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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
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