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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, "kevinoversby" <kevinoversby@xxx> 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, "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, "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
> > >
> > > 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
> > >
> > > 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, "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, "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
> > > > >
> > > >
> > >
> >
>
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