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Re: [amibroker] Re: Writing a fib cluster indicator


  • Date: Thu, 24 Dec 2009 19:29:28 +0530
  • From: Asis Ghosh <subhamedicalsjpg@xxxxxxxxxxx>
  • Subject: Re: [amibroker] Re: Writing a fib cluster indicator

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In AB-4.8--its showing ERROR-30: Syntax Error probably in the last para of this AFL--what to do ?

Asis


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>

Kevin

--- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>,
reinsley <reinsley@xxx> 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. That’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@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
 >


    


  



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