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Can somebody here upload this formula to the following site:
www.wisestocktrader.com
It looks like a really good formula and it would be a shame to keep it buried in posts. If nobody does may i upload it myself?
--- In amibroker@xxxxxxxxxxxxxxx, reinsley <reinsley@xxx> wrote:
>
>
>
> Hi Kevin,
>
> When I discovered AB world, I grabbed many formulas or pieces of code
> and I made a tremendous mistake.
> I did not note the author's name and the place where the formulas came
> from. Sometimes the name was included, sometimes not.
>
> As much as possible I quote the author's name if I know it or if I find
> it easily.
>
> Anyway I am never the inventor as my programming skill is pathetic.
> Sometimes I am successful to modify the existing.
>
> After a while I recorded more information in my own AB bible.
>
> Sometimes its a code found in comments or in the forums, it's difficult
> to remember the source.
>
> Concerning this formula, it's a personnal mod of a modified example.
> After a deep search, the chances are strong that the original was from
> an archives post :
>
> //Date: 12-January 2002 by Thomas Zmuck
> //thomas.zm@xxx
> found into
> http://www.mail-archive.com/amibroker@xxxxxxxxxxxxxxx/msg30211.html
>
> I appreciate this formula as there is no loop.
>
>
>
> During my research I saw also this interresting contribution into AB
> library :
>
> // Fibonacci Internal and External Retracements
> // http://www.amibroker.com/members/library/detail.php?id=1084
> // David K aka wooziwog
>
>
> Best regards
>
>
>
>
>
>
> Le 24/12/2009 03:39, kevinoversby a écrit :
> >
> >
> >
> >
> > Thanks for the code Reinsley & David - great input - I will test them out.
> >
> > Reinsley - what is the source of that code - is there any information to
> > go with it?
> >
> > My latest code is posted below for the retracements, along with this
> > picture:
> >
> > http://groups.yahoo.com/group/amibroker/photos/album/1601688415/pic/297290906/view?picmode=large&mode=tn&order=title&start=1&dir=asc
> > <http://groups.yahoo.com/group/amibroker/photos/album/1601688415/pic/297290906/view?picmode=large&mode=tn&order=title&start=1&dir=asc>
> >
> > It seems to work well except the highestvisiblevalue is way off the
> > screen after scrolling back a few days! (5.29 beta)
> >
> > Kevin
> >
> > // Add to blank pane
> > // ATR on chart should be << swing size
> > SetChartBkColor(ParamColor("Panel color ",1));
> > Plot(C,"",2,64);
> >
> > m = Param("npeak",4,2,9,1); //number of minor peaks/troughs
> > n = Param("perc",0.3,0.1,0.6,0.1); //approx. 1-8 point swings on ES
> > bi = BarIndex();
> >
> > // Dominant visible swing
> >
> > Ly = LastValue((LowestVisibleValue(L)));
> > Lx = LastValue(ValueWhen( L==Ly, bi, 1 ));
> > Hy = LastValue((HighestVisibleValue(H)));
> > Hx = LastValue(ValueWhen( H==Hy, bi, 1 ));
> >
> > if( Lx > Hx ) // dominant swing down
> > {
> > // add mirror of next section
> > }
> > else // dominant swing up & retracements
> > {
> > Plot( LineArray(Lx,Ly,Hx,Hy), "", colorPink,1 );
> > Plot( Ly + .382 * (Hy-Ly),"",2,1);
> > Plot( Ly + .500 * (Hy-Ly),"",2,1);
> > Plot( Ly + .618 * (Hy-Ly),"",2,1);
> > Plot( Ly + .786 * (Hy-Ly),"",2,1);
> > z=IIf( bi>=Lx AND bi<=Hx ,Zig(C,n),Null);//Plot(z,"",colorRed);
> >
> > for(i=1;i<=m;i++) // minor swings & retracements
> > {
> > yt[i] = LastValue((ValueWhen( TroughBars(z,n)==0 , L, i )));
> > xt[i] = LastValue((ValueWhen( TroughBars(z,n)==0, bi, i )));
> > Cond1 = yt[i]== LLV(z,Hx-xt[i]); // lower lows only
> > Plot(IIf(Cond1,LineArray(xt[i],yt[i],Hx,Hy),-1e10), "", colorPink,1 );
> > Plot(IIf(Cond1, yt[i] + .000 * (Hy - yt[i]),-1e10),"",i+2,1);
> > Plot(IIf(Cond1, yt[i] + .382 * (Hy - yt[i]),-1e10),"",i+2,1);
> > Plot(IIf(Cond1, yt[i] + .500 * (Hy - yt[i]),-1e10),"",i+2,1);
> > Plot(IIf(Cond1, yt[i] + .618 * (Hy - yt[i]),-1e10),"",i+2,1);
> > Plot(IIf(Cond1, yt[i] + .786 * (Hy - yt[i]),-1e10),"",i+2,1);
> > }}
> >
> > --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>,
> > "wooziwog" <xcitemint@> wrote:
> > >
> > > Reinsley - I use fibs extensively - I started using the following
> > method for intraday tick charts since it processes faster than a loop.
