Hi,
I took Dimitrios’ latest code and made
minor, “cleanup” mods to it.
However, I found that the code is extremely
resource intensive. So, I placed the code in a function in my “Include”
file and added a toggle parameter to turn it off and on. The code is
below. (Watch the line wrapping.)
When using it, you will need to change the
sensitivity for each chart. In an EOD chart, I usually start at 3 and change
it to suit the chart.
Regards,
Dan.
In Chart AFL:
#include <FunctionFile.afl>
//Change name to suit
PlotParabolaBool = ParamToggle("Plot
Exit Parabola?", "No|Yes", 0); //turns parab on/off
ParabolaCalPds
= Param("Exit Parabola Sensitivity Pds", 3, 1, 50, 1, 1) ;//sensitivity
calibration
if (PlotParabolaBool)
PlotParabola(ParabolaCalPds);
In the Include file:
function PlotParabola(ParabolaCalPds)
{
/*
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.
You
may replace now all the LastValue... statements with
SelectedValue...
and see the historical parabolics.
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]
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].
BardInd_LastPeak
is the BarIndex of the last Peak
BarInd_LastTrough
is the BarIndex of the last Trough
if
BardInd_LastPeak > BarInd_LastTrough then the last Peak is after the last
Trough.
In
this case [when g = BardInd_LastPeak > BarInd_LastTrough 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.
Dimitris
*/
//Plot(C,"C",1,64);
//ParabolaCalPds =
Param("Exit Parabola Sensitivity Pds", 3, 1, 50, 1, 1) ;//sensitivity
calibration
x =
BarIndex();
xx =
LastValue(x);
BarInd_LastPeak =
LastValue(ValueWhen(PeakBars(H, ParabolaCalPds) ==0,x));
H1
= LastValue(ValueWhen(PeakBars(H, ParabolaCalPds)==0,H));
BarInd_LastTrough =
LastValue(ValueWhen(TroughBars(L, ParabolaCalPds)==0,x));
H11
=
LastValue(ValueWhen(TroughBars(L, ParabolaCalPds)==0,L));
g
=
BarInd_LastPeak > BarInd_LastTrough;
shape
= IIf(g,shapeHollowDownTriangle *(x==BarInd_LastPeak),shapeHollowUpTriangle
*(x==BarInd_LastTrough));
Color =
IIf(g,colorRed, colorBrightGreen);
PlotShapes(shape,color);
t
= IIf(g,x-BarInd_LastPeak,x-BarInd_LastTrough);
diff1 =
IIf(g,H1*(xx-BarInd_LastPeak),H11*(xx-BarInd_LastTrough));
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 - BarInd_LastPeak));
S11
= LastValue(Sum(abs(parabolic - L), xx - BarInd_LastTrough));
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 - BarInd_LastPeak));
S11
=
LastValue(Sum(abs(parabolic-L), xx - BarInd_LastTrough));
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(BarInd_LastPeak, BarInd_LastTrough), p , -1e10), "",
color , 8);
Plot(IIf(x
>= Max(BarInd_LastPeak, BarInd_LastTrough), p0, -1e10), "",
color+1 , 1);
Plot(IIf(x
>= Max(BarInd_LastPeak, BarInd_LastTrough), p1, -1e10), "", color+1
, 1);
TitleString =
"\n" + Name()+", "+WriteIf(BarInd_LastPeak >
BarInd_LastTrough,"f_desc","f_asc")+"="+WriteVal(fb,1.4);
//GraphXSpace =
3;
return
TitleString;
}
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Sjaak Haasnoot
Sent: Friday, November 25, 2005
7:06 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] will some
one give me a hand
Dimitris
has gone from this forum for over a year.
Here
you can find something of the parabolic.
-----
Original Message -----
Sent: Saturday, November 26, 2005 1:43 PM
Subject: RE: [amibroker] will some one give
me a hand
I couldn't fine " Dimitris
Tsokakis and Parabolics" in formulae
archives
kmmasoud <kmmasoud@xxxxxxxxxxxx>
wrote:
For the top charts in blue do a search in the archives for Dimitris Tsokakis
and Parabolics. There are a number of posts and AFL formulae for this. I think
this may been around 2003/2004, not sure.
This is one his last formulae for the parabolic curve:
*****
//Historical best-fit parabolics
Plot(C,"C",1,64);
perc=3;//sensitivity calibration
x=BarIndex();xx=SelectedValue(x);
t1=SelectedValue(ValueWhen(PeakBars(H,perc)==0,x));
H1=SelectedValue(ValueWhen(PeakBars(H,perc)==0,H));
t11=SelectedValue(ValueWhen(TroughBars(L,perc)==0,x));
H11=SelectedValue(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=SelectedValue(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=SelectedValue(Sum(abs(parabolic-H),xx-t1));
S11=SelectedValue(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=SelectedValue(Sum(abs(parabolic-H),xx-t1));
S11=SelectedValue(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);//+"[f2="+WriteVal(f2)+",step="+WriteVal(step);
GraphXSpace=3;
*****
Regards
ChrisB
Yahoo!
FareChase - Search multiple travel sites in one click.
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.1.362 / Virus Database: 267.13.7/181 - Release Date: 24-11-2005
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