[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Help with coding Head And Shoulder



PureBytes Links

Trading Reference Links

Hi Anthony, thanks for your input. I tried doing this some time ago, 
and I get nothing in the exploration.

Dennis


--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxx> 
wrote:
>
> Hello,
> 
> I inserted the CCI(14) in the code, load into the AA window, 
select all symbols , n=1, explore..double click on a ticker..is this 
what you are trying to accompolish..
> 
> 
> 
> x = Cum(1);
> 
> per = 5;
> 
> back=50;
> 
> inter=100;
> 
> s11=CCI(14);//h;
> 
> s12=CCI(14);//L;
> 
> /* H & S */
> 
> pR = PeakBars( s11, per, 1 ) == 0;
> 
> endt1= LastValue(ValueWhen( pR, x, 1 ));
> 
> medt1=LastValue(ValueWhen( pR, x, 2 ));
> 
> startt1=LastValue(ValueWhen( pR, x, 3 ));
> 
> dt1=endt1-startt1;
> 
> C1=x==endt1 OR x==medt1 OR x==startt1;
> 
> endR = LastValue(ValueWhen( pR, s11, 1 ) );
> 
> medR=LastValue(ValueWhen( pR, s11, 2 ) );
> 
> startR = LastValue( ValueWhen( pR, s11, 3 ));
> 
> Filter1=medR>endR AND medR>startR AND abs(startR-endR)<0.02*
(startR+endR) AND dt1<inter AND endt1>LastValue(x)-back;
> 
> MaxGraph=10;Graph1=CCI(14);Graph1Style=1;GraphXSpace=5;
> 
> /*H&S Neck Line*/
> 
> Aper=medt1-startt1;bper=endt1-medt1;
> 
> La= LastValue(ValueWhen(x==medt1,LLV(CCI(14),Aper)));
> 
> Lb=LastValue(ValueWhen(x==-1+endt1,LLV(CCI(14),bper)));
> 
> Fa=CCI(14)==La AND x>startt1 AND x<medt1;
> 
> Fb=CCI(14)==Lb AND x>medt1 AND x<endt1;
> 
> endt= LastValue(ValueWhen( Fb, x ));
> 
> startt=LastValue(ValueWhen( Fa, x ));
> 
> dtS =endt-startt;endS = Lb;startS = La;
> 
> aS = (endS-startS)/dtS;bS = endS;
> 
> trendlineS = aS * ( x -endt ) + bS; 
> 
> Graph3 = IIf(Filter1 AND x>startt-5,trendlineS,-
1e10);Graph3BarColor=7;
> 
> /*Inverted H & S*/
> 
> tpR = TroughBars( s12, per, 1 ) == 0;
> 
> tendt1=LastValue(ValueWhen(tpr,x,1));
> 
> tmedt1=LastValue(ValueWhen(tpr,x,2));
> 
> tstartt1=LastValue(ValueWhen(tpr,x,3));
> 
> tdt1=tendt1-tstartt1;
> 
> C2=x==tendt1 OR x==tmedt1 OR x==tstartt1;
> 
> tendR = LastValue(ValueWhen( tpR, s12, 1 ) );
> 
> tmedR=LastValue(ValueWhen( tpR, s12, 2 ) );
> 
> tstartR = LastValue( ValueWhen( tpR, s12, 3 ));
> 
> Filter2=tmedR<tendR AND tmedR<tstartR AND abs(tstartR-tendR)<0.02*
(tstartR+tendR) AND tdt1<inter AND tendt1>LastValue(x)-back;
> 
> Graph1BarColor=IIf(C1 AND Filter1,7,IIf(C2 AND Filter2,10,1));
> 
> /*Inverted H&S Neck Line*/
> 
> tAper=tmedt1-tstartt1;tbper=tendt1-tmedt1;
> 
> Ha= LastValue(ValueWhen(x==tmedt1,HHV(CCI(14),tAper)));
> 
> Hb=LastValue(ValueWhen(x==-1+tendt1,HHV(CCI(14),tbper)));
> 
> tFa=CCI(14)==Ha AND x>tstartt1 AND x<tmedt1;
> 
> tFb=CCI(14)==Hb AND x>tmedt1 AND x<tendt1;
> 
> Rendt= LastValue(ValueWhen(tFb, x ));
> 
> Rstartt=LastValue(ValueWhen( tFa, x ));
> 
> Rdt =Rendt-Rstartt;endR = Hb;startR = Ha;
> 
> aR = (endR-startR)/Rdt;bR = endR;
> 
> trendlineR = aR * ( x -Rendt ) + bR; 
> 
> Graph4 = IIf(Filter2 AND x>Rstartt-5,trendlineR,-
1e10);Graph4BarColor=10;
> 
> Filter=Filter1 OR Filter2;
> 
> NumColumns=2;/*Graph2=x==-1+tendt1;*/
> 
> Column0=Filter1;
> 
> Column1=Filter2;
> 
> Column0Format=Column1Format=1.0;
> 
