Title: Re: [amibroker] Re: ZigZag code
I think this was posted by Dave, a long time ago:
function ZigZagHL(prcnt)
{
// -------------------------------------------------------------------------
global ZigArray_HL;
WavePcnt = (1+0.01*prcnt);
End_Val_HL = Avg[0];
Start_Val_HL = End_Val_HL;
End_Bar_HL = 0;
Start_Bar_HL = End_Bar_HL;
Switch_HL = 0;
Hs_cnd = (Ref(H,-1) <= Ref(H,0) AND Ref(H,0) >= Ref(H,1));
Ls_cnd = (Ref(L,-1) >= Ref(L,0) AND Ref(L,0) <= Ref(L,1));
Hs_Swing = IsTrue(Hs_cnd) AND (Ls_cnd==False);
Ls_Swing = (Hs_cnd==False) AND IsTrue(Ls_cnd);
//--------------------------------------------------------------------------
for (i=0; i < BarCount; i++)
{
ZigArray_HL[i] = -1.0E10;
// Swing High -----------------------------------------------------
if ( i > 0 AND i < BarCount AND Hs_Swing[i] )
SwingHigh_HL = H[i];
else
SwingHigh_HL = -1;
// Swing Low ------------------------------------------------------
if ( i > 0 AND i < BarCount AND Ls_Swing[i] )
SwingLow_HL = L[i];
else
SwingLow_HL = -1;
// ZigZag ---------------------------------------------------------
if ( SwingHigh_HL != -1)
{
if (
Switch_HL[i-1] != 1
AND SwingHigh_HL >= (End_Val_HL * WavePcnt) )
{
Start_Bar_HL = End_Bar_HL;
Start_Val_HL = End_Val_HL;
End_Bar_HL = i;
End_Val_HL = SwingHigh_HL;
for( j = Start_Bar_HL; j <= End_Bar_HL; j++ )
{
ZigArray_HL[j] = Start_Val_HL
+ (j - Start_Bar_HL)
* (End_Val_HL - Start_Val_HL)
/ (End_Bar_HL - Start_Bar_HL );
}
Switch_HL = 1;
}
else
if (Switch_HL[i-1] == 1 AND SwingHigh_HL >= End_Val_HL)
{
End_Bar_HL = i;
End_Val_HL = SwingHigh_HL;
for( j = Start_Bar_HL; j <= End_Bar_HL; j++ )
{
ZigArray_HL[j] = Start_Val_HL
+ (j - Start_Bar_HL)
* (End_Val_HL - Start_Val_HL)
/ (End_Bar_HL - Start_Bar_HL );
}
}
}
if ( SwingLow_HL != -1)
{
if (
Switch_HL[i-1] != -1
AND SwingLow_HL <= (End_Val_HL * WavePcnt) )
{
Start_Bar_HL = End_Bar_HL;
Start_Val_HL = End_Val_HL;
End_Bar_HL = i;
End_Val_HL = SwingLow_HL;
for( j = Start_Bar_HL; j <= End_Bar_HL; j++ )
{
ZigArray_HL[j] = Start_Val_HL
+ (j - Start_Bar_HL)
* (End_Val_HL - Start_Val_HL)
/ (End_Bar_HL - Start_Bar_HL );
}
Switch_HL = -1;
}
else
if (Switch_HL[i-1] == -1 AND SwingLow_HL <= End_Val_HL)
{
End_Bar_HL = i;
End_Val_HL = SwingLow_HL;
for( j = Start_Bar_HL; j <= End_Bar_HL; j++ )
{
ZigArray_HL[j] = Start_Val_HL
+ (j - Start_Bar_HL)
* (End_Val_HL - Start_Val_HL)
/ (End_Bar_HL - Start_Bar_HL );
}
}
}
}
return ZigArray_HL;
}
P = Param("Percent",3,-0,5,0.01);
Z = ZigZagHL( P );
Plot(C,"Close",1,128);
Plot(Z,"ZigZagHL",4,1);
Friday, June 19, 2009, 2:30:06 PM, you wrote:
> Thanks guys, but I'm looking for the code for the ZigZag function itself (not
> a strategy that uses the Zig function).
> --- In amibroker@xxxxxxxxxxxxxxx, "corvidsystems" <corvidsys@xxx> wrote:
>> Hope this helps:
>> --------------------------------------------
>> Opt1 = Param("%Zig(Change)",0.1,0,1,0.05);
>> Opt2 = Param("Min.AllowableDuration",1,1,20,1);
>> Z = Zig(C,Opt1);
>> Buy = Z < Ref(Z,1) AND Z < Ref(Z,-1);
>> Sell = Z > Ref(Z,1) AND Z > Ref(Z,-1);
>> Buy = Buy AND BarsSince(Sell) > Opt2;
>> Sell = Sell AND BarsSince(Buy) > Opt2;
>> Short = Sell;
>> Cover = Buy;
>> Eq = Equity(1);
>> Plot(C,"",colorBlack,styleBar);
>> Plot(z,"",colorWhite,styleLine);
>> ShowTriangles = ParamToggle("Arrows","HIDE|SHOW",1);
>> if(showTriangles)
>> {
>> PlotShapes(IIf(Buy,shapeSmallUpTriangle,shapeNone),5,0,BuyPrice,0);
>> PlotShapes(IIf(Sell,shapeHollowDownTriangle,shapeNone),4,0,SellPrice,0);
>> PlotShapes(IIf(Cover,shapeHollowUpTriangle,shapeNone),5,0,CoverPrice,0);
>> PlotShapes(IIf(Short,shapeSmallDownTriangle,shapeNone),4,0,ShortPrice,0);
>> }
>> Title = "{{NAME}} - {{INTERVAL}} {{DATE}} "+_DEFAULT_NAME()+" : {{VALUES}}"+"\n"+
>> " BarsSinceBuy: "+BarsSince(Buy)+"\n"+
>> " BarsSinceSell: "+BarsSince(Sell)+"\n" +
>> " NextSiganl: "+(BarsSince(Buy)-BarsSince(Sell))+"\n";
>> --- In amibroker@xxxxxxxxxxxxxxx, "lucianomt" <lucianomt@> wrote:
>> >
>> > I tried this but only got this:
>> >
>> > P = ParamField( "Price field" );
>> > change = Param("% change",5,0.1,25,0.1);
>> > Plot( Zig(P, change), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
>> >
>> >
>> >
>> >
>> >
>> > --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@> wrote:
>> > >
>> > > It's built in....see charts >> indicators >> Zig
>> > >
>> > > --- In amibroker@xxxxxxxxxxxxxxx, "lucianomt" <lucianomt@> wrote:
>> > > >
>> > > > Could somebody post the code for the ZigZag indicator? Thanks!
>> > > >
>> > >
>> >
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**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
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TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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