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Re: Convert Clyde Lee Gann ind. for Forex



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Brian Smiley wrote:

Here is the function:

{*******************************************************************
Function : Swing_Lee
Last Edit : 6/4/99
Provided By : Clyde Lee (c) 1997,1998,1999

Notes: Uses HighestHigh and LowestLow to determine Turning
Points for Swing Analysis.

Returns number of bars back to last swing point.
Negative if low. Positive if high.

********************************************************************}
Input: NDays(NumericSimple);
Vars: HBar(0), LBar(0),
MinInt(IntPortion(NDays/5+1)),
Direct(0), Return(0);

If NDays<>0 and CurrentBar>NDays then begin
Value2=H;HBar=0;
For Value1=1 to AbsValue(NDays)-1 begin
If H[Value1]>Value2 then begin
HBar=Value1;Value2=H[HBar];
End;
End; Value2=L;LBar=0;
For Value1=1 to AbsValue(NDays)-1 begin
If L[Value1]<Value2 then begin
LBar=Value1;Value2=L[LBar];
End;
End; If Direct=0 then begin
Direct=HBar-LBar;
End;

If Direct>0 then
Return=Return+1
else
Return=Return-1;

If LBar<HBar and Direct>0 {and HBar-LBar>MinInt} then begin
Direct=-1;
Return=-HBar;
End
Else If HBar<LBar and Direct<0 {and LBar-HBar>MinInt} then begin
Direct=+1;
Return=LBar;
End;

End;

Swing_Lee = Return;

John Corrion wrote:

Is the Swing_Lee User function missing here? Can it be supplied?

John

-------Original Message-------

From: Brian Smiley
Date: 08/18/05 11:43:16
To: omega-list@xxxxxxxxxx
Subject: Convert Clyde Lee Gann ind. for Forex

I have a Clyde Lee Gann Angle indicator that works good for the emini,
Dow, etc. However the scaling does not work properly for Forex markets.
Perhaps because of the 4 decimals? Here is the code, does someone know
how to fix this anomaly?

{Indicator: C.Lee_GannS&R
Purpose: Plot 3 Gann support and resistance lines
at each pivot detected by SwingLee
User specifies Gann angles to use.
Author: Clyde Lee, Copyright 6/2000
Permission: Permission to use in any fashion desired if proper credit
is given crediting author and indicating copyright.}


Inputs: NBars(19), {Number bars to use in SwingLee for detection
of swing points}
Angle1(7.5),
Angle2(11.25),
Angle3(19);
Vars: Direct(0);
Vars: OldBar(0), OldPrice(0),
NewBar(0), NewPrice(0);
Vars: PriceRoot(0),Price1(0),Price2(0),Price3(0);


Direct = Swing_Lee(NBars);

If Sign(Direct)<>Sign(Direct[1]) then begin
OldBar = NewBar;
OldPrice = NewPrice;
NewBar = CurrentBar-AbsValue(Direct);
If Direct<0 then
NewPrice = H[-Direct]
else
NewPrice = L[Direct];

PriceRoot = SquareRoot(NewPrice);
Price1 = Square(PriceRoot+Sign(Direct)*Angle1/360*2);
Price2 = Square(PriceRoot+Sign(Direct)*Angle2/360*2);
Price3 = Square(PriceRoot+Sign(Direct)*Angle3/360*2);

For Value1=AbsValue(Direct) downto 0 begin
Plot1[Value1](Price1,"GP1");
Plot2[Value1](Price2,"GP2");
Plot3[Value1](Price3,"GP3");
Plot4[Value1](NewPrice,"np");
End;
End
Else if OldPrice>0 then begin
Plot1[Value1](Price1,"GP1");
Plot2[Value1](Price2,"GP2");
Plot3[Value1](Price3,"GP3");
Plot4[Value1](NewPrice,"np");
End;