Yes, I use it all of the time. No, I did not
jump for the latest update as the changes, in my view, were rather minor and did
not enhance the program's basic strengths - graphic clarity, ease of use, easy
generation of Fibo-based studies (i.e., clusters, etc.),
including Harmonic patterns (my favorite). I'm sure that this is why
Boroden (and other Fibo types) use it.
Bill
----- Original Message -----
Sent: December 23, 2009 9:01 PM
Subject: [amibroker] Re: Writing a fib
cluster indicator
Bill,
Are you still using Dynamic Trader? I was
wondering if the latest upgrade was worth the $$$ since I haven't been using
it as of late.
David K.
--- In amibroker@xxxxxxxxxxxxxxx,
"wavemechanic" <fimdot@xxx> wrote:
>
> She uses the
DynamicTrader program which generates the price and time analysis shown quite
easily. All is described in Miner's book "Dynamic Trading."
>
> Bill
> ----- Original Message -----
> From: reinsley
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: December 23, 2009 2:22 PM
>
Subject: Re: [amibroker] Re: Writing a fib cluster indicator
>
>
>
> 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>
>
>
> > Kevin
>
>
> > --- In amibroker@xxxxxxxxxxxxxxx <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?Ts 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@xxxxxxxxxxxxxxx
> > <mailto:amibroker%40yahoogroups.com>]
*On
> > > > Behalf Of
*reinsley
> > > > *Sent:* Wednesday, December
23, 2009 4:00 AM
> > > > *To:* amibroker@xxxxxxxxxxxxxxx <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@xxxxxxxxxxxxxxx <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>
>
> > > > *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@xxxxxxxxxxxxxxx <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>
>
> > > > *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>,
>
> > > > "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@xxxxxxxxxxxxxxx
> > <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>
>
> > > > > 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>>>
>
> > > > > 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>
,
> > > > > > "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>
,
> > > > > > "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>
,
> > > > > > "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>
>
> > > > > , "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>>>
>
> > > > > > > > >
>
> > > > > > > > > 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>>>
>
> > > > > > > > >
>
> > > > > > > > > 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>
, "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>
, "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
>
>
> ------------------------------------
>
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