She uses the DynamicTrader program which generates the
price and time analysis shown quite easily. All is described in
Miner's book "Dynamic Trading."
Bill
----- Original Message -----
Sent: December 23, 2009 2:22 PM
Subject: Re: [amibroker] Re: Writing a
fib cluster indicator
Carolyn's video looks like some AdvancedGet
features...
The following code may help you. The space between the red
and blue line
is the Brach zone.
Best
regards
_SECTION_BEGIN( "Fibonacci" );
Offset = 5; //use two
sheets: one with 5 and another with 7, or maybe
other offset
value
Avgmov = Offset * MA( abs( ROC( C, 1 ) ), 20 );
//per = LastValue(
Avgmov );//original value
per = Param( "Pivot %", 0.3, 0.05, 6, 0.05
);
x = Cum( 1 );
Range = 0.01;
PS = TroughBars( L, per, 1 ) ==
0;
xa = LastValue( ValueWhen( PS, x, 1 ) );//x from last trough
Ya =
LastValue( ValueWhen( PS, L, 1 ) );//y (Low) last trough
PR = PeakBars( H,
per, 1 ) == 0;
xb = LastValue( ValueWhen( PR, x, 1 ) );//x from last
peak
Yb = LastValue( ValueWhen( PR, H, 1 ) );//y (High) last
peak
Trough_ReTest = abs( ( L / ya ) - 1 ) < Range;
Peak_ReTest =
abs( ( H / yb ) - 1 ) < Range;
Trough_Cross = Cross( ya, C
);
Peak_Cross = Cross( C, yb );
//UP = upSwing DN = downSwing
UP
= xb > xa;
//upSwing
DN = xa >
xb;
//DownSwing
RT23_6 = IIf( UP, yb - ( yb - ya ) * 0.236, IIf(
DN, ya + ( yb - ya ) *
0.236, -1e10 ) );
RT38_2 = IIf( UP, yb - (
yb - ya ) * 0.382, IIf( DN, ya + ( yb - ya ) *
0.382, -1e10 )
);
RT50_0 = IIf( UP, yb - ( yb - ya ) * 0.500, IIf( DN, ya + ( yb - ya
) *
0.500, -1e10 ) );
RT61_8 = IIf( UP, yb - ( yb - ya ) * 0.618,
IIf( DN, ya + ( yb - ya ) *
0.618, -1e10 ) );
RT78_6 = IIf( UP, yb
- ( yb - ya ) * 0.786, IIf( DN, ya + ( yb - ya ) *
0.786, -1e10 )
);
RT127_2 = IIf( UP, yb - ( yb - ya ) * 1.272, IIf( DN, ya + ( yb - ya
) *
1.272, -1e10 ) );
RT161_8 = IIf( UP, yb - ( yb - ya ) * 1.618,
IIf( DN, ya + ( yb - ya ) *
1.618, -1e10 ) );
//RT261_8 = IIf( UP,
yb - ( yb - ya ) * 2.618, IIf( DN, ya + ( yb - ya )
* 2.618, -1e10 )
);
RT = IIf( UP, -100 * ( yb - L ) / ( yb - ya ), 100 * ( H - ya ) / (
yb -
ya ) );//Retracement_Value
InZone = C<yb &
C>ya;
Plot( IIf( x > xa, ya, -1e10 ), "", colorBrown, 1 + 8
);//"Bottom"
Plot( IIf( x > xb, yb, -1e10 ), "", colorBrown, 1 + 8
);//"Top"
xab = IIf( xb > xa, xb, xa
);
//Retracements
Plot( IIf( x >= xab + 1, RT23_6, -1e10 ),
"", colorWhite, 1 );//"23,6%
Retr."
Plot( IIf( x >= xab + 1,
RT38_2, -1e10 ), "", colorGreen, 1 );//"38,2%
Retr."
Plot( IIf( x
>= xab + 1, RT50_0, -1e10 ), "", colorYellow, 1 );//"50,0%
Retr."
Plot( IIf( x >= xab + 1, RT61_8, -1e10 ), "", colorRed, 1
+ 8 );//"61,8%
Retr."
