Hi Ara Kaloustian,
Fibonacci code written by Thomas Zmuck in 2002
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////
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();
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
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