|
PureBytes Links
Trading Reference Links
|
Lx = fvb;
Hx = Lvb; // can't get bar index to work for Ly & Hy
Are you looking for that ?
P = ParamField( "Price field" );
change = Param("% change",0.3,0.1,9,0.1);
z = Zig(P, change);
Plot( z, _DEFAULT_NAME(), ParamColor( "Color", colorYellow ),
ParamStyle("Style") );
pivvalue=LowestSince( Ref(z,1) > z AND Ref(z,-1) > z, z, 1 ) ;
piv=LowestSinceBars( Ref(z,1) > z AND Ref(z,-1) > z, z, 1 ) ;// base 0
_TRACE("pivvalue = "+pivvalue);
_TRACE("piv = "+piv);
Best regards
Le 27/12/2009 04:05, kevinoversby a écrit :
>
>
> FEEDBACK WELCOMED.
>
> I've made some progress on this and have the "upswing retracement"
> clusters plotting quite nicely. Thanks to Mike, Joris, David & Reinsley
> for assistance so far.
>
> There are some unresolved issues with the bar indexing (x-axis) but
> these do not affect the clusters, only the display of the swings used.
> The last bar to use can be selected (by mouse) but best not to go too
> far back, for the same reason.
>
> To be added: projections and time clusters then mirror image for downswings.
>
> // Amibroker 5.29
> // Add to blank pane, ATR on chart should be << swing size
> SetChartBkColor(ParamColor("Panel color ",1));
> Plot(C,"",2,64);
> n = Param("perc",0.3,0.1,0.6,0.05); //approx. 1-8 point swings on ES
> t = Param("cluster tolerance",.5,.2,2,.1); //0-2 points
> a = 0; b = 0; nl = 6; // 6 fib levels
>
> // Major visible swing
>
> Lvb = Status("lastvisiblebar");fvb = Status("firstvisiblebar");
> Ly = LowestVisibleValue(L);
> Hy = SelectedValue((HighestVisibleValue(H)));
> Lx = fvb;Hx = Lvb; // can't get bar index to work for Ly & Hy
>
> procedure retr(xt,yt,i)
> {
> Plot(LineArray(xt,yt,Hx,Hy), "", i+2,1 ); // plot swing
> a[nl*i+0] = yt + .000 * (Hy - yt); // populate fib array for sorting
> a[nl*i+1] = yt + .236 * (Hy - yt);
> a[nl*i+2] = yt + .382 * (Hy - yt);
> a[nl*i+3] = yt + .500 * (Hy - yt);
> a[nl*i+4] = yt + .618 * (Hy - yt);
> a[nl*i+5] = yt + .786 * (Hy - yt);
> }
>
> if( Lx > Hx ) // major visible swing down
> {
> // add mirror of next section
> }
> else // major visible swing up
> {
> retr(Lx,Ly,0); // plot major swing
>
> ns = 5; // minor swings (5)
>
> yt1=SelectedValue(Trough(L,n,1));
> xt1=(BarCount - 1 - SelectedValue(TroughBars(L,n,1)));
> yt2=SelectedValue(Trough(L,n,2));
> xt2=(BarCount - 1 - SelectedValue(TroughBars(L,n,2)));
> yt3=SelectedValue(Trough(L,n,3));
> xt3=(BarCount - 1 - SelectedValue(TroughBars(L,n,3)));
> yt4=SelectedValue(Trough(L,n,4));
> xt4=(BarCount - 1 - SelectedValue(TroughBars(L,n,4)));
> yt5=SelectedValue(Trough(L,n,5));
> xt5=(BarCount - 1 - SelectedValue(TroughBars(L,n,5)));
> yp1=SelectedValue(Peak(H,n,1));
> xp1=(BarCount - 1 - SelectedValue(PeakBars(H,n,1))); //etc.
>
> if ( yt1 > Ly )
> { retr(xt1,yt1,1); }
>
> if ( yt2 < yt1 AND yt2 > Ly ) // lower lows only
> { retr(xt2,yt2,2); }
>
> if ( yt3 < yt1 AND yt3 < yt2 AND yt3 > Ly )
> { retr(xt3,yt3,3); }
>
> if ( yt4 < yt1 AND yt4 < yt2 AND yt4 < yt3 AND yt4 > Ly )
> { retr(xt4,yt4,4); }
>
> if ( yt5 < yt1 AND yt5 < yt2 AND yt5 < yt3 AND yt5 < yt4 AND yt5 > Ly )
> { retr(xt5,yt5,5); }
>
> }
>
> // Plot clusters (upswing retracement only so far)
>
> for (j=0;j<=nl*ns+ns;j++) {
> for (k=0;k<=nl*ns+ns;k++)
> {
> b[k] = a[k] - a[j];
> }
> if (LastValue(Cum(b<t AND b>0))>=3) { // Min. 3 levels for cluster
> Plot(IIf(a[j]>0,a[j],-1e10),"",colorYellow);
> }
> }
>
> --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>,
> reinsley <reinsley@xxx> wrote:
> >
> >
> > Nice Kevin,
> >
> > In this case I dig out a post of Joris Schuller that can help Asis.
