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| Discuss Zig zag retracements like Ensign software ones at the AmiBroker within the Traderji.com - Discussion forum for Stocks Commodities & Forex; Hello guys, I'd like to have zigzag retracements like this: http://charts.dacharts.com/2008-10-1...ny_Chart78.png I found this code ... |
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#1
13th October 2008, 01:17 PM
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Zig zag retracements like Ensign software ones
Hello guys,
I'd like to have zigzag retracements like this: http://charts.dacharts.com/2008-10-1...ny_Chart78.png I found this code somewhere: Code:
_SECTION_BEGIN("ZigZag Retracement");
function GetXSupport(Lo, Percentage, Back)
{
return ((BarCount - 1) - LastValue(TroughBars(Lo, Percentage,Back)));
}
function GetYSupport(Lo, Percentage, Back)
{
return (LastValue(Trough(Lo, Percentage, back)));
}
function GetXResistance(Hi, Percentage, Back)
{
return ((BarCount - 1) -LastValue(PeakBars(Hi, Percentage, Back)));
}
function GetYResistance(Hi, Percentage, Back)
{
return (LastValue(Peak(Hi, Percentage, Back)));
}
//////////////////////////////////////////////////////////////////
Per = Param("Period", 5.9618, .1, 20, .001);
Period = Param("Look back", 10, 1, BarCount-1);
ShowRet = ParamToggle("Show Retracement values", "No|Yes",1);
Price = ParamList("Price to follow:", "Close|High|Low", 0);
if(Price=="Close") ZigP = Zig(C, per);
else if(Price=="High") ZigP = Zig(H, per);
else ZigP = Zig(L, per);
//////////////////////////////////////////////////////////////////
Plot(C, "", IIf(O>=C, colorDarkRed, colorDarkGreen), ParamStyle("Price
Style",styleBar,maskPrice));
Plot(ZigP, "Zig", colorGold, styleThick);
//////////////////////////////////////////////////////////////////
xs1 = GetXSupport(ZigP, .01, 1);
xr1 = GetXResistance(ZigP, .01, 1);
ys1 = GetYSupport(ZigP, .01, 1);
yr1 = GetYResistance(ZigP, .01, 1);
if(xs1 < xr1)
{
x = LineArray(xs1, ys1, BarCount - 1, LastValue(ZigP));
Down = (yr1 - LastValue(ZigP)) / (yr1 - ys1);
DnBars = BarCount - 1 - xr1;
Plot(x, "", colorRed, styleDots);
PlotText(StrFormat("%.3f (%.0f)", Down, DnBars), (xs1 + BarCount -1)/2,
(ys1+LastValue(ZigP))/2, colorWhite);
}
else
{
x = LineArray(xr1, yr1, BarCount - 1, LastValue(ZigP));
Up = (LastValue(ZigP) - ys1) / (yr1 - ys1);
UpBars = BarCount - 1 - xs1;
Plot(x, "", colorRed, styleDots);
PlotText(StrFormat("%.3f (%.0f)", Up, UpBars), (xr1 + BarCount -1)/2,
(yr1+LastValue(ZigP))/2, colorWhite);
}
Plot( 1, "", IIf( xs1 > xr1, colorGreen,