> Column0Name="H&S";
> 
> Column1Name="inv H&S";
> 
>   ----- Original Message ----- 
>   From: Dennis And Lisa 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Sunday, September 03, 2006 1:06 PM
>   Subject: [amibroker] Re: Help with coding Head And Shoulder
> 
> 
>   Thanks, but I tries replacing the H and L variables with CCI(14) 
and 
>   still got nothing.
> 
>   Dennis
> 
>   --- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@> 
>   wrote:
>   >
>   > Here is a Head and shoulders coded sometime ago by Dimitri.
>   > 
>   > x = Cum(1);
>   > 
>   > per = 5;
>   > 
>   > back=50;
>   > 
>   > inter=100;
>   > 
>   > s11=H;s12=L;
>   > 
>   > /* H & S */
>   > 
>   > pR = PeakBars( s11, per, 1 ) == 0;
>   > 
>   > endt1= LastValue(ValueWhen( pR, x, 1 ));
>   > 
>   > medt1=LastValue(ValueWhen( pR, x, 2 ));
>   > 
>   > startt1=LastValue(ValueWhen( pR, x, 3 ));
>   > 
>   > dt1=endt1-startt1;
>   > 
>   > C1=x==endt1 OR x==medt1 OR x==startt1;
>   > 
>   > endR = LastValue(ValueWhen( pR, s11, 1 ) );
>   > 
>   > medR=LastValue(ValueWhen( pR, s11, 2 ) );
>   > 
>   > startR = LastValue( ValueWhen( pR, s11, 3 ));
>   > 
>   > Filter1=medR>endR AND medR>startR AND abs(startR-endR)<0.02*
>   (startR+endR) AND dt1<inter AND endt1>LastValue(x)-back;
>   > 
>   > MaxGraph=10;Graph1=C;Graph1Style=64;GraphXSpace=5;
>   > 
>   > /*H&S Neck Line*/
>   > 
>   > Aper=medt1-startt1;bper=endt1-medt1;
>   > 
>   > La= LastValue(ValueWhen(x==medt1,LLV(L,Aper)));
>   > 
>   > Lb=LastValue(ValueWhen(x==-1+endt1,LLV(L,bper)));
>   > 
>   > Fa=L==La AND x>startt1 AND x<medt1;
>   > 
>   > Fb=L==Lb AND x>medt1 AND x<endt1;
>   > 
>   > endt= LastValue(ValueWhen( Fb, x ));
>   > 
>   > startt=LastValue(ValueWhen( Fa, x ));
>   > 
>   > dtS =endt-startt;endS = Lb;startS = La;
>   > 
>   > aS = (endS-startS)/dtS;bS = endS;
>   > 
>   > trendlineS = aS * ( x -endt ) + bS; 
>   > 
>   > Graph3 = IIf(Filter1 AND x>startt-5,trendlineS,-
>   1e10);Graph3BarColor=7;
>   > 
>   > /*Inverted H & S*/
>   > 
>   > tpR = TroughBars( s12, per, 1 ) == 0;
>   > 
>   > tendt1=LastValue(ValueWhen(tpr,x,1));
>   > 
>   > tmedt1=LastValue(ValueWhen(tpr,x,2));
>   > 
>   > tstartt1=LastValue(ValueWhen(tpr,x,3));
>   > 
>   > tdt1=tendt1-tstartt1;
>   > 
>   > C2=x==tendt1 OR x==tmedt1 OR x==tstartt1;
>   > 
>   > tendR = LastValue(ValueWhen( tpR, s12, 1 ) );
>   > 
>   > tmedR=LastValue(ValueWhen( tpR, s12, 2 ) );
>   > 
>   > tstartR = LastValue( ValueWhen( tpR, s12, 3 ));
>   > 
>   > Filter2=tmedR<tendR AND tmedR<tstartR AND abs(tstartR-tendR)
<0.02*
>   (tstartR+tendR) AND tdt1<inter AND tendt1>LastValue(x)-back;
>   > 
>   > Graph1BarColor=IIf(C1 AND Filter1,7,IIf(C2 AND Filter2,10,1));
>   > 
>   > /*Inverted H&S Neck Line*/
>   > 
>   > tAper=tmedt1-tstartt1;tbper=tendt1-tmedt1;
>   > 
>   > Ha= LastValue(ValueWhen(x==tmedt1,HHV(H,tAper)));
>   > 
>   > Hb=LastValue(ValueWhen(x==-1+tendt1,HHV(H,tbper)));
>   > 
>   > tFa=H==Ha AND x>tstartt1 AND x<tmedt1;
>   > 
>   > tFb=H==Hb AND x>tmedt1 AND x<tendt1;
>   > 
>   > Rendt= LastValue(ValueWhen(tFb, x ));
>   > 
>   > Rstartt=LastValue(ValueWhen( tFa, x ));
>   > 