> > > I have since converted over most of my loops for detecting patterns
> > to this method for large explorations.
> > > No Advanced Get is needed to replicate what is shown in the video.
> > >
> > > David K.
> > >
> > > percent=1;
> > > r = H; s = L;
> > > pR=PeakBars(r,percent,1)==0;
> > > pS=TroughBars(s,percent,1)==0;
> > >
> > > xS0=SelectedValue(ValueWhen(pS,bi,1));
> > > xS1=SelectedValue(ValueWhen(pS,bi,2));
> > > xS2=SelectedValue(ValueWhen(pS,bi,3));
> > > yS0=SelectedValue(ValueWhen(pS,s,1));
> > > yS1=SelectedValue(ValueWhen(pS,s,2));
> > > yS2=SelectedValue(ValueWhen(pS,s,3));
> > > xR0=SelectedValue(ValueWhen(pR,bi,1));
> > > xR1=SelectedValue(ValueWhen(pR,bi,2));
> > > xR2=SelectedValue(ValueWhen(pR,bi,3));
> > > yR0=SelectedValue(ValueWhen(pR,r,1));
> > > yR1=SelectedValue(ValueWhen(pR,r,2));
> > > yR2=SelectedValue(ValueWhen(pR,r,3));
> > >
> > > Now that the pivots have been identified create a "constant" 0% for
> > > fib calculations - the following assigns the "D" letter as the last
> > pivot (0%)
> > >
> > > if(xs0 >xr0==1)
> > > {
> > > Dy=ys0; Dx=xs0;
> > > Cy=yr0; Cx=xr0;
> > > By=ys1; Bx=xs1;
> > > Ay=yr1; Ax=xr1;
> > > Xy=ys2; Xx=xs2;
> > > }
> > > else
> > > {
> > > Dy=yr0;Dx=xr0;
> > > Cy=ys0;Cx=xs0;
> > > By=yr1;Bx=xr1;
> > > Ay=ys1; Ax=xs1;
> > > Xy=yr2; Xx=xr2;
> > > }
> > >
> > > cd_delta=abs(dy-cy);
> > > ab_delta=abs(ay-by); (this is the alternate swing described in the video)
> > >
> > > base=0; delta=0; plus=0;
> > > procedure fvr(fib)
> > > {
> > > return IIf(plus,base+(delta*fib),base-(delta*fib));
> > > }
> > >
> > > Create the CD retracement arrays
> > > base=dy; plus=xs0>xr0; delta=cd_delta;
> > > cd618=fvr(0.618); cd786=fvr(0.786);
> > > cd127=fvr(1.270); cd162=fvr(1.618);
> > > cd262=fvr(2.618);
> > >
> > >
> > > Create the Alternate swing retracements
> > > base=dy; plus=xs0>xr0; delta=ab_delta;
> > > ap618=fvr(0.618); ap100=fvr(1.000);
> > > ap127=fvr(1.270); ap162=fvr(1.618);
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx
> > <mailto:amibroker%40yahoogroups.com>, reinsley <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>>
> > > > >
> > > > > Kevin
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx
> > <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@xxxxxxxxxxxxxxx <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>
> > > > > > > *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@xxxxxxxxxxxxxxx
> > <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>
> > > > > > > > *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@xxxxxxxxxxxxxxx
> > <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>
> > > > > > > > *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>,
> > > > > > > > "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@xxxxxxxxxxxxxxx
> > <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>
> > > > > > > > > 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>>>>
> > > > > > > > > 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> ,
> > > > > > > > > "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> ,
> > > > > > > > > "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> ,
> > > > > > > > > "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>
> > > > > > > > > , "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>>>>
> > > > > > > > > > > > >
> > > > > > > > > > > > > 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>>>>
> > > > > > > > > > > > >
> > > > > > > > > > > > > 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> , "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> , "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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