PureBytes Links
Trading Reference Links
|
Thanks for your contribution. Can you give a short explaination
this line
> > parabolic=IIf(g,H1-f*t^2,H11+f*t^2);
TIA
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx> wrote:
> 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);
------------------------ Yahoo! Groups Sponsor --------------------~-->
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|