colorRed),styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );
if(ShowRet)
for(i=2; i<=Period+1; i++)
{
xs0 = GetXSupport(ZigP, .01, i);
xs1 = GetXSupport(ZigP, .01, i-1);
ys0 = GetYSupport(ZigP, .01, i);
ys1 = GetYSupport(ZigP, .01, i-1);
xr0 = GetXResistance(ZigP, .01, i);
xr1 = GetXResistance(ZigP, .01, i-1);
yr0 = GetYResistance(ZigP, .01, i);
yr1 = GetYResistance(ZigP, .01, i-1);
xs = LineArray(xs0, ys0, xs1, ys1, 0);
Plot(xs, "", colorGold, styleLine|styleDashed);
xr = LineArray(xr0, yr0, xr1, yr1, 0);
Plot(xr, "", colorGold, styleLine|styleDashed);
if(xs1 < xr1)
{
Up = (yr1 - ys1) / (yr0 - ys1);
Down = (yr0 - ys1) / (yr0 - ys0);
UpBars = xr1 - xs1;
DnBars = xs1 - xr0;
}
else
{
Up = (yr1 - ys0) / (yr0 - ys0);
Down = (yr1 - ys1) / (yr1 - ys0);
UpBars = xr1 - xs0;
DnBars = xs1 - xr1;
}
PlotText(StrFormat("%.3f (%.0f)", Up, UpBars), (xr1 + xr0)/2, (yr1+yr0)/2,
colorWhite);
PlotText(StrFormat("%.3f (%.0f)", Down, DnBars), (xs1 + xs0)/2, (ys1+ys0)/2,
colorWhite);
//Plot(LineArray(xs0, ys0, BarCount-1, ys0), "", colorGreen, styleDashed);
//Plot(LineArray(xr0, yr0, BarCount-1, yr0), "", colorRed, styleDashed);
}
str = StrFormat(" (Bars to END=%.0f)\n", BarCount - 1 - BarIndex());
Title =FullName()+" ("+Name()+") - "+Date()+" - Open: "+O+", Hi: "+H+", Lo:
"+L+", Close: "+C+StrFormat(" (%.2f %.2f%%)", C-Ref(C, -1),
SelectedValue(ROC(C, 1)))+str;
WriteIf(1, "\nNote Fibonacci numbers:\nPrimary numbers: 0.618, 0.786, 1.27 and
1.618","");
WriteIf(1, "Secondary numbers: 0.382, 0.50, 1.00, 2.00, 2.24, 2.618 and
3.14","");
_SECTION_END();
Thank you in advance for help. Regards, Davide 
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#2
14th October 2008, 08:04 PM
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Re: Zig zag retracements like Ensign software ones
Hello guys,
I made some breakthroughs but it still needs work to be good. Code:
_SECTION_BEGIN("ZigZag Retracement");
function GetXSupport(Lo, Percentage, Back)
{
return ((BarCount - 1) - LastValue(TroughBars(Lo, Percentage,Back)));
}
function GetYSupport(Lo, Percentage, Back)
{
return (LastValue(Trough(Lo, Percentage, back)));
}
function GetXResistance(Hi, Percentage, Back)
{
return ((BarCount - 1) -LastValue(PeakBars(Hi, Percentage, Back)));
}
function GetYResistance(Hi, Percentage, Back)
{
return (LastValue(Peak(Hi, Percentage, Back)));
}
//////////////////////////////////////////////////////////////////
Per = Param("Period", 5, .1, 20, .001);
Period = Param("Look back", 10, 1, BarCount-1);
ShowRet = ParamToggle("Show Retracement values", "No|Yes",1);
Price = ParamList("Price to follow:", "Close|High-Low", 0);
