-----
Original Message -----
Sent: Friday,
November 25, 2005 10:11 AM
Subject: RE:
[amibroker] will some one give me a hand
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
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