Plot( IIf( x >= xab + 1, RT78_6, -1e10 ),
"", colorBlue, 1 + 8
);//"78,6% Retr."
Plot( IIf( x >= xab + 1,
RT127_2, -1e10 ), "", colorSkyblue, 1
);//"127,2% Retr."
Plot( IIf(
x >= xab + 1, RT161_8, -1e10 ), "", colorLavender, 1
);//"161,8%
Retr."
//Plot( IIf( x >= xab + 1, RT261_8, -1e10 ), "",
colorDarkGreen, 1
);//"261,8% Retr."
//_N(Title =
StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} \nOpen %g
\nHigh %g \nLow %g
\nClose %g (%.1f%%) {{VALUES}}\n", O, H, L, C,
SelectedValue( ROC( C, 1 )
))
//"per Fib = " + WriteVal(per, 1.1 ) + " \nCurrent Correction = " +
WriteVal( RT, 1.0 ) + "%");
_SECTION_END();
_SECTION_BEGIN(
"PrevSwing" );
// previous swing resistance support
Offsetps = 5; //use
two sheets: one with 5 and another with 7, or maybe
other offset
value
Avgmovps = Offsetps * MA( abs( ROC( C, 1 ) ), 20 );
perps = Param(
"PivotPS %", 0.3, 0.05, 10, 0.05 );
xps = Cum( 1 );
Rangeps =
0.01;
PSps = TroughBars( L, perps, 1 ) == 0;
xaps = LastValue(
ValueWhen( PSps, x, 1 ) );//x from last trough
Yaps = LastValue( ValueWhen(
PSps, L, 1 ) );//y (Low) last trough
PRps = PeakBars( H, perps, 1 ) ==
0;
xbps = LastValue( ValueWhen( PRps, x, 1 ) );//x from last peak
Ybps =
LastValue( ValueWhen( PRps, H, 1 ) );//y (High) last peak
Trough_ReTestps =
abs( ( L / yaps ) - 1 ) < Rangeps;
Peak_ReTestps = abs( ( H / ybps ) - 1
) < Rangeps;
Trough_Crossps = Cross( yaps, C );
Peak_Crossps = Cross(
C, ybps );
//UP = upSwing DN = downSwing
UPps = xbps >
xaps;
//upSwing
DNps = xaps >
xbps;
//DownSwing
RT23_6ps = IIf( UPps, ybps - ( ybps - yaps ) *
0.236, IIf( DNps, yaps +
( ybps - yaps ) * 0.236, -1e10 )
);
RT38_2ps = IIf( UPps, ybps - ( ybps - yaps ) * 0.382, IIf( DNps,
yaps +
( ybps - yaps ) * 0.382, -1e10 ) );
RT50_0ps = IIf( UPps,
ybps - ( ybps - yaps ) * 0.500, IIf( DNps, yaps +
( ybps - yaps ) * 0.500,
-1e10 ) );
RT61_8ps = IIf( UPps, ybps - ( ybps - yaps ) * 0.618, IIf(
DNps, yaps +
( ybps - yaps ) * 0.618, -1e10 ) );
RT78_6ps = IIf(
UPps, ybps - ( ybps - yaps ) * 0.786, IIf( DNps, yaps +
( ybps - yaps ) *
0.786, -1e10 ) );
//RT127_2 = IIf( UP, yb - ( yb - ya ) * 1.272, IIf(
DN, ya + ( yb - ya )
* 1.272, -1e10 ) );
//RT161_8 = IIf( UP, yb -
( yb - ya ) * 1.618, IIf( DN, ya + ( yb - ya )
* 1.618, -1e10 )
);
//RT261_8 = IIf( UP, yb - ( yb - ya ) * 2.618, IIf( DN, ya + ( yb -
ya )
* 2.618, -1e10 ) );
//RT = IIf( UP, -100 * ( yb - L ) / ( yb -
ya ), 100 * ( H - ya ) / ( yb
- ya ) );//Retracement_Value
InZoneps
= C<ybps & C>yaps;
Plot( IIf( xps > xaps, yaps, -1e10 ),
"", colorGold, 1 + 8 );//"Bottom"
Plot( IIf( xps > xbps, ybps, -1e10 ),
"", colorGold, 1 + 8 );//"Top"
xabps = IIf( xbps > xaps, xbps, xaps
);
//Retracements
Plot( IIf( xps >= xabps + 1, RT23_6ps,
-1e10 ), "", colorWhite,
styleDashed );//"23,6% Retr."