if(Price=="Close") ZigP = Zig(C, per);
else if(Price=="High-Low")
{
pk=PeakBars(H,Per)==0;
tr=TroughBars(L,Per)==0;
zzHi=Zig(H,Per);
zzLo=Zig(L,Per);
Avg=(zzHi+zzLo)/2;
x=IIf(pk,zzHi,IIf(tr,zzLo,IIf(Avg>Ref(Avg,-1),H,L)));
ZigP=Zig(x,Per);
}
//////////////////////////////////////////////////////////////////
Plot(C, "", IIf(O>=C, colorDarkRed, colorDarkGreen), ParamStyle("Price
Style",styleBar,maskPrice));
Plot(ZigP, "Zig", colorBlack, styleThick);
//////////////////////////////////////////////////////////////////
xs1 = GetXSupport(ZigP, .01, 1);
xr1 = GetXResistance(ZigP, .01, 1);
ys1 = GetYSupport(ZigP, .01, 1);
yr1 = GetYResistance(ZigP, .01, 1);
if(xs1 < xr1)
{
x = LineArray(xs1, ys1, BarCount - 1, LastValue(ZigP));
Down = (yr1 - LastValue(ZigP)) / (yr1 - ys1);
DnBars = BarCount - 1 - xr1;
Plot(x, "", colorRed, styleDots);
PlotText(StrFormat("%.3f (%.0f)", Down, DnBars), (xs1 + BarCount -1)/2,
(ys1+LastValue(ZigP))/2, colorDarkGrey);
}
else
{
x = LineArray(xr1, yr1, BarCount - 1, LastValue(ZigP));
Up = (LastValue(ZigP) - ys1) / (yr1 - ys1);
UpBars = BarCount - 1 - xs1;
Plot(x, "", colorRed, styleDots);
PlotText(StrFormat("%.3f (%.0f)", Up, UpBars), (xr1 + BarCount -1)/2,
(yr1+LastValue(ZigP))/2, colorDarkGrey);
}
Plot( 1, "", IIf( xs1 > xr1, colorGreen,
colorRed),styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );
if(ShowRet)
for(i=2; i<=Period+1; i++)
{
xs0 = GetXSupport(ZigP, .01, i);
xs1 = GetXSupport(ZigP, .01, i-1);
ys0 = GetYSupport(ZigP, .01, i);
ys1 = GetYSupport(ZigP, .01, i-1);
xr0 = GetXResistance(ZigP, .01, i);
xr1 = GetXResistance(ZigP, .01, i-1);
yr0 = GetYResistance(ZigP, .01, i);
yr1 = GetYResistance(ZigP, .01, i-1);
xs = LineArray(xs0, ys0, xs1, ys1, 0);
Plot(xs, "", colorBlack, styleLine|styleDashed);
xr = LineArray(xr0, yr0, xr1, yr1, 0);
Plot(xr, "", colorBlack, styleLine|styleDashed);
/* xs2 = GetXSupport(ZigP, .01, i-2);
ys2 = GetYSupport(ZigP, .01, i-2);
xr2 = GetXResistance(ZigP, .01, i-2);
yr2 = GetYResistance(ZigP, .01, i-2);
xs = LineArray(xs0, ys0, xs2, ys2, 0);
Plot(xs, "", colorBlack, styleLine|styleDashed);
xr = LineArray(xr0, yr0, xr2, yr2, 0);
Plot(xr, "", colorBlack, styleLine|styleDashed);
*/
/* xs3 = GetXSupport(ZigP, .01, i-3);
ys3 = GetYSupport(ZigP, .01, i-3);
xr3 = GetXResistance(ZigP, .01, i-3);
yr3 = GetYResistance(ZigP, .01, i-3);
xs = LineArray(xs0, ys0, xs3, ys3, 0);
Plot(xs, "", colorBlack, styleLine|styleDashed);
xr = LineArray(xr0, yr0, xr3, yr3, 0);
Plot(xr, "", colorBlack, styleLine|styleDashed);
*/
if(xs1 < xr1)
{
Up = (yr1 - ys1) / (yr0 - ys1);
Down = (yr0 - ys1) / (yr0 - ys0);
