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Khai,
Well, p0 and p1 are the boundaries of the parabolas.
The best-fit parabolic should lie somewhere between, but the
boundaries should cover a relatively wide range.
In order to avoid extremes, I plot them between LLV(L,200) and HHV
(H,200), I think it is good [you may change 200 to 100 or 500 anyway]
Here is the full code :
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);
p0=IIf(g,H1-f2*t^2,H11+f2*t^2);
p0=IIf(p0>LLV(L,200) AND p0<HHV(H,200),p0,Null);
p1=IIf(g,H1,H11);
Plot(IIf(x>=Max(t1,t11),p,-1e10),"",color,8);
Plot(IIf(x>=Max(t1,t11),p0,-1e10),"",color+1,1);
Plot(IIf(x>=Max(t1,t11),p1,-1e10),"",color+1,1);
Title=Name()+", "+WriteIf(t1>t11,"f_desc","f_asc")+"="+WriteVal
(fb,1.4);
GraphXSpace=3;
p1 will be horizontal, p0 will be sharp enough [some times will not
be visible, when the very next [after the peak] price is out of
limits].
p0 and p1 colors are next shades to the main parabolic [color,
color+1].
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, Khai Nguyen <ntk98_2000@xxxx> wrote:
> Could it be it is like this:
> "
> // 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);
> p0=IIf(g,H1-f2*t^2,H11+f2*t^2);
> p1=IIf(g,H1,H11);
> //p0=IIf(p0>LLV(L,200), p0, p1=IIf(g,H1,H11));
> Plot(IIf(x>=Max(t1,t11),p,-1e10),"",color,8);
> //Plot(IIf(x>=Max(t1,t11),p0,-1e10),"",color+1,1);
> Plot(IIf(x>=Max(t1,t11),p1,-1e10),"",color+1,1);
> Title=Name()+", "+WriteIf(t1>t11,"f_desc","f_asc")+"="+WriteVal
(fb,1.4);//+"[f2="+WriteVal(f2)+",step="+WriteVal(step);
> GraphXSpace=3;
> "
> PS:
> "The Strange Plot"
> I have to tyake one line of your code out "
> Plot(IIf(x>=Max(t1,t11),p0,-1e10),"",color+1,1);" because it shows
an heavy upwards parabol while price remains in a flat line because
the scale too different. (It thows an interesting question: How would
you normalise two graphs of different scale for example MACD and TSV
so that we can monitor theirs behaviour on one chart only?)
>
> Could you explain what that line plots? An expected trend? In that
case many stock trade sideways but trendline shown strongly up.
>
> Thanks for the formula, and thank for your time to explain or
correct "the strange plot"
>
>
>
>
> Khai Nguyen <ntk98_2000@xxxx> wrote:
>
> DT,
>
> The formula on Elitetrader contains errors. Please correct them.
>
>
>
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