-------- Original Message --------
Subject: Error:Andrew Pitchfork ??
Date: Sat, 26 Dec 2009 18:12:50 +0530
From: Asis Ghosh <[email protected]>
Reply-To: [email protected]
Organization: Subha Medicals
To: [email protected]
I have ERROR: Variable TOP being used without being initialized---for
this AFL: AB-4.8--how to fix it ?
|/ Andrews Pitchfork V3.3
//
// Use Peak() & Trough() to get peaks & troughs.
// This version deals with adjacent peaks and adjacent
// troughs, i.e. two peaks without an intervening trough or vice-versa.
// It goes backwards from the selected bar until it has a set of
// peak,trough,peak or trough,peak,trough points to use for calulating
// the pitchfork. When 2 or more peaks or 2 or more troughs are adjacent
// it only uses the last one, i.e. the rightmost one, of the series.
//
// This version only uses the zigzag peak troughs after they have been
// revealed by the subsequent price action. i.e. the price has to have
// moved off the high/low by the zigzag pct before the peak or trough will
// be used.
//
// This version plots the trendlines as exponential curves that plot as
// straight lines on an semilog chart.
//
SetBarsRequired( 999999,999999);
bi=BarIndex();
sbi=SelectedValue(bi);
// Pct threshhold for peak() & trough()
Zigpct=Param("Zigpct",4.6,1.0,30.0,0.1,0);
// Since the Zig function only works on a single array, to get a true
// High/Low peak/trough have to approximate it by an EMA choosing the
// High/Low based on the direction the EMA is moving. Very occasionally
// it misses the correct High/Low. To just use value, for example the
close,
// just change zpr=IIf(ROC(zema,1) > 0,H,L); to zpr=C;
zema=EMA(*C*,14);
zpr=IIf(ROC(zema,1) > 0,*H*,*L*);
zag=Zig(zpr,zigpct);
tr=Ref(zag,-1) > zag *AND* zag < Ref(zag,1);
pk=Ref(zag,-1) < zag *AND* zag > Ref(zag,1);
pkprice=ValueWhen(pk,zpr);
trprice=ValueWhen(tr,zpr);
// This bit is still valid at the right edge. If price moves far enough
in 1
Day to show
// a peak or trough on the last bar, the peak or trough won't go away
later.
The pk_id *OR*
// tr_id (below) will appear on the same bar. Normally peaks & troughs
appear
in 'the past',
// e.g. the high 10 days ago wasn't a peak yesterday but today it is
because
the price dropped
// enough to make it a peak.
pklast=IIf(BarsSince(pk) < BarsSince(tr),1,0);
trlast=IIf(BarsSince(tr) < BarsSince(pk),1,0);
// A peak or trough is defined as the price moving X pct down or up from
a high
*OR* *Low*.
// The identification point is when the price has actually moved that
far. The
Peak/Trough
// will appear 'in the past' on the same day as the pk_id or tr_id
appears on
the rightmost
// bar.
// Use 'OR tr/OR pk' because when the bar that reveals the pk/tr is also a
pk/tr the pklast/
// trlast will have flipped.
// Can't use cross of H or L in the 2nd AND because the H or L may not get
above *OR* below the
// trigger price when the pk/tr occurs.
// The NOT conditions eliminate same-day pk/tr pk_id/tr_id cases. i.e.
when the
Day's price
// range was >= zpct on the pk/tr day.
pk_id=((pklast *OR* tr) *AND* pkprice*(1-(zigpct*0.01)) > *L* ) *AND*
*NOT* ( pk *AND* (*H* -
*L*)/*L* >= 0.01 * zigpct);
tr_id=((trlast *OR* pk) *AND* *H* > trprice*(1+(zigpct*0.01)) ) *AND*
*NOT* ( tr *AND* (*H* -
*L*)/*L* >= 0.01 * zigpct);
// The pk_id/tr_id conditions can recur before the next pk or tr
pk_id=ExRem(pk_id,tr_id);
tr_id=ExRem(tr_id,pk_id);
pk_idlast=IIf(BarsSince(pk_id) < BarsSince(tr_id),1,0);
tr_idlast=IIf(BarsSince(tr_id) < BarsSince(pk_id),1,0);
Lookbk=IIf(pk_idlast,BarsSince(pk),BarsSince(tr));
// How many bars to extend the pitchfork past the selected bar.
xtsn=Param("Extension",62,1,2500,1);
// Shift to move pitchfork up/down from original position one penny at
time.
shift=Param("Shift",0,-2000,2000,0.01);
// Filter out cases when the angle of the median lines is too extreme,
// The loop will continue until it finds a pitchfork whose slope falls
// between +- the Angle Limit. Setting the angle limit to 90 effectively
// turns it off.
alimit=Param("Angle Limit",40,1,180,1);
// bkgrndcolor should match your background color. It's used to mask the
// parts of the pitchfork arrays outside the calculated pitchfork from
view.
bkgrndcolor=ParamColor("Background Color",*colorLightGrey*);
pitchforkcolor=ParamColor("Pitchfork Color",*colorWhite*);
// The peak/trough lines will be used to determine the y coordinates
// of the pitchfork's 3 determining points.