UpBars = xr1 - xs1;
DnBars = xs1 - xr0;
}
else
{
Up = (yr1 - ys0) / (yr0 - ys0);
Down = (yr1 - ys1) / (yr1 - ys0);
UpBars = xr1 - xs0;
DnBars = xs1 - xr1;
}
PlotText(StrFormat("%.3f (%.0f)", Up, UpBars), (xr1 + xr0)/2, (yr1+yr0)/2,
colorDarkGrey);
PlotText(StrFormat("%.3f (%.0f)", Down, DnBars), (xs1 + xs0)/2, (ys1+ys0)/2,
colorDarkGrey);
//Plot(LineArray(xs0, ys0, BarCount-1, ys0), "", colorGreen, styleDashed);
//Plot(LineArray(xr0, yr0, BarCount-1, yr0), "", colorRed, styleDashed);
}
str = StrFormat(" (Bars to END=%.0f)\n", BarCount - 1 - BarIndex());
Title =FullName()+" ("+Name()+") - "+Date()+" - Open: "+O+", Hi: "+H+", Lo:
"+L+", Close: "+C+StrFormat(" (%.2f %.2f%%)", C-Ref(C, -1),
SelectedValue(ROC(C, 1)))+str;
WriteIf(1, "\nNote Fibonacci numbers:\nPrimary numbers: 0.618, 0.786, 1.27 and
1.618","");
WriteIf(1, "Secondary numbers: 0.382, 0.50, 1.00, 2.00, 2.24, 2.618 and
3.14","");
_SECTION_END();
This code originally didn't even plot high low zig-zags it just connected highs to highs and lows to lows, that was useless. Now there's one more problem. The code doesn't plot all of the retracements but just some. I'd like to have all of the retracements plotted. So I looked into the code and I started to play with the variable counter "i" and this is what I came with: Code:
/* xs2 = GetXSupport(ZigP, .01, i-2); ys2 = GetYSupport(ZigP, .01, i-2); xr2 = GetXResistance(ZigP, .01, i-2); yr2 = GetYResistance(ZigP, .01, i-2); xs = LineArray(xs0, ys0, xs2, ys2, 0); Plot(xs, "", colorBlack, styleLine|styleDashed); xr = LineArray(xr0, yr0, xr2, yr2, 0); Plot(xr, "", colorBlack, styleLine|styleDashed); */ Of course we do not want this behavior. If for example we have 3 highs (A,B,C) and we want to connect A to C, B doesn't have to break the trendline, if it does so then the retracement that connects A to C must not be calculated. So this piece of code comes to rescue us: Code:
_SECTION_BEGIN("Trend and Pattern sul prezzo");
/*Trend & Pattern Detection log V.1.6
Date: 31-Okt.-2002
written by Thomas Zmuck
thomas.zm@aon.at
//for best use, take 4 sheets and copy the formula in every sheet, at next change the value for per to 2, 5, 10, and 20
/*Adjustment-Part*/
Per=Param("Periodo",5,2,30,1);
V1 = 1.05; //V1 for reentry-before
V2 = 1.01; //V2 for reentry after
//a Low must be lower than V1(V2)*any Line to give a Reentry Signal
Color_SL= colorRed;Color_PHL=colorRed;
Color_RL= colorBlue;Color_PLL=colorBlue;
DisRange = 15; //in %
LL=L;
HH=H;
CC=C;
//select here the Range from Close to PLL & Close to PHL so that the PLL Line is displayed.
