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You may see it now at
http://www.elitetrader.com/vb/showthread.php?s=&threadid=37727
Enjoy !!
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Yes.
> t1 is the BarIndex of the last Peak
> t11 is the BarIndex of the last Trough
> If t1>t11 then the last Peak is after the last Trough.
> In this case [when g=t1>t11 is true], the expected parabolic should
> be descending, else it should be ascending.
> H1-f*t^2 is the equation of the descending parabolic
> H11+f*t^2 is the equation of the ascending parabolic
> The
> parabolic=IIf(g,H1-f*t^2,H11+f*t^2);
> means
> If g is true, select the descending parabolic, else select the
> ascending one.
> The reason of this logic is to plot only the important parabolic,
ie
> the last one. The previous parabolics have only historical value,
the
> last is the "hot" for decision making.
> I hope it is more clear now.
> Dimitris
> PS: As for the attachements, it is not possible to see them for
now.
> There was some problem with virus attacks some time ago and the
att.
> are temporarily off. I will try an alternative and let you know.
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "mmqp" <mmqp@xxxx> wrote:
> > 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);
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