Kevin,
No, there is not a lot of work with DT. A couple
of clicks. Markets and timeframes are not
variables.
Yes, for Fibonacci (and Gann) studies one has to
choose pivots. How is this done? Not all pivots are created
equally. For example, a simple variable is deciding whether to use and
when to use H-L, C, etc. In my case, and others that I am familiar
with as well, judgment regarding EW structure, indicators, etc. are factored in
when choosing pivots (some of this is discussed in Miner's book, AGET's
literature, etc.). One can, of course, reduce this to the relatively
simple task of standard pivot detection, as others have posted, but things
improve when other factors are included and when doing this every day don't
overlook the importance of the display (I'm surprised that Boroden did
not demonstrate how DT does it - along the lines of VAP). The importance
of these factors can be seen if you play around with this stuff and
I'm sure that you will find in hindsight that market CITs too often occur when
less than obvious pivots and/or Fibonacci levels are chosen (the common ones
discussed by Boroden often do not work and as the Fibo gurus have noted each
market tends to have its own harmonics). In my view, even the inputs for
commercially available "automatic" programs do not really address
this adequately although some do provide scanning.
However, I did not enter this thread to
discourage you or anyone else and wish you the best.
Bill
----- Original Message -----
Sent: December 23, 2009 9:45 PM
Subject: [amibroker] Re: Writing a fib
cluster indicator
Bill,
I am trying to automate most of the cluster
finding using AB as there seems to be a lot of manual work with Dynamic trader
- selecting the pivots and deleting levels. Is this an accurate
assessment or am I off the mark (applied to multiple markets &
timeframes).
Thanks
Kevin
--- In amibroker@xxxxxxxxxxxxxxx,
"wavemechanic" <fimdot@xxx> wrote:
>
> Yes, I use it all of
the time. No, I did not jump for the latest update as the changes, in my
view, were rather minor and did not enhance the program's basic strengths -
graphic clarity, ease of use, easy generation of Fibo-based studies (i.e.,
clusters, etc.), including Harmonic patterns (my favorite). I'm sure
that this is why Boroden (and other Fibo types) use it.
>
>
Bill
> ----- Original Message -----
>
From: wooziwog
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: December 23, 2009 9:01 PM
>
Subject: [amibroker] Re: Writing a fib cluster indicator
>
>
> Bill,
> Are you still using Dynamic
Trader? I was wondering if the latest upgrade was worth the $$$ since I
haven't been using it as of late.
>
> David
K.
>
> --- In amibroker@xxxxxxxxxxxxxxx,
"wavemechanic" <fimdot@> wrote:
>
>
> > 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 -----
> > From: reinsley
> > To: amibroker@xxxxxxxxxxxxxxx
> > 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@> 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. Thatâ?Ts 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
> >
> >
> >
------------------------------------
> >
> > **** IMPORTANT PLEASE READ
****
> > This group is for the discussion
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> > This is *NOT*
technical support channel.
> >
>
> TO GET TECHNICAL SUPPORT send an e-mail directly to
> > SUPPORT {at}
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> >
> >
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
>
> http://www.amibroker.com/feedback/
>
> (submissions sent via other channels won't be
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> >
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NEW RELEASE ANNOUNCEMENTS and other news always check
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>
>
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Links
> >
>
>
>
>
> ------------------------------------
>
> **** IMPORTANT PLEASE READ ****
> This
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> This is
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>
> TO GET TECHNICAL
SUPPORT send an e-mail directly to
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>
> TO SUBMIT SUGGESTIONS please use
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>
> For NEW RELEASE ANNOUNCEMENTS and other news always check
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>
> Yahoo! Groups
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------------------------------------
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