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Dimitris - Thanks for all your great contributions. I have quite a collection of my favorite indicators and this is sure to be one of them.
Would a screen on the direction (==43 for Green and up ) and the coefficient (FB) for momentum be valid? Looks like as a coefficient of the equation FB applies to the range of the curve?
What changes might one make to make this a regression of a linear trendline?
Thanks again
Joe
----- Original Message -----
From: DIMITRIS TSOKAKIS
To: amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, September 02, 2004 4:02 AM
Subject: [amibroker] Re: The last best-fit parabolic trendline
You may replace now all the LastValue... statements with
SelectedValue... and see the historical parabolics.
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> The following code will decide if the last extreme is a peak or a
> trough, will find the best-fit parabola and will plot it on the
price
> chart.
> The color will be red/green for descending/ascending parabola.
> A red/green arrow marks the last peak/trough.
> The parabolic coefficient f has a crude 100-step and then another,
> more detailed approximation.
> The parabola function p is outside any loop and may be used for
cross
> conditions.
> Since it is a best-fit curve, it changes every day, as new data are
> imported.
> The logic is to engulf the Highs [for the descending curve] and the
> Lows [for the ascending curve] with a curvilinear trendline.
>
> // The last best-fit parabolic trendline, by D. Tsokakis, Sept2004
> Plot(C,"C",1,64);
> perc=3;//sensitivity calibration
> x=BarIndex();xx=LastValue(x);
> t1=LastValue(ValueWhen(PeakBars(H,perc)==0,x));
> H1=LastValue(ValueWhen(PeakBars(H,perc)==0,H));
> t11=LastValue(ValueWhen(TroughBars(L,perc)==0,x));
> H11=LastValue(ValueWhen(TroughBars(L,perc)==0,L));
> g=t1>t11;
> shape=IIf(g,shapeDownArrow*(x==t1),shapeUpArrow*(x==t11));
> Color=IIf(g,colorRed,colorBrightGreen);
> PlotShapes(shape,color);
> t=IIf(g,x-t1,x-t11);
> diff1=IIf(g,H1*(xx-t1),H11*(xx-t11));
> Lma=LastValue(MA(C,50));
> f1=0;f2=IIf(Lma<100,1,0)+3*int(log10(Lma));
> fa=0;fb=0;step=f2/100;
> for(f=f1;f<f2;f=f+step)
> {
> parabolic=IIf(g,H1-f*t^2,H11+f*t^2);
> S1=LastValue(Sum(abs(parabolic-H),xx-t1));
> S11=LastValue(Sum(abs(parabolic-L),xx-t11));
> diff=IIf(g,S1,S11);
> if(diff<diff1)
> {
> diff1=diff;fa=f;
> }
> }
> for(f=Max(fa-step,0);f<fa+step;f=f+0.01*step)
> {
> parabolic=IIf(g,H1-f*t^2,H11+f*t^2);
> S1=LastValue(Sum(abs(parabolic-H),xx-t1));
> S11=LastValue(Sum(abs(parabolic-L),xx-t11));
> diff=IIf(g,S1,S11);
> if(diff<diff1)
> {
> diff1=diff;fb=f;
> }
> }
> p=IIf(g,H1-fb*t^2,H11+fb*t^2);
> Plot(IIf(x>Max(t1,t11),p,-1e10),"",color,1);
> Title=Name()+", "+WriteIf(t1>t11,"f_desc","f_asc")+"="+WriteVal
> (fb,1.4);
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