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So i tried the following code. Testing the S&P 500 from ib in 5 minute
an hourly. - It gave no results..
Maci
/* Detecting double tops and bottoms*/
percdiff = 20; /* peak detection threshold */
fwdcheck = 2; /* forward validity check */
mindistance = 5;
validdiff = percdiff/400;
PK= Trough( H, percdiff, 1 ) == High;
TR= Trough( L, percdiff, 1 ) == Low;
x = Cum( 1 );
XPK1 = ValueWhen( PK, x, 1 );
XPK2 = ValueWhen( PK, x, 2 );
xTR1 = ValueWhen( Tr, x, 1 );
xTr2 = ValueWhen( Tr, x, 2 );
Troughdiff = ValueWhen( PK, H, 1 )/ValueWhen( PK, H, 2 );
Troughdiff=ValueWhen( tr, L, 1 )/ValueWhen( tr, L, 2 );
doubletop = PK AND abs( troughdiff - 1 ) < validdiff AND (Xpk1
-Xpk2)>mindistance AND High > HHVBars( Ref( H, fwdcheck ), fwdcheck - 1 );
doubleBot=tr AND abs( troughdiff - 1 ) < validdiff AND (Xtr1
-Xtr2)>mindistance AND Low < LLVBars( Ref( L, fwdcheck ), fwdcheck - 1 );
Sell = doubletop;
Buy = doublebot;
WriteIf( Highest( doubletop ) == 1, "AmiBroker has detected some possible
double top patterns for " + Name() + "\nLook for green arrows on the price
chart.", "There are no double top patterns for " + Name() );
WriteIf(Highest( doublebot)==1,"AmiBroker has detected some possible
double
bottom patterns for " + Name() + "\nLook for red arrows on the price
chart.", "There are no double bottom patterns for " + Name() );
Filter=Buy OR Sell;
AddColumn( IIf( doubletop , 88, 01), "Double TOP", formatChar );
AddColumn( IIf( doublebot , 88, 01), "Double BOT", formatChar );
AddColumn(Volume,"Volume");
--- In amibroker@xxxxxxxxxxxxxxx, "sethbutrue" <m.magiera@xxx> wrote:
>
> Thanks for your answer.
>
> I tried it but it give no signals on an intraday chart back...
>
> Maci
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@> wrote:
> >
> > From a quick look, start by using the Trough function for PKB instead
> > of the Peak function.
> >
> > Regards,
> > GP
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Hans" <hansib@> wrote:
> > >
> > > Thank you very much, I did it, but result is not a bottom...
> > > something wrong...
> > >
> > > Here is my new code.... working for Tops... but not for bottoms...:
> > >
> > > /* Detecting double tops */
> > > percdiff = 5; /* peak detection threshold */
> > > fwdcheck = 5; /* forward validity check */
> > > mindistance = 10;
> > > validdiff = percdiff/400;
> > > PK= Peak( H, percdiff, 1 ) == High;
> > > PKB= Peak( L, percdiff, 1 ) == Low;
> > >
> > > x = Cum( 1 );
> > > XPK1 = ValueWhen( PK, x, 1 );
> > > XPK2 = ValueWhen( PK, x, 2 );
> > >
> > > y = Cum( 1 );
> > > XPKB1 = ValueWhen( PKB, y, 1 );
> > > XPKB2 = ValueWhen( PKB, y, 2 );
> > >
> > > peakdiff = ValueWhen( PK, H, 1 )/ValueWhen( PK, H, 2 );
> > > doubletop = PK AND abs( peakdiff - 1 ) < validdiff AND (XPK1 - XPK2)
> > > >mindistance AND High > HHV( Ref( H, fwdcheck ), fwdcheck - 1 );
> > >
> > > peakdiffb = ValueWhen( PKB, L, 1 )/ValueWhen( PKB, L, 2 );
> > > doublebot = PKB AND abs( peakdiffb - 1 ) < validdiff AND (XPKB1 -
> > > XPKB2)>mindistance AND Low < LLV( Ref( L, fwdcheck ), fwdcheck -
1 );
> > >
> > > Buy = doubletop;
> > > Sell = doublebot;
> > >
> > > WriteIf( Highest( doubletop ) == 1 OR Lowest(doublebot)
> > > ==1 , "AmiBroker has detected some possible double"+ WriteIf(
Highest
> > > ( doubletop ) == 1," top "," bottom ") + "patterns for " + Name()
> > > + "\nLook for green arrows on the price
> > > chart.", "There are no double top/bottom patterns for " + name() );
> > >
> > > Filter=Highest(doubletop)==1 OR Lowest(doublebot)==1 ;
> > >
> > > AddColumn( IIf( doubletop , 88, 01), "Double TOP", formatChar );
> > > AddColumn( IIf( doublebot , 88, 01), "Double BOT", formatChar );
> > >
> > >
> > > ******************
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "YEA RIGHT" <suedeuno@xxxx> wrote:
> > > > You would need to change the lines: PK= Peak( H, percdiff, 1 ) ==
> > > > HIGH; and peakdiff = ValueWhen( PK, H, 1 )/ValueWhen( PK, H, 2 );
> > > as
> > > > well as the HHV line.
> > > >
> > > >
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Hans" <hansib@xxxx> wrote:
> > > > > Hello,
> > > > > I need some help....
> > > > > I get this code at amibroker/library to get double tops. I
tried
> > > to
> > > > > modify it (Low instead of High and LLV instead of HHV) to
> > > > get "double
> > > > > Bottoms".... without success. I hope anyone can help me....
> > > > > Many thanks
> > > > > Hans
> > > > >
> > > > > /* Detecting double tops */
> > > > > percdiff = 5; /* peak detection threshold */
> > > > > fwdcheck = 5; /* forward validity check */
> > > > > mindistance = 10;
> > > > > validdiff = percdiff/400;
> > > > > PK= Peak( H, percdiff, 1 ) == HIGH;
> > > > >
> > > > > x = Cum( 1 );
> > > > > XPK1 = ValueWhen( PK, x, 1 );
> > > > > XPK2 = ValueWhen( PK, x, 2 );
> > > > >
> > > > > peakdiff = ValueWhen( PK, H, 1 )/ValueWhen( PK, H, 2 );
> > > > > doubletop = PK AND abs( peakdiff - 1 ) < validdiff AND (XPK1 -
> > > > > XPK2)>mindistance
> > > > > AND HIGH > HHV( Ref( H, fwdcheck ), fwdcheck - 1 );
> > > > > buy = doubletop;
> > > > > sell = 0;
> > > > >
> > > > > writeif( highest( doubletop ) == 1, "AmiBroker has detected
some
> > > > > possible
> > > > > double top patterns for " + name() + "\nLook for green
arrows on
> > > > the
> > > > > price
> > > > > chart.", "There are no double top patterns for " + name() );
> > > > > grazie
> > >
> >
>
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