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Thanks for the code Reinsley,
I was trying to find the bar index of HighestVisibleValue(H) and have experimented with many different ways, unsuccessfully. Although I imagine it is very simple!
for example, valuewhen( HighestVisibleValue(H), bi ) gives the index of the last bar in the dataset with the same high, not the visible one.
It is not critical to calculating the clusters but would be nice to display the swings properly.
Kevin
--- In amibroker@xxxxxxxxxxxxxxx, reinsley <reinsley@xxx> wrote:
>
>
> and for the next step...
>
> UpZig = IIf( LastValue( z, 1 ) >= Ref( z, -piv ), 1, 0 );
> _TRACE( "UpZig= " + UpZig );
>
>
> BR
>
> Le 27/12/2009 12:46, reinsley a écrit :
> >
> >
> > 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@> 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. Thatâ??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
>
------------------------------------
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