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Re: [amibroker] Andrews Pitchfork



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Thank you Graham.  You're a wonder.  I'll work on incorporating this and 
repost the code, hopefully tomorrow.

Thanks much.

Bob.

----- Original Message ----- 
From: "Graham" <kavemanperth@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, July 20, 2005 6:48 PM
Subject: Re: [amibroker] Andrews Pitchfork


> yes, this example plots straight line on log chart
>
>
> fLine12 = exp( LineArray( fx2, ln(fP2), fx1, ln(fP1), 1, 1 ) );
> Plot( fLine12, "Sup Trend", colorViolet, 
> styleLine|styleThick|styleNoRescale );
>
> the variables are defined elsewhere in my overall code, but this
> example shows where/how to use the LN and EXP functions
>
> On 7/21/05, Bob Johnson <bjohnson314@xxxxxxxxx> wrote:
>> I wrote this over the last couple of weeks and wanted to share it and ask
>> for some help.
>>
>> It uses peak and trough with variable lookback and variable pk/trough pct 
>> to
>> plot Andrews Pitchfork
>> relative to the selected bar.  It seems to do a good job of plotting the
>> pitchfork on a linear chart using
>> the linear equation for a line.
>>
>> My question is:
>>
>>  Is there an exponential equation that would allow plotting the pitchfork
>> as a curve that appears
>>  as straight line on a semilog chart?
>>
>>  My algebra, trig & calc courses are too far in the past to figure that 
>> out
>> without a few weeks of reading
>>  old textbooks.
>>
>> A couple of usage notes:
>>
>>   The shift parameter works fine to offset the pitchfork, but it's a lot
>> faster to use if you 'eyeball' the shift
>>   you want and type it in.  Then fine tune with the slider.  Just
>> activating the slider sometimes shifts it
>>   clear out of sight since the hi/lo of the shift param is very wide.
>>
>>   You can't put more than one on a chart.  The variables used in
>> calculating the pitchforks would be overwrite
>>   each other.
>>
>>   That actually raises a second question that I think I've seen answered 
>> in
>> this forum before.  Is there an
>>   accessable variable Amibroker uses to add '1', '2'  etc. to the 
>> standard
>> indicators?
>>   The pitchfork afl could be modified to use varget() & varset() with 
>> that
>> to allow reuse in a chart.
>>
>> Regards,
>>
>> Bob.
>>
>> The indicator:
>>
>> // Andrews Pitchfork V.2
>> // Use Peak() & Trough() to get peaks & troughs.
>> // This version deals with adjacent peaks and adjacent
>> // troughs, i.e. two peaks without an intervening trough or vice-versa.
>> // It goes backwards from the selected bar until it has a set of
>> // peak,trough,peak or trough,peak,trough points to use for calulating
>> // the pitchfork. When 2 or more peaks or 2 or more troughs are adjacent
>> // it only uses the last one, i.e. the rightmost one, of the series.
>>
>> SetBarsRequired( 999999,999999);
>> bi=BarIndex();
>> sbi=SelectedValue(bi);
>>
>> // How many bars to wait before believing the pivot.
>> Lookbk=Param("LookBack",5,1,200,1);
>>
>> // Pct threshhold for peak() & trough()
>> Zigpct1=Param("Zigpct1",3.0,1.0,30.0,0.1,0);
>>
>> // How many bars to extend the pitchfork past the selected bar.
>> xtsn=Param("Extension",62,1,200,1);
>>
>> // Shift to move pitchfork up/down from original position one penny at 
>> time.
>> shift=Param("Shift",0,-2000,2000,0.01);
>>
>> // The peak/trough lines will be used to determine the y coordinates
>> // of the pitchfork's 3 determining points.
>> pline1=Peak(H,Zigpct1,1);
>> tline1=Trough(L,Zigpct1,1);
>>
>> // Identify the pivots
>> pzag1=pline1 != Ref(pline1,-1);
>> tzag1=tline1 != Ref(tline1,-1);
