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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@xxxxxxxxxxxxxxx] On Behalf Of kevinoversby
Sent: Saturday, December 19, 2009 4:32 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Writing a fib cluster indicator
http://groups.yahoo.com/group/amibroker/photos/album/1601688415/pic/1019200479/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,
"kevinoversby" <kevinoversby@xxx> 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,
"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,
"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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