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RE: [amibroker] Re: Help with coding Head And Shoulder



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I assume you also checked "all symbols"?

Previously I noted that PeakBars uses the zig-zag function which looks
into the future, thus it is less likely to actually find something on
the current bar (since the function will not complete until it has
enough future bars to do so, wherein it will indicate a signal in the
past.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of Dennis And Lisa
Sent: Monday, September 04, 2006 10:11
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Help with coding Head And Shoulder

This is strange, I run an exploration, and still get nothing. My 
settings are :

General Tab:
Positions: Long and Short
Periodicity= 5 minutes
Futures Mode is checked
Round Size Lot: 1
Tick Size: 1

I also tried n last days n=1 and got nothing
I also tried all quotations and got nothing

Potfolio Tab:
MAx Open Positions: 1

My database is only populated eith ER2, YM, QM intraday data.

-Dennis



--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxx> 
wrote:
>
> Dennis,
> 
> using the code I just sent you....check out the image file....this 
is a small sample of the exploration..
> 
> It does return hits.
> 
> 
> Anthony
>   ----- Original Message ----- 
>   From: Dennis And Lisa 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Sunday, September 03, 2006 11:45 PM
>   Subject: [amibroker] Re: Help with coding Head And Shoulder
> 
> 
>   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@> 
>   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.
>   >
> 
> 
> 
>    
> 
> 
> -------------------------------------------------------------------
---------
> 
>     avast! Antivirus: Inbound message clean. 
> 
>     Virus Database (VPS): 0635-4, 09/01/2006
>     Tested on: 9/4/2006 12:10:07 AM
>     avast! - copyright (c) 1988-2006 ALWIL Software.
>







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