Re: [amibroker] Fibonacci, AmiBroker Email List Archive

Hi Ara Kaloustian,

Fibonacci code written by Thomas Zmuck in 2002

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_SECTION_BEGIN("Fibonacci");
//Date: 12-January 2002 by Thomas Zmuck
//thomas.zm@xxxxxx

Offset = 5; //use two sheets: one with 5 and another with 7, or maybe other offset value
Avgmov = Offset*MA(abs(ROC(C,1)),20);

per = LastValue(Avgmov);
x=Cum(1); Range = 0.01;
PS = TroughBars(L,per,1) == 0;
xa = LastValue(ValueWhen(PS,x,1));//x from last trough
Ya = LastValue(ValueWhen(PS,L,1));//y (Low) last trough
PR = PeakBars(H,per,1) == 0;
xb = LastValue(ValueWhen(PR,x,1));//x from last peak
Yb = LastValue(ValueWhen(PR,H,1));//y (High) last peak

Trough_ReTest = abs((L/ya)-1)<Range;
Peak_ReTest = abs((H/yb)-1)<Range;
Trough_Cross = Cross(ya,C);
Peak_Cross = Cross(C,yb);

//UP = upSwing DN = downSwing
UP = xb>xa;//upSwing
DN = xa>xb;//DownSwing

RT23_6 = IIf(UP,yb-(yb-ya)*0.236,IIf(DN,ya+(yb-ya)*0.236,-1e10));
RT38_2 = IIf(UP,yb-(yb-ya)*0.382,IIf(DN,ya+(yb-ya)*0.382,-1e10));
RT50_0 = IIf(UP,yb-(yb-ya)*0.500,IIf(DN,ya+(yb-ya)*0.500,-1e10));
RT61_8 = IIf(UP,yb-(yb-ya)*0.618,IIf(DN,ya+(yb-ya)*0.618,-1e10));
RT78_6 = IIf(UP,yb-(yb-ya)*0.786,IIf(DN,ya+(yb-ya)*0.786,-1e10));
RT=
IIf(UP,-100*(yb-L)/(yb-ya),
100*(H-ya)/(yb-ya));//Retracement_Value

InZone = C<yb & C>ya;//use it for filter to receive only signals that are in in the Retracement zone.

Buy = Trough_ReTest OR peak_Cross;
Sell = Peak_ReTest OR trough_Cross;

Filter = 1;

AddColumn(RT,"RT%");
AddColumn(Trough_ReTest,"TR-Test",1.0);
AddColumn(Peak_ReTest,"PK-Test",1.0);
AddColumn(Trough_Cross,"TR-Cross",1.0);
AddColumn(Peak_Cross,"PK-Cross",1.0);
AddColumn(CdDoji()OR CHammer(),"Candle",1.0);
Plot(C,"C",1,64);

Plot(IIf(x>xa,ya,-1e10),"Bottom",colorBrown,1+8);
Plot(IIf(x>xb,yb,-1e10),"Top",colorBrown,1+8);

xab = IIf(xb>xa,xb,xa);
//Retracements
Plot(IIf(x>=xab+1,RT23_6,-1e10),"23,6% Retr.",5,1);
Plot(IIf(x>=xab+1,RT38_2,-1e10),"38,2% Retr.",5,1);
Plot(IIf(x>=xab+1,RT50_0,-1e10),"50,0% Retr.",colorBlue,1);
Plot(IIf(x>=xab+1,RT61_8,-1e10),"61,8% Retr.",colorYellow,1);
Plot(IIf(x>=xab+1,RT78_6,-1e10),"78,6% Retr.",colorYellow,1);

GraphXSpace = 0.5;

Plot(Gauss2ord(C,5),"M5",4,1);

GraphXSpace = 1.5;

Title = Name()+" per = "+WriteVal(per,1.0) +" Close = "+WriteVal(C,1.2)+ " ("+WriteVal(ROC(C,1),1.2)+"%)"+" Current Correction = "+WriteVal(RT,1.0)+"%";
_SECTION_END();

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Best Regards,

pondy

On Thu, Jul 31, 2008 at 9:15 AM, Ara Kaloustian <ara1@xxxxxxxxxx> wrote:

I amlooking at some Fibonacci code written by Thomas Zmuck in 2002.

File name is "INX - NASDAQ Fibonacci" .... ( I think that is the original name, but not sure)

It seems to use some functions that are not part of AB. Anyone familiar with what is needed to run the code?

Tx

Ara

--
Best Regards,

pondy