Plot( IIf(
xps >= xabps + 1, RT38_2ps, -1e10 ), "", colorGreen,
styleDashed
);//"38,2% Retr."
Plot( IIf( xps >= xabps + 1, RT50_0ps, -1e10 ),
"", colorYellow,
styleDashed );//"50,0% Retr."
Plot( IIf( xps >=
xabps + 1, RT61_8ps, -1e10 ), "", colorRed,
styleDashed + 8 );//"61,8%
Retr."
Plot( IIf( xps >= xabps + 1, RT78_6ps, -1e10 ), "",
colorBlue,
styleDashed + 8 );//"78,6% Retr."
//Plot( IIf( x >=
xab + 1, RT127_2, -1e10 ), "", colorSkyblue, 1
);//"127,2%
Retr."
//Plot( IIf( x >= xab + 1, RT161_8, -1e10 ), "",
colorLavender, 1
);//"161,8% Retr."
//Plot( IIf( x >= xab + 1,
RT261_8, -1e10 ), "", colorDarkGreen, 1
);//"261,8% Retr."
Title =
StrFormat( "{{NAME}} - {{INTERVAL}} {{DATE}} \nOpen %g \nHigh %g
\nLow %g
\nClose %g (%.1f%%) {{VALUES}}\n", O, H, L, C, SelectedValue(
ROC( C, 1 )
) )
+ "per Fib = " +
WriteVal( per, 1.1 ) + " \nCurrent Correction
= " + WriteVal( RT, 1.0 ) +
"%" + "\nper Fib prev= " + WriteVal( perps,
1.1
);
_SECTION_END();
Le 23/12/2009 19:46, kevinoversby
a écrit :
>
>
> Guys, stay tuned. I am overhauling this code
based on:
>
> http://www.fibonacciqueen.com/public/885.cfm
>
<http://www.fibonacciqueen.com/public/885.cfm>
>
>
Kevin
>
> --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>,
>
reinsley <reinsley@xxx> wrote:
> >
>
>
> > 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%40yahoogroups.com>
[mailto:amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>]
*On
> > > Behalf Of *reinsley
> > >
*Sent:* Wednesday, December 23, 2009 4:00 AM
> > > *To:* amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>
>
> > *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]
...
> > > ^
> > > â•`
> >
>
> > > 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%40yahoogroups.com>
>
[mailto:amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>
>
> > <mailto:amibroker%40yahoogroups.com>]
*On
> > > > Behalf Of *Joris Schuller
> >
> > *Sent:* Tuesday, December 22, 2009 3:56 PM
> > >
> *To:* amibroker@xxxxxxxxxxxxxxx
>
<mailto:amibroker%40yahoogroups.com>
<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%40yahoogroups.com>
>
[mailto:amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>
>
> > <mailto:amibroker%40yahoogroups.com>]
*On
> > > > Behalf Of *kevinoversby
> >
> > *Sent:* Monday, December 21, 2009 3:35 PM
> > >
> *To:* amibroker@xxxxxxxxxxxxxxx
>
<mailto:amibroker%40yahoogroups.com>
<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>
>
> > <mailto:amibroker%40yahoogroups.com>,
>
> > > "Joris Schuller" <jschuller@> 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%40yahoogroups.com>
>
> > > [mailto:amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>
>
> > <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>
>
> > <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>>
>
> > >
> > >
> <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>
>
> > > <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>
>
> > <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>
>
> > <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>
>
<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>>
>
> > > <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>>
>
> > > <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>
>
> > > > <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>
>
> > > > <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
>
>
>
>
--
Best
regards
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