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Hi Joris,
I got an error 10. Subscript out of range. You must not access array
elements ouside 0..(Barcount-1) range.
The cursor went before 111
for ( k = 1;k <= NoOfFibonacciLevels;k++ ) //added; assumed
that this are the Fibonacci levels
{
array[100*i+10*j+k-111] =
^
As I don't understand the use of 111 in k-111, I took the values of your
comment :
"might have to adjust the constants(100,10,111) to reflect the param values"
but the error is still there.
Could you please post some hints about 111 use ?
TIA
Best regards
Le 21/12/2009 15:48, Joris Schuller a écrit :
>
>
> Don’t know how experienced you are; with that in mind, I would first
> simplify code verification somewhat:
>
> 1. limit the plot to the current meaningful visible section by using
> MinPlotValue=(1-Adjfactor)*LowestVisibleValue(*L*) and
> MaxPlotValue=(1+Adjfactor)*HighestVisibleValue(*H*);
>
> 2. start with and verify a simple case (1 pair of peaks and troughs) and
> expand from that. Compare results with the results using the Fibonacci
> toolbar
>
> 3. use params to be able to methodically build up in complexity
>
> 4. turn on/off the included ZigZagHL to verify that the correct
> peaks/troughs are selected
>
> 5. verify that the (incorrect) Fib levels you selected are what you want
>
> 6. convert the constants in the Fib level loop (10,100,111) to params
> (currently incorrect Fib values are displayed).
>
> 7. changes are prefaced by “added”
>
> The proposed changes are shown below.
>
> *Title* = EncodeColor(4)+ _DEFAULT_NAME()+"; "+EncodeColor(1) +
> StrFormat("{{NAME}} - {{INTERVAL}}; {{DATE}}; O=%g, H=%g, L=%g, C=%g
> (%.1f%%)
> {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) );
> SetBarsRequired(*sbrAll*,*sbrAll*);
> //============== added; Begin First Addition===================
> Plot(*C*,"C",1,64);
> ZigZagHL=ParamToggle("ZigZagHL","Off|On",1);
> NoOfLastPeaksTroughs=Param("NoOfLastPeaksTroughs",9,1,10,1);
> NoOfFibonacciLevels=Param("NoOfFibonacciLevels",9,1,10,1);
> Adjfactor=Param("Adjfactor",0.003,0,0.05,0.001); //added. Forex values;
> for stocks use change as necessary
> MinPlotValue=(1-Adjfactor)*LowestVisibleValue(*L*);
> MaxPlotValue=(1+Adjfactor)*HighestVisibleValue(*H*);
> Plot(MinPlotValue,"MinPlotValue",*colorGreen*,5);
> Plot(MaxPlotValue,"MaxPlotValue",4,5);
> //===============End First Addition===========
> n = 0.3 ;//approx. 4 point swing on ES
> //fibs[1] = .62; fibs[2] = .27; fibs[3] = 0.01; fibs[4] = .38; fibs[5] =
> .5;//added ?????????? fibs[3] = 0.01??;fibs[1]=fibs [6] = .62????????
> fibs[2] = .27;???????
> //fibs [6] = .62; fibs[7] = 1; fibs[8] = 1.27; fibs[9] = 1.62; //9
> symmetric levels//added????????(instead
> of:0,0.236,0.382,0.5,0.618,0.786.1,1.272)
> fibs[1] = 0.0; fibs[2] = .238; fibs[3] = .382; fibs[4] = .5;//added
> ?????????? fibs[3] = 0.01??;fibs[1]=fibs [6] = .62???????? fibs[2] =
> .27;???????
> fibs [5] = .618; fibs[6] = 0.786;fibs[7] = 1; fibs[8] = 1.272; fibs[9] =
> 1.618;//for(i=1;i<=9;i++) //Original
> *for*(i=1;i<=NoOfLastPeaksTroughs;i++)//Added
> {
> p[i] = LastValue(ValueWhen(PeakBars(*H*,n)==0,*H*,i)); //last 9 peaks
> t[i] = LastValue(ValueWhen(TroughBars(*L*,n)==0,*L*,i));//last 9 troughs
>
> //for(j=1;j<=9;j++) //Original
> *for*(j=1;j<=NoOfLastPeaksTroughs;j++) //added
> {
> //for(k=1;k<=9;k++)
> *for*(k=1;k<=NoOfFibonacciLevels;k++) //added; assumed that this are the
> Fibonacci levels
> {
> array[100*i+10*j+k-111] = t[i] + fibs[k] * (p[j] - t[i]); // calc fib
> levels //added; might have to adjust the constants(100,10,111) to
> reflect the param values
> }}}
> // Plot levels for testing purposes
> *for*(i=1;i<=900;i++) {
> //Plot(IIf(array[i]>0,array[i],-1e10),"a",colorBlue); //Original