x = Cum(1); s1=LL;s11=HH;
//Support Line (SL)
PS = TroughBars(s1,per,1) == 0;
xb = LastValue(ValueWhen(PS,x,1));
xa = LastValue(ValueWhen(PS,x,2));
yb = LastValue(ValueWhen(PS,s1,1));
Ya = LastValue(ValueWhen(PS,s1,2));
xab_log = log(yb/yA)/(xb-xa);
SL = exp((x-xb)*xab_log)*yb;
RocSL = ROC(SL,1);
//RL = Resistance Line
PR1 = PeakBars(s11,per,1) == 0;
Xd = LastValue(ValueWhen(pR1,x,1 ));
xc = LastValue(ValueWhen(pR1,x,2 ));
yd = LastValue(ValueWhen(pR1,s11,1));
Yc = LastValue(ValueWhen(pR1,s11,2));
xcd_log = log(yd/yc)/(xd-xc);
RL = exp((x-xd)*xcd_log)*yd;
RocRL = ROC(RL,1);
//Lower Parallel line - calculated by the Lowest Low below the Res.Line
Low_Value = LastValue(Ref(LLV(LL,xd-xc),-(x-xd)));
x2 = LastValue(ValueWhen(LL==Low_Value & x>xc & x<xd,x));
PLL = IIf(LastValue(x)-x2>5,exp((x-x2)*xcd_log)*Low_Value,-1e10);
//Higher Parallel line - calculated by the Highest High above the Supp.Line
Hi_Value = LastValue(Ref(HHV(HH,xb-xa),-(x-xb)));
x3 = LastValue(ValueWhen(HH==Hi_Value & x>xa & x<xb,x));
PHL = IIf(LastValue(x)-x3>5,exp((x-x3)*xab_log)*Hi_Value,-1e10);
//Channels
parallel= abs(1-RocRL/RocSL)<0.1;
uptrend= (RocSL>0 & RocRL>0 & parallel) OR (LL<1.05*PLL & HH>0.95*PLL);
downtrend=(RocSL<0 & RocRL<0 & parallel)OR (HH<1.05*PHL & HH>0.95*PHL);
DT_UT = IIf (Downtrend & parallel,-1,IIf(Uptrend & parallel,1,0));
/******************************/
//Breakouts
bu_Breakout = Cross(CC,RL) & X>XD;
be_Breakout = Cross(SL,CC) & X>XB;
breakout = bu_breakout OR be_breakout;
//Reentry's
RSL_b = LL<V1*SL & LL>V2*SL & Ref(LL,-1)>V2*SL;
//SL-before
RSL_a = LL<=V2*SL & LL>0.99*SL & Ref(LL,-1)>SL & CC>SL;
//SL-after
RPLL_b = LL>Low_Value & LL<V1*PLL & LL>V2*PLL & Ref(LL,-1)>V2*PLL;//PLL-before
RPLL_a = LL>Low_Value & LL<V2*PLL & LL>0.99*PLL & Ref(LL,-1)>PLL & C>PLL;//PLL-after
ARb = RSL_b OR RPLL_b; //all reentrys before
ARa = RSL_a OR RPLL_a; //all reentrys after
Ar = ARb OR ARa; //all reentrys
Xm = xb-xa >4 & xd-xc >4; //x-min.distance
AT= abs(RocRL)<0.03 & RocSL>0.05 & xa<xd & xc<xb & Xm;
DT= abs(RocSL)<0.03 & RocRL<-0.05 & xa<xd & xc<xb & Xm;
AT_DT= IIf(AT,1,IIf(DT,-1,0));
ST= RocSL>0.03 & RocRL<-0.03 & RL>SL &
xa<xd & xc<xb & Xm;
ET = RocRL>0.03 & RocSL<-0.03 & RL>SL & abs(ROCSL/ROCRL)<3 & xa<xd & xc<xb & Xm;
ST_ET = IIf(ST,1,IIf(ET,-1,0));
RW = RocRL>0.05 & RocSL>0.07 & RocSL>1.5*RocRL & Xm;
FW = RocSL<-0.05 & RocRL<-0.07 & RocRL<1.5*RocSL & Xm;
RW_FW = IIf (RW,1,IIf(FW,-1,0));
//////////////////////////////////////////7
//Sell-Conditions
S_RL = HH>0.98*RL & CC < RL;
S_PHL = HH>0.98*PHL & CC < PHL;
//Buy- & Sell signals for colored C&lesticks
BS = bu_breakout OR Ar;
SS = be_breakout OR S_RL OR S_PHL;
Buy = BS; Sell = SS;
Longfilter = CC>MA(CC,100);
Filter = Longfilter;
Reentry_Column = IIf(ARb,-1,IIf(ARa,1,0));
AddColumn(Reentry_Column,"Re",1.0);