>   > Rdt =Rendt-Rstartt;endR = Hb;startR = Ha;
>   > 
>   > aR = (endR-startR)/Rdt;bR = endR;
>   > 
>   > trendlineR = aR * ( x -Rendt ) + bR; 
>   > 
>   > Graph4 = IIf(Filter2 AND x>Rstartt-5,trendlineR,-
>   1e10);Graph4BarColor=10;
>   > 
>   > Filter=Filter1 OR Filter2;
>   > 
>   > NumColumns=2;/*Graph2=x==-1+tendt1;*/
>   > 
>   > Column0=Filter1;
>   > 
>   > Column1=Filter2;
>   > 
>   > Column0Format=Column1Format=1.0;
>   > 
>   > Column0Name="H&S";
>   > 
>   > Column1Name="inv H&S";
>   > 
>   > ----- Original Message ----- 
>   > From: Dennis And Lisa 
>   > To: amibroker@xxxxxxxxxxxxxxx 
>   > Sent: Sunday, September 03, 2006 8:56 AM
>   > Subject: [amibroker] Help with coding Head And Shoulder
>   > 
>   > 
>   > I am trying to code the H&S pattern into Amibroker. I want to 
>   have 
>   > it recognized on the CCI. I coded it, but cannot get it to 
>   recognize 
>   > properly. Here is the code, if anyone can help, I would 
>   appreciate 
>   > it.
>   > 
>   > thanks,
>   > Dennis
>   > 
>   > z= CCI(14);
>   > 
>   > Plot(z,"",colorSkyblue,styleLine);
>   > 
>   > Plot(z,"",colorLime,styleHistogram);
>   > 
>   > Plot(0,"",colorRed,styleLine);
>   > 
>   > //---------------------------------------------------
>   > 
>   > // Head and Shoulders Pattern: to use with CCI(14) with zero 
>   line 
>   > 
>   > // calculate left shoulder
>   > 
>   > LStop= z== HHV(z,(BarsSince(z<0))) AND z>=0 ; //left shoulder 
top
>   > 
>   > LSbot= z==LLV(z,BarsSince(Lstop))AND z>=0 ; //left shoulder 
>   bottom
>   > 
>   > LeftShoulder= LSbot; //left shoulder
>   > 
>   > // calculate head
>   > 
>   > HeadTop= z==HHV(z,BarsSince(LSbot)) AND z>=0; //head top
>   > 
>   > HeadBot=z== LLV(z,BarsSince(Headtop)) AND z>0; //head bottom
>   > 
>   > Head= headbot; //head
>   > 
>   > // calculate right shoulder
>   > 
>   > RStop= z==HHV(z,BarsSince(Headbot)) AND z>0; //right shoulder 
top
>   > 
>   > rsbot= z==LLV(z,BarsSince(RStop)); // right shoulder bottom
>   > 
>   > RightShoulder= rsbot; //right shoulder bottom
>   > 
>   > //----------------------------------------------------------
>   > 
>   > // Plot numbers for refernce to aid in testing
>   > 
>   > PlotShapes(IIf
>   > (Leftshoulder,shapeDigit1,shapeNone),colorTurquoise,0,0,-
15); // 
>   > left shoulder bottom
>   > 
>   > PlotShapes(IIf(Head,shapeDigit2,shapeNone),colorTurquoise,0,0,-
>   > 25); //head bottom
>   > 
>   > PlotShapes(IIf
>   > (rightshoulder,shapeDigit3,shapeNone),colorTurquoise,0,0,-
>   35); // 
>   > right shoulder bottom
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > ----------------------------------------------------------
>   ---------
>   > 
>   > avast! Antivirus: Inbound message clean. 
>   > 
>   > Virus Database (VPS): 0635-4, 09/01/2006
>   > Tested on: 9/3/2006 9:15:08 AM
>   > avast! - copyright (c) 1988-2006 ALWIL Software.
>   >
> 
> 
> 
>    
> 
> 
> -------------------------------------------------------------------
---------
> 
>     avast! Antivirus: Inbound message clean. 
> 
>     Virus Database (VPS): 0635-4, 09/01/2006
>     Tested on: 9/3/2006 1:12:50 PM
>     avast! - copyright (c) 1988-2006 ALWIL Software.
>