> Plot(IIf(array[i]>MinPlotValue *AND*
> array[i]<MaxPlotValue,array[i],-1e10),"a",*colorBlue*);//Added
> }
>
> //==============ZigZagHL; added for verification
> purposes=========================
> *if* (ZigZagHL)
> {
> //added
> Plot( *C*, "Close", 1,64);
> zigpct = Param( "Zag %",0.2,0.01,10,0.01);
> ATRmult = Param("ATRmult",1.8,0.1,3,0.1);
> Arrowadj = Param("Arrowadj; ",12,2,25,1);
> HHLLSel = ParamToggle("Each Pk/Tr|HH/LL","Each Pk/Tr|HH/LL",1);
> pk=PeakBars(*H*,zigpct)==0;
> tr=TroughBars(*L*,zigpct)==0;
> zHi=Zig(*H*,zigpct); zLo=Zig(*L*,zigpct); HLAvg=(zHi+zLo)/2;
> zp=IIf(pk,zHi,IIf(tr,zLo,IIf(HLAvg>Ref(HLAvg,-1),*H*,*L*)));
> zag=Zig(zp,zigpct);
> pR=Ref(zag,-1)<zag *AND* zag>Ref(zag,1);
> pS=Ref(zag,-1)>zag *AND* zag<Ref(zag,1);
> Plot(*C*,"C",1,64);
> Plot(zag,"",11,1|*styleNoLabel*);//Zig H-L
> PlotShapes(*shapeDownArrow**pR,*colorGreen*,0,*H*,-Arrowadj);
> PlotShapes(*shapeUpArrow**pS,*colorRed*,0,*L*,-Arrowadj);
> *if*(HHLLSel)
> {
> HH=((zag>Ref(zag,- 1) *AND* zag > Ref(zag,1)) *AND* (Peak(zag,zigpct,1
> )>Peak(zag,zigpct,2 ))); //HH
> LL=((zag<Ref(zag,- 1) *AND* zag < Ref(zag,1)) *AND* (Trough(zag,zigpct,1
> ) <Trough(zag,zigpct,2 ))); //LL
> }
> *if*(!HHLLSel)
> {
> HH=((zag>Ref(zag,- 1) *AND* zag > Ref(zag,1)));
> LL=((zag<Ref(zag,- 1) *AND* zag < Ref(zag,1)));
> }
> dist = ATRmult*ATR (20);//might not want that
> *for*( i = 0; i < *BarCount*; i++ )
> {
> // ONLY THIS should be inside the loop
> *if*( HH [i]) PlotText( "HH"+ "\n"+*H*[ i ], i, *H*[ i ]+dist[i],
> *colorGreen* );
> *if*( LL [i] ) PlotText( ""+*L*[ i ]+"\nLL", i, *L*[ i ]-dist[i],
> *colorRed* );
> }
> }
>
> *From:* amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] *On
> Behalf Of *kevinoversby
> *Sent:* Saturday, December 19, 2009 4:32 PM
> *To:* amibroker@xxxxxxxxxxxxxxx
> *Subject:* [amibroker] Re: Writing a fib cluster indicator
>
>
>
> http://groups.yahoo.com/group/amibroker/photos/album/1601688415/pic/1019200479/view
> <http://groups.yahoo.com/group/amibroker/photos/album/1601688415/pic/1019200479/view>
>
> See link for plot of unfiltered levels. Levels will be filtered by
> proximity and could also be weighted, for example, by size of swing
> producing them.
>
> Constructive comments welcome and appreciated.
>
> --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>,
> "kevinoversby" <kevinoversby@xxx> wrote:
> >
> >
> >
> > OK, its running stably now, execution time well under 0.5 s. Next
> steps are to sort the levels and detect clusters for plotting.
> >
> > If I try to set any of the fibs values to negative values they are
> returned as {EMPTY} - why is that?
> >
> > Thanks / Kevin
> >
> > SetBarsRequired(sbrAll,sbrAll);
> >
> > n = 0.3 ;//approx. 4 point swing on ES
> > fibs[1] = .62; fibs[2] = .27; fibs[3] = 0.01; fibs[4] = .38; fibs[5]
> = .5;
> > fibs [6] = .62; fibs[7] = 1; fibs[8] = 1.27; fibs[9] = 1.62; //9
> symmetric levels
> >
> > for(i=1;i<=9;i++)
> > {
> >
> > p[i] = LastValue(ValueWhen(PeakBars(H,n)==0,H,i)); //last 9 peaks
> > t[i] = LastValue(ValueWhen(TroughBars(L,n)==0,L,i));//last 9 troughs
> >
> > for(j=1;j<=9;j++)
> > {
> > for(k=1;k<=9;k++)
> > {
> >
> > array[100*i+10*j+k-111] = t[i] + fibs[k] * (p[j] - t[i]); // calc fib
> levels
> > }}}
> >
> > // Plot levels for testing purposes
> >
> > for(i=1;i<=900;i++) {
> > Plot(IIf(array[i]>0,array[i],-1e10),"a",colorBlue);
> > }
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>, "kevinoversby" <kevinoversby@> wrote:
> > >
> > >
> > >
> > >
> > >
> > >
> > > I've now got the levels plotting on ES 15 second data and its
> actually quite fast as the array function calls are in a small loop. The
> strange part is that the array reverts to empty shortly after plotting.
> Can anyone see why?