bu_be_breakout = IIf (bu_breakout,1,IIf(be_breakout,-1,0));
AddColumn(bu_be_breakout,"B-out",1.0);
AddColumn(DT_UT,"TC",1);
AddColumn(AT_DT,"AT/DT",1);
AddColumn(ST_ET,"ST/ET",1);
AddColumn(RW_FW,"RW/FW",1);
AddColumn (IIf(CC>SL,RocSL,0),"Roc(SL,1)",1.1);
AddColumn (IIf(CC<RL,RocRL,0),"Roc(RL,1)",1.1);
//Display Cond. for Fix when Chart is compl.zoomed out
PLLd = abs((LastValue(CC)/LastValue(PLL))-1)<0.01*DisRange;
PHLd = abs((LastValue(CC)/LastValue(PHL))-1)<0.01*DisRange;
barvisible = Status("barvisible");
firstvisiblebar = barvisible & NOT Ref(barvisible,-1);
HHvisible = LastValue(HighestSince(firstvisiblebar,HH));
LLvisible = LastValue(LowestSince(firstvisiblebar,LL));
RaH = HHvisible *1.05; //Range High
RaL = LLVisible *0.95; //Range Low
SL_plot = IIf(x>=xa & SL>RaL & SL<RaH,SL,IIf(x>=xa & RaL==0 ,SL,-1e10));
RL_plot = IIf(x>=xc & RL>RaL & RL<RaH,RL,IIf(x>=xc & RaL==0,RL,-1e10));
PLL_plot = IIf(x-x2>=0 & abs(LastValue(CC)/LastValue(exp((x-x2)*xcd_log)*Low_Value)-1)<0.01*DisRange & PLL>RaL & PLL<RaH,PLL,IIf(x-x2>=0 & RaL==0 & PLLd,PLL,-1e10));
PHL_plot = IIf(x-x3>=0 & abs(LastValue(CC)/LastValue(exp((x-x3)*xab_log)*Hi_Value)-1)<0.01*DisRange & PHL>RaL & PHL<RaH,PHL,IIf(x-x3>=0 & RaL==0 & PHLd,PHL,-1e10));
GraphXSpace = 1.5;
LastBar = Cum(1) == LastValue(Cum(1));
//Plot(CC,"close" ,IIf(LastBar,IIf(BS,colorGreen,IIf(SS,4,1)),1),32);
Plot(SL_plot ,"SL" ,Color_SL,1+4+styleNoRescale|4096);
Plot(RL_plot ,"RL" ,Color_RL,1+4+styleNoRescale|4096);
Plot(PLL_plot,"PLL",Color_PLL,1+4+styleNoRescale|4096);
Plot(PHL_plot,"PHL",Color_PHL,1+4+styleNoRescale|4096);
/*Title = Name() + EncodeColor( colorRed )+" pds:" + WriteVal(per,1) +" "
+ EncodeColor(colorBlue)+ Date()+EncodeColor(3)+" "+WriteVal(CC,1.2)+ " ("+WriteIf(CC>Ref(CC,-1),"+","")+WriteVal(ROC(CC,1),1.2)+"%)"; */
/*Introduction
This formula is for automatic analyzer & indicator builder. Select the last one Day in automatic analyzer.
Note! Backtest gives unrealistic results !!!
Reentry = Reentry-before(1)OR Reentry-after(-1)
Breakout = bull.breakout(1) OR bear.breakout(-1)
TC = uptrend(1) OR downtrend(-1)
Patterns
AT(+1) = Ascending Triangle
DT(-1) = Descending Triangle
ST(+1) = Symmetrical Triangle
ET(-1) = Extended Triangle
RW(+1) = Rising Wedge
FW(-1) = Falling Wedge
ROC SL = daily ROC Support Line (SL)
ROC RL = daily ROC Resistance Line (RL)
per = percent change to detect peaks & throughs (I prefer to use 3 OR 4 sheets with different values, so you see mostly the underlying trend OR pattern, OR also & more quickly switch to weekly OR Month.*/
_SECTION_END();
Can anyone pls help me to finish the job?
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| The Following User Says Thank You to Deviad For This Useful Post: | ||
HBBHVN (3rd November 2008) | ||
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