> >
> > Best regards
> >
> >
> > Since AB 5.25 (I believe) there are two undocumented functions
> > HighestVisibleValue() and LowestVisibleValue();
> > Joris Schueller
> >
> > They replace:
> >
> > fvb = Status("firstvisiblebar");
> >
> > lvb =BarCount-1;//Status( "lastvisiblebar" );It now plots no matter with
> > blank bars to the right… A. Faragasso
> >
> > HHVMax=0; LLVMin=10000;
> >
> > for( i = fvb; i <= Lvb; i++ )
> >
> > {
> >
> > HHVMax=Max(H[ i ],HHVMax);
> >
> > LLVMin=Min(L[ i ],LLVMin);
> >
> > }
> >
> > with
> >
> > HHVmax=HighestVisibleValue(H);
> >
> > LLVMin=LowestVisibleValue(L);
> >
> >
> >
> >
> > Le 24/12/2009 20:53, kevinoversby a écrit :
> > >
> > >
> > > Its using highestvisiblevalue which needs 5.25 minimum.
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com> <mailto:amibroker%40yahoogroups.com>,
> > > Asis Ghosh <subhamedicalsjpg@> wrote:
> > > >
> > > > In AB-4.8--its showing ERROR-30: Syntax Error probably in the
> last para
> > > > of this AFL--what to do ?
> > > >
> > > > Asis
> > > >
> > > >
> > > > reinsley wrote:
> > > > > 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>
> > > <http://www.fibonacciqueen.com/public/885.cfm
> <http://www.fibonacciqueen.com/public/885.cfm>>
> > > > >> <http://www.fibonacciqueen.com/public/885.cfm
> <http://www.fibonacciqueen.com/public/885.cfm>
> > > <http://www.fibonacciqueen.com/public/885.cfm
> <http://www.fibonacciqueen.com/public/885.cfm>>>
> > > > >>
> > > > >> Kevin
> > > > >>
> > > > >> --- In amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>
> > > <mailto:amibroker%40yahoogroups.com>
> <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. 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%40yahoogroups.com>
> > > > >> <mailto:amibroker%40yahoogroups.com>
> > > [mailto:amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com> <mailto:amibroker%40yahoogroups.com>
> > > > >> <mailto:amibroker%40yahoogroups.com>] *On
> > > > >> > > Behalf Of *reinsley
> > > > >> > > *Sent:* Wednesday, December 23, 2009 4:00 AM
> > > > >> > > *To:* amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>
> > > <mailto:amibroker%40yahoogroups.com>
> <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%40yahoogroups.com>
> > > > >> > > <mailto:amibroker%40yahoogroups.com>
> > > > >> [mailto:amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>
> > > <mailto:amibroker%40yahoogroups.com>
> <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>
> > > > >> <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%40yahoogroups.com>
> > > > >> > > <mailto:amibroker%40yahoogroups.com>
> > > > >> [mailto:amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>
> > > <mailto:amibroker%40yahoogroups.com>
> <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>
> > > > >> <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>
> > > <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%40yahoogroups.com>
> > > > >> <mailto:amibroker%40yahoogroups.com>
> > > > >> > > > [mailto:amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>
> > > <mailto:amibroker%40yahoogroups.com>
> > > > >> <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>
> > > <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>>>
> > > > >> > >
> > > > >>
> > >
> <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>>>>
> > > > >> > > >
> > > > >> > >
> > > > >>
> > >
> <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>>>
> > > > >> > >
> > > > >>
> > >
> <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>
> > > > >> <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>
> > > > >> > > > <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>
> > > > >> > > > <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>
> > > > >> > > > <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>>>
> > > > >> > > <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>>>>
> > > > >> > > > <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>>>
> > > > >> > > <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>>>
> > > > >> > > <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>>>>
> > > > >> > > > <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>>>
> > > > >> > > <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>
> > > > >> > > > <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>
> > > > >> > > > <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
> >
>
>
--
Best regards
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
amibroker-digest@xxxxxxxxxxxxxxx
amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|