of a short
> > term
> > > > > rally one needs to be able to identify the parabolic nature
of
> > > the
> > > > > trend early enough to be able to take a position, before it
> > > becomes
> > > > > vertical. By definition then when the trend line becomes
> > vertical
> > > > > this signifies the end of the trend, and it's time to get
out,
> > > > > because after that prices correct downwards rather quickly.
> > > > > >
> > > > > >
> > > > > >
> > > > > > There do seem to be a number of these patterns in the ASX
> > > market.
> > > > > >
> > > > > > I am not sure if this would be seen in other markets:
human
> > > > nature
> > > > > being the same world wide, I would expect other markets to
also
> > > > > exhibit this pattern.
> > > > > >
> > > > > >
> > > > > >
> > > > > > Here are some examples from today's market in Australia
that
> > > fit
> > > > > the parabolic curve (see attached annotations)...
> > > > > >
> > > > > >
> > > > > >
> > > > > > http://www.members.iinet.net.au/~kris.mar/AWP.png
> > <http://www.members.iinet.net.au/%7Ekris.mar/AWP.png>
> > > > > >
> > > > > > http://www.members.iinet.net.au/~kris.mar/BBG.png
> > <http://www.members.iinet.net.au/%7Ekris.mar/BBG.png>
> > > > > >
> > > > > > http://www.members.iinet.net.au/~kris.mar/CDO.png
> > <http://www.members.iinet.net.au/%7Ekris.mar/CDO.png>
> > > > > >
> > > > > > http://www.members.iinet.net.au/~kris.mar/CEP.png
> > <http://www.members.iinet.net.au/%7Ekris.mar/CEP.png>
> > > > > >
> > > > > > http://www.members.iinet.net.au/~kris.mar/IFL.png
> > <http://www.members.iinet.net.au/%7Ekris.mar/IFL.png>
> > > > > >
> > > > > >
> > > > > >
> > > > > > I hope you can access these: if not I can email them to
you.
> > > > > >
> > > > > >
> > > > > >
> > > > > > Regards
> > > > > >
> > > > > >
> > > > > >
> > > > > > Chrisb
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > > DIMITRIS TSOKAKIS <TSOKAKIS@xxxx> wrote:chrisb,
> > > > > > Is it possible to describe, in words, what do you want to
do ?
> > > > > > It is not hard to write parabolic lines in AFL but we need
> > some
> > > > > > additional info.
> > > > > > Example: There is only one straight line through two
points,
> > > but
> > > > > > there are many circles/parabolas/ellipses. For these [2nd
> > > degree
> > > > > > lines] we need one more info [a third point, a radius, a
> > ratio,
> > > > > some
> > > > > > curvature etc.]
> > > > > > Dimitris
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, kris45mar
<kris45mar@xxxx>
> > > > wrote:
> > > > > > >
> > > > > > > for anyone interested:
> > > > > > >
> > > > > > > Marcin tells me to just use the ARC drawing tool and
this
> > > does
> > > > > > indeed work well with a bit of fiddling.
> > > > > > >
> > > > > > > Have a look see.
> > > > > > >
> > > > > > > Now, wouldn't it be nice to do a search based on this?
> > > > > > >
> > > > > > > chrisb
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
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