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Re: [amibroker] Re: Writing a fib cluster indicator


  • Date: Wed, 23 Dec 2009 18:08:51 +0100
  • From: reinsley <reinsley@xxxxxxxx>
  • Subject: Re: [amibroker] Re: Writing a fib cluster indicator

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Joris,

Decrease to 500 does not solve anything.


In the chart of the doubtful layout, I removed my two formulas.
(5800 bars loaded)
Then I loaded your formula, I get error 10 but I double click and the 
formula was displayed with a correct plot. Before it was not possible.
Then I loaded my two formulas ( three formulas loaded, my two plus 
yours), everything was OK.

But no way to reload your formula once more.

Something goes wrong with my formulas plus yours.

Best regards


Le 23/12/2009 16:26, Joris M.schuller a écrit :
>
>
> 1. So apparently it works in another layout. That’s something.
>
> 2. The minimum loaded bar number makes sense, since there is a plot loop
> of 900 iterations. For curiosity: change the loop to 500 and see whether
> you now only need 500 bars. That way there is confirmation.
>
> *From:* amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] *On
> Behalf Of *reinsley
> *Sent:* Wednesday, December 23, 2009 4:00 AM
> *To:* amibroker@xxxxxxxxxxxxxxx
> *Subject:* Re: [amibroker] Re: Writing a fib cluster indicator
>
>
>
> Hi Joris,
>
> Thank you for your comments.
>
> Into an another old layout, the old formula and the re-posted formula
> work fine, both.
> The minimum loaded bars is around 900. Below I get the error.
> It is OK until 15' TU.
>
> Before to load the formula into the old layout (where it works) I
> modified the blank spaces, I was into my doubtful layout/chart .
> My blank bars right margin default value is set to 10.
> I modified it to 1 then to 0, after AB reloading, blank space was ok
> but error was sill there (in the suspicious layout).
> It exist a recent built-in feature to adapt blank space with mouse or
> keyboard, but I don't use it as I don't remember the trick.
>
> I got the same error at the same place in my default layout and 5700
> bars loaded.
>
> array[100*i+10*j+k-111] = t[i] ...
> ^
> ║
>
> I went into an old layout, formula ran well.
>
> After the successful attempt, I came back to my default layout (the
> wrong one) and no way to load the formula.
> I have 5700 bars loaded in 5' ( checked with CTRL H cross cursor).
>
> I checked the AFL in the main AB window, with floating windows, without
> floating windows.
>
> No final clues, except that my others loaded formulas may create a conflict.
> There is no easy way to check which formulas are loaded into AB, I have
> to do it manually and check the code.
>
> NB : A built-in feature that spit, towards txt files or excel, the
> loaded fomulas related to layouts, charts and panes will be welcome...
>
> If the passerby named TJ read this Nota Bene ...
>
> Best regards
>
> Le 22/12/2009 23:08, Joris M.schuller a écrit :
>  >
>  >
>  > Reinsley,
>  >
>  > An additional point that I forgot to mention. I also checked whether the
>  > out of range error you received was caused by selected blank bars
>  > setting, which in the past in some afl would give an out-of-range error.
>  > (Tools/Preferences/blank bars). With and without blank bars, everything
>  > works fine. So check whether the re-posted afl, which is the same as the
>  > previous one, now does the trick. Good luck.
>  >
>  > *From:* amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com> [mailto:amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>] *On
>  > Behalf Of *Joris Schuller
>  > *Sent:* Tuesday, December 22, 2009 3:56 PM
>  > *To:* amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>
>  > *Subject:* RE: [amibroker] Re: Writing a fib cluster indicator
>  >
>  > Kevin,
>  >
>  > I understand that you had an error when displaying the afl. The afl I
>  > sent you works. Most of the time before I send out code, including this
>  > time I first send the email from Outlook to one of my online accounts
>  > (e.g. gmail, hotmail). From there I copy the code back into the AB
>  > editor and verify that it displays properly. This morning I repeated
>  > that process again and had no problems. Below a copy of the original
>  > afl. See whether it 2^nd time around works.
>  >
>  > I looked a little bit more at your afl. I believe there are some errors.
>  > In a couple of days I will send you some changes/additions which will
>  > facilitate localizing the problem.
>  >
>  > //===============Verify that afl below works===============
>  >
>  > //=========================Begin Original Fibonacci Levels-Original
>  > =====================================
>  > *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*);
>  > //============== Begin 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); //Forex values;
>  > MinPlotValue=(1-Adjfactor)*LowestVisibleValue(*L*);
>  > MaxPlotValue=(1+Adjfactor)*HighestVisibleValue(*H*);
>  > Plot(MinPlotValue,"MinPlotValue",*colorGreen*,5);
>  > Plot(MaxPlotValue,"MaxPlotValue",4,5);
>  > //===============End 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
>  > Fibonacct 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
>  > *if* (ZigZagHL)
>  > {
>  > //added
>  > Plot( *C*, "Close", 1,64);
>  > zigpct = Param( "ZigHL %",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* );
>  > }
>  > }
>  > //=========================End Original Fibonacci Levels-Original
>  > =====================================
>  >
>  > *From:* amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com> [mailto:amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>] *On
>  > Behalf Of *kevinoversby
>  > *Sent:* Monday, December 21, 2009 3:35 PM
>  > *To:* amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>
>  > *Subject:* [amibroker] Re: Writing a fib cluster indicator
>  >
>  > Hi Joris,
>  >
>  > Thanks very much for your comments, I will work on it further tonight.
>  > Regarding the levels, the first three were intended to be the extensions
>  > -.62, -.27 & 0 but there was a problem at the time with negative values
>  > (now solved). I agree .786 & .236 were missing.
>  >
>  > The idea behind adjusting the array indexing by 111 was to start at zero
>  > (when i=j=k=1, array index = 111 - 111) but this is not necessary, or
>  > could be fixed by starting i,j & k at zero.
>  >
>  > Kevin
>  >
>  > --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> <mailto:amibroker%40yahoogroups.com>,
>  > "Joris Schuller" <jschuller@xxx> wrote:
>  > >
>  > > 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%40yahoogroups.com>
>  > [mailto:amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com> <mailto:amibroker%40yahoogroups.com>]
>  > On Behalf
>  > > Of kevinoversby
>  > > Sent: Saturday, December 19, 2009 4:32 PM
>  > > To: amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> <mailto:amibroker%40yahoogroups.com>
>  > > Subject: [amibroker] Re: Writing a fib cluster indicator
>  > >
>  > >
>  > >
>  > >
>  > >
>  > >
>  > >
>  > >
>  >
> http://groups.yahoo.com/group/amibroker/photos/album/1601688415/pic/10192004
> <http://groups.yahoo.com/group/amibroker/photos/album/1601688415/pic/10192004>
>  >
> <http://groups.yahoo.com/group/amibroker/photos/album/1601688415/pic/10192004
> <http://groups.yahoo.com/group/amibroker/photos/album/1601688415/pic/10192004>>
>  > > 79/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>
>  > <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>
> <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>
> <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> <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>
>  > > <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>
>  > > <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
>
> 


-- 
Best regards


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