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Thank you Steve for this coding, it was just what i was looking for!
I have added some code to add commentary to the chart, to describe the
cycle, (ie Hard up, Topping, Down ) but have seem to hit a snag
somewhere.
As im relativly new to ami code, I used the MACD Commentary example in
the ami guide ( http://www.amibroker.com/guide/h_commentary.html ) as
a basis, made changes and learnt along the way. Unfortunatly, its not
producing the commentary on the chart like i hoped.
Here is the changed formula.
/////// start code ///////
_SECTION_BEGIN("Cycles");
// Cycles
// set chart options
SetBarsRequired( 10000, 10000 );
SetChartOptions( 0, chartShowDates );
Periods = Param( "Cycle Pds", 13, 1, 252, 1 );
XShift = Param( "Shift L/R", 0, -252, 252, 1 ) / 3.14159^2;
XFactor = Param( "FT Freq", 1, 0, 2, 0.001 );
YFactor = Param( "FT Amp", 1, 0, 1, 0.01 );
Color = ParamColor( "Color", colorBlue );
// calc and plot wave
X = 2 * 3.14159 / Periods / XFactor;
Y = sin( Cum( X ) - XShift ) * YFactor;
FineTunedPds = Periods * XFactor;
Plot( Y, NumToStr( FineTunedPds, 0.2 ) + " Bar Cycle", Color,
styleLine|styleLeftAxisScale|styleNoLabel );
Plot ( Y, " This cycle is", Color,
styleLine|styleLeftAxisScale|styleNoLabel );
"This Cycle is" ;
avgcond1 = ( Y > -.80) == 1.1 ;
avgcond2 = ( Y > .20) == 1.2 ;
avgcond3 = ( Y > .80) == 1.3 ;
avgcond4 = ( Y < .99) == 1.4 ;
avgcond5 = ( y < .80) == 1.5 ;
avgcond6 = ( y < -.20) == 1.6 ;
avgcond7 = ( y < -.80) == 1.7 ;
avgcond8 = ( y > -.99) == 1.8 ;
WriteIf( avgcond1 == 1.1,
"Hard Up",
WriteIf( avgcond2 == 1.2,
"Hard Up-Slowing",
WriteIf( avgcond3 == 1.3,
"Topping",
WriteIf( avgcond4 == 1.4,
"Topped-Turning", "") ) ) ) +
WriteIf( avgcond5 == -1.5,
"Hard Down",
WriteIf( avgcond6 == -1.6,
"Hard Down-Slowing",
WriteIf( avgcond7 == -1.7,
"Bottoming",
WriteIf( avgcond8 == -1.8,
"Bottomed-Turning", "") ) ) ) ;
Plot( 0, "", Color,
styleLine|styleDashed|styleLeftAxisScale|styleNoLabel );
Plot( 1, "", Color, styleNoLine|styleLeftAxisScale|styleNoLabel );
Plot( -1, "", Color, styleNoLine|styleLeftAxisScale|styleNoLabel );
// calc and plot vertical lines for pivots
Ym1 = Ref( Y, -1 );
Yp1 = Ref( Y, 1 );
Peaks = Y > Ym1 AND Y > Yp1;
Troughs = Y < Ym1 AND Y < Yp1;
Pivots = IIf( Peaks, YFactor, IIf( Troughs, -YFactor, Null ) );
Plot( Pivots, "", Color,
styleHistogram|styleDashed|styleLeftAxisScale|styleNoLabel );
Plot( -Pivots, "", Color,
styleHistogram|styleDashed|styleLeftAxisScale|styleNoLabel );
////// end code /////////
One idea i had in mind was to have this formula over multiple cycles,
and then allocate more weighting to the longer cycles before coming up
with an overal cycle commentary/result of either Hard Up, Topping or
Hard Down or Bottoming. So i guess a 'ranking system' type code would
work for that? ...
Im finding the more i discover ami code, the more powerful it becomes!
Anyways, thanks for your help,
Jeff
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>
> Hi - Here is a pretty flexible tool for plotting cycles / sine
waves, hope
> it helps
>
> Steve
>
> ***************************************8
>
> // Cycles
>
> // set chart options
>
> SetBarsRequired( 10000, 10000 );
>
> SetChartOptions( 0, chartShowDates );
>
> Periods = Param( "Cycle Pds", 13, 1, 252, 1 );
>
> XShift = Param( "Shift L/R", 0, -252, 252, 1 ) / 3.14159^2;
>
> XFactor = Param( "FT Freq", 1, 0, 2, 0.001 );
>
> YFactor = Param( "FT Amp", 1, 0, 1, 0.01 );
>
> Color = ParamColor( "Color", colorYellow );
>
> // calc and plot wave
>
> X = 2 * 3.14159 / Periods / XFactor;
>
> Y = sin( Cum( X ) - XShift ) * YFactor;
>
> FineTunedPds = Periods * XFactor;
>
> Plot( Y, NumToStr( FineTunedPds, 0.2 ) + " Bar Cycle", Color,
> styleLine|styleLeftAxisScale|styleNoLabel );
>
> Plot( 0, "", Color,
styleLine|styleDashed|styleLeftAxisScale|styleNoLabel );
>
> Plot( 1, "", Color, styleNoLine|styleLeftAxisScale|styleNoLabel );
>
> Plot( -1, "", Color, styleNoLine|styleLeftAxisScale|styleNoLabel );
>
> // calc and plot vertical lines for pivots
>
> Ym1 = Ref( Y, -1 );
>
> Yp1 = Ref( Y, 1 );
>
> Peaks = Y > Ym1 AND Y > Yp1;
>
> Troughs = Y < Ym1 AND Y < Yp1;
>
> Pivots = IIf( Peaks, YFactor, IIf( Troughs, -YFactor, Null ) );
>
> Plot( Pivots, "", Color,
> styleHistogram|styleDashed|styleLeftAxisScale|styleNoLabel );
>
> Plot( -Pivots, "", Color,
> styleHistogram|styleDashed|styleLeftAxisScale|styleNoLabel );
>
>
>
> ----- Original Message -----
> From: "jeff.feder" <jeff@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, October 01, 2008 8:11 AM
> Subject: [amibroker] Plotting Sine Waves using Time Axis
>
>
> > Hello,
> >
> > I have been studying the works of Hurst and Millard and have been
> > basing my trading system around the principle of Cycles.
> >
> > I have come accross several Sine Wave Formulas, which plot the waves
> > in relation to price.
> >
> > Has anyone constructed Sine Waves that plot based on time, ie. perfect
> > sine wave curve, and if so, how is this written in AB code?
> >
> > My theory was just to use these as guides as to what stage the
> > different cycles are, at a certain point in time.
> >
> > Thansk for your help,
> >
> > Jeff
> >
------------------------------------
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