> > >
> > > Thanks / Kevin
> > >
> > >
> > > n = 0.3 ; //approx. 4 point swing on ES
> > > fibs[1] = -.62; fibs[2] = -.27; fibs[3] = 0; fibs[4] = .38; fibs[5]
> = .5;
> > > fibs [6] = .62; fibs[7] = 1; fibs[8] = 1.27; fibs[9] = 1.62; //9
> symmetric levels
> > >
> > > PeakCondition=PeakBars(H,n)==0;
> > > TroughCondition=TroughBars(L,n)==0;
> > >
> > > for(i=1;i<=10;i++)
> > > {
> > >
> > > p[i]=LastValue(ValueWhen(PeakCondition,H,i));
> > > t[i] = LastValue(ValueWhen(TroughCondition,L,i));
> > >
> > > for(j=1;j<=10;j++)
> > > {
> > > for(k=1;k<=5;k++)
> > > {
> > >
> > > array[i+j+k-2] = t[i] + fibs[k] * (p[j] - t[i]); // calc fib levels
> > > }}}
> > >
> > > // Plot first 100 unfiltered levels for test purposes
> > >
> > > for(i=1;i<=100;i++) {
> > > Plot(IIf(array[i]>0,array[i],-1e10),"a",colorBlue);
> > > }
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>, "kevinoversby" <kevinoversby@> wrote:
> > > >
> > > > Hi Mike,
> > > >
> > > > Thank you very much for taking the time to post these tips. I
> will incorporate as much as I can and post the update later.
> > > >
> > > >
> > > > Kevin
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>, "Mike" <sfclimbers@> wrote:
> > > > >
> > > > > Hi,
> > > > >
> > > > > A couple of quick points to spare you some wasted time.
> > > > >
> > > > > 1. In general; I think that you would benifet greatly by
> reading the following:
> > > > >
> > > > > http://www.amibroker.com/guide/h_understandafl.html
> <http://www.amibroker.com/guide/h_understandafl.html>
> > > > >
> > > > > 2. You *really* do not want to be making array based function
> calls (e.g. PeakBars, ValueWhen, IIF, TroughBars, etc) within a loop.
> This will be horribly slow. Look for a way to calculate everything
> outside of a loop.
> > > > >
> > > > > 3. The termination check of all your for loops are incorrect.
> Do not use "i = 10". You probably want something like "i <= 10". It
> needs to be a boolean if you ever want it to terminate. Also "=" is
> assignment, "==" is equivalence test.
> > > > >
> > > > > http://www.amibroker.com/guide/a_mistakes.html
> <http://www.amibroker.com/guide/a_mistakes.html>
> > > > >
> > > > > 4. When trying to populate an array inside a loop, you
> generally should be populating bar by bar: e.g. array[i] = ...
> > > > >
> > > > > Mike
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>, "kevinoversby" <kevinoversby@> wrote:
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > > Parts 1) & 2)
> > > > > >
> > > > > > n = 0.3 //approx. 4 point swing on ES
> > > > > > fibs = [-.62 -.27 0 .38 .5 .62 1 1.27 1.62]; //symmetric
> > > > > >
> > > > > > for(i=1;i=10;i++)
> > > > > > {
> > > > > > PeakCondition=PeakBars(H,n)==0;
> > > > > > p[i] = ValueWhen(PeakCondition,H,i);
> > > > > > p[i] = IIf(p[i] >= HHV(p,i),p[i],0); //set to zero if not HH
> > > > > >
> > > > > > TroughCondition=TroughBars(L,n)==0;
> > > > > > t[i] = ValueWhen(TroughCondition,L,i);
> > > > > > t[i] = IIf(t[i] <= LLV(t,i),t[i],0); //set to zero if not LL
> > > > > >
> > > > > > for(j=1;j=10;j++)
> > > > > > {
> > > > > > for(k=1;k=9;k++)
> > > > > > {
> > > > > >
> > > > > > array = t[i] + fibs[k] * (p[j] - t[i]); // calc fib levels
> > > > > > }}}
> > > > > >
> > > > > > I'm unsure of the last line - how to assign the fib levels to
> an array for sorting. Thanks in advance for any help.
> > > > > >
> > > > > >
> > > > > > Kevin
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>, "kevinoversby" <kevinoversby@> wrote:
> > > > > > >
> > > > > > > I have not found an AFL implementation of this so decided
> to develop my own. I'm doing it here as there are a couple of coding
> issues I'm unsure of. Constructive comments and tips most welcome.
> > > > > > >
> > > > > > > Process:
> > > > > > >
> > > > > > > 1) Find i last higher peaks and j last lower troughs
> > > > > > > 2) For each peak/trough pair, calculate fib levels and add
> to array
> > > > > > > 3) Sort array
> > > > > > > 4) Discard a level if distance to next level > tolerance
> > > > > > > 5) Plot remaining levels, preferably at left or right edge
> like volume at price (VAP) to simplify chart.
> > > > > > >
> > > > > > > (A thought just occurred that this would also be a useful
> exercise with VAP levels - investigate later).
> > > > > > >
> > > > > > >
> > > > > > > Kevin
> > > > > > >
> > > > > >
> > > > >
> > > >
> > >
> >
>
>
--
Best regards
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