>>
>> // Get the x,y coordinates of the pivots skipping adjacent
>> // peaks and troughs. Go backwards from the current bar minus the 
>> lookback.
>> // These will hold the x,y coordinates of the pivot points in arrays at 
>> the
>> // sbi index.
>> zagx1=0;
>> zagx2=0;
>> zagx3=0;
>> zagy1=0;
>> zagy2=0;
>> zagy3=0;
>>
>> for ( i = sbi - Lookbk, zagfnd = 0, pzagfnd = 0, tzagfnd = 0 ; i >= 0 &&
>> zagfnd <= 3; i-- ) {
>>   if ( pzag1[i] || tzag1[i] ) {
>>      if ( pzag1[i] && NOT pzagfnd ) {
>>         zagfnd=zagfnd+1;
>>         pzagfnd=1;
>>         tzagfnd=0;
>>         if ( zagfnd == 1 ) {
>>            zagx1[sbi]=i;
>>            zagy1[sbi]=pline1[i];
>>         } else if (zagfnd == 2) {
>>            zagx2[sbi]=i;
>>            zagy2[sbi]=pline1[i];
>>         } else if (zagfnd == 3) {
>>            zagx3[sbi]=i;
>>            zagy3[sbi]=pline1[i];
>>         }
>>      } else if ( tzag1[i] && NOT tzagfnd ) {
>>           zagfnd=zagfnd+1;
>>           tzagfnd=1;
>>           pzagfnd=0;
>>           if ( zagfnd == 1 ) {
>>              zagx1[sbi]=i;
>>              zagy1[sbi]=tline1[i];
>>           } else if (zagfnd == 2) {
>>              zagx2[sbi]=i;
>>              zagy2[sbi]=tline1[i];
>>           } else if (zagfnd == 3) {
>>              zagx3[sbi]=i;
>>              zagy3[sbi]=tline1[i];
>>           }
>>       }
>>   }
>> }
>>
>> // Calculate the Pitchfork itself
>> tslope=0;
>> tline=0;
>> midx=0;
>> midy=0;
>> Handle=0;
>> Top=0;
>> Bot=0;
>>
>> // Midpoint between the rightmost 2 pivots and the slope from the
>> // leftmost pivot to the midpoint.
>> Midx[sbi]=zagx2[sbi] + (zagx1[sbi]-zagx2[sbi]) / 2;
>> Midy[sbi]=zagy1[sbi] + (zagy2[sbi]-zagy1[sbi]) / 2;
>> tslope[sbi]=(midy[sbi]-zagy3[sbi]) / (midx[sbi]-zagx3[sbi]);
>>
>> // Handle first
>> for ( j=zagx3[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) {
>>   Handle[j]=zagy3[sbi] + n*tslope[sbi] + shift;
>> }
>>
>> // High & low median lines.
>> if ( zagy2[sbi] > zagy1[sbi] ) { // Which one is top?
>>   for ( j=zagx2[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) {
>>      top[j]=zagy2[sbi] + n*tslope[sbi] + shift;
>>   }
>>   for ( j=zagx1[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) {
>>      bot[j]=zagy1[sbi] + n*tslope[sbi] + shift;
>>   }
>> } else {
>>   for ( j=zagx2[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) {
>>      bot[j]=zagy2[sbi] + n*tslope[sbi] + shift;
>>   }
>>   for ( j=zagx1[sbi],n=0 ; j < Min(sbi+xtsn,BarCount) ; j++,n++ ) {
>>      top[j]=zagy1[sbi] + n*tslope[sbi] + shift;
>>   }
>> }
>>
>> // I'm using a white background, adjust to your own preferred background
>> color
>> Hcolor=IIf(Handle==0,colorWhite,IIf(Ref(handle,-1)== 0 AND handle != 0,
>> colorWhite,colorRed));
>> Tcolor=IIf(Top==0,colorWhite,IIf(Ref(top,-1)== 0 AND top != 0,
>> colorWhite,colorRed));
>> Bcolor=IIf(Bot==0,colorWhite,IIf(Ref(bot,-1)== 0 AND bot != 0,
>> colorWhite,colorRed));
>> Plot(Handle,"\nAndrews: pct="+Zigpct1+" lookback="+lookbk+" 
>> shift="+shift+"
>> Handle",Hcolor,styleLine+styleDashed+styleNoRescale);
>> Plot(Top,"MLH",Tcolor,styleLine+styleDashed+styleNoRescale);
>> Plot(Bot,"MLL",Bcolor,styleLine+styleDashed+styleNoRescale);
>>
>>
>>
>>
>>
>> Please note that this group is for discussion between users only.
>>
>> To get support from AmiBroker please send an e-mail directly to
>> SUPPORT {at} amibroker.com
>>
>> For other support material please check also:
>> http://www.amibroker.com/support.html
>>
>>
>> Yahoo! Groups Links
>>
>>
>>
>>
>>
>>
>>
>>
>
>
> -- 
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
> 




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