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Kevin,
Thank you for your help concerning 3D array.
Unfortunately, I can't get rid of the Error 10 whatever the value or
when I remore "-111".
--
Best regards
Le 21/12/2009 22:36, kevinoversby a écrit :
>
>
> just take out the 111, not really necessary as per my reply to Joris.
>
> --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>,
> reinsley <reinsley@xxx> wrote:
> >
> >
> >
> > 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] =
> >
> > ^D
> >
> >
> >
> >
> > 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%40yahoogroups.com> [mailto:amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>] *On
> > > Behalf Of *kevinoversby
> > > *Sent:* Saturday, December 19, 2009 4:32 PM
> > > *To:* amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> > > *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>
> > >
> <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> <mailto:amibroker%40yahoogroups.com>,
> > > "kevinoversby" <kevinoversby@> 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>
> > > <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>
> > > <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>
> > > <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>
> > > <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>
> > > <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>
> > > <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>
> > > <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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