//pline1=Peak(H,Zigpct,1);
//tline1=Trough(L,Zigpct,1);
pline1=pkprice;
tline1=trprice;
// Identify the pivots.
pzag1=pline1 != Ref(pline1,-1);
tzag1=tline1 != Ref(tline1,-1);
// Get the x,y coordinates of the pivots skipping adjacent
// peaks and troughs. Go backwards from the current bar minus the lookback.
// These will hold the x,y coordinates of the pivot points in arrays at the
// sbi index.
zagx1=0;
zagx2=0;
zagx3=0;
zagy1=0;
zagy2=0;
zagy3=0;
*for* ( i = sbi - Lookbk[sbi], zagfnd = 0, pzagfnd = 0, tzagfnd = 0 ; i
>= 0 &&
zagfnd < 3; i-- ) {
*if* ( pzag1[i] || tzag1[i] ) {
*if* ( pzag1[i] && *NOT* pzagfnd ) {
zagfnd=zagfnd+1;
pzagfnd=1;
tzagfnd=0;
*if* ( zagfnd == 1 ) {
zagx1[sbi]=i;
zagy1[sbi]=pline1[i];
} *else* *if* (zagfnd == 2) {
zagx2[sbi]=i;
zagy2[sbi]=pline1[i];
} *else* *if* (zagfnd == 3) {
zagx3[sbi]=i;
zagy3[sbi]=pline1[i];
}
} *else* *if* ( tzag1[i] && *NOT* tzagfnd ) {
zagfnd=zagfnd+1;
tzagfnd=1;
pzagfnd=0;
*if* ( zagfnd == 1 ) {
zagx1[sbi]=i;
zagy1[sbi]=tline1[i];
} *else* *if* (zagfnd == 2) {
zagx2[sbi]=i;
zagy2[sbi]=tline1[i];
} *else* *if* (zagfnd == 3) {
zagx3[sbi]=i;
zagy3[sbi]=tline1[i];
}
}
}
*if* ( zagfnd == 3 ) { // Got 3 candidate peak/trough points
echng=0;
midx=0;
midy=0;
Handle=0;
Top=0;
Bot=0;
// Determine Midpoint between the rightmost 2 pivots and the slope from
the
// leftmost pivot to the midpoint.
Midx[sbi]=zagx2[sbi] + (zagx1[sbi]-zagx2[sbi]) / 2;
Midy[sbi]=exp( log(zagy1[sbi]) - ( log(zagy1[sbi])-log(zagy2[sbi]) ) /
2);
echng=(log(midy[sbi])-log(zagy3[sbi]))/(midx[sbi]-zagx3[sbi]);
// Apply the Angle Limit filter
angle_rad = atan(echng);//radians
angle_deg = 100 * angle_rad * 180/3.1416;//degrees
*if* ( angle_deg < -alimit || angle_deg > alimit ) { // Too steep, reset
the search
// to begin from the
2nd pivot found
*if* ( tzagfnd == 1 ) { // was tr,pk,tr so switch to pk,tr,pk
tzagfnd = 0;
pzagfnd = 1;
zagfnd = 1;
zagx1[sbi]=zagx2[sbi];
zagy1[sbi]=zagy2[sbi];
i = zagx1[sbi];
zagx2=0;
zagx3=0;
zagy2=0;
zagy3=0;
} *else* { // was pk,tr,pk so switch to tr,pk,tr
tzagfnd = 1;
pzagfnd = 0;
zagfnd = 1;
zagx1[sbi]=zagx2[sbi];
zagy1[sbi]=zagy2[sbi];
i = zagx1[sbi];
zagx2=0;
zagx3=0;
zagy2=0;
zagy3=0;
}
}
}
}
// Calculate the Pitchfork itself
// Handle first
*for* ( j=zagx3[sbi],n=0 ; j < Min(sbi+xtsn,*BarCount*) ; j++,n++ ) {
Handle[j]=exp(log(zagy3[sbi]) + n*echng) + shift;
}
// High & low median lines.
*if* ( (exp(log(zagy2[sbi]) + (sbi-zagx2[sbi])*echng))
> (exp(log(zagy1[sbi]) + (sbi-zagx1[sbi])*echng)) ) { // Which one is
top?
*for* ( j=zagx2[sbi],n=0 ; j < Min(sbi+xtsn,*BarCount*) ; j++,n++ ) {
top[j]=exp(log(zagy2[sbi]) + n*echng) + shift;
}
*for* ( j=zagx1[sbi],n=0 ; j < Min(sbi+xtsn,*BarCount*) ; j++,n++ ) {
bot[j]=exp(log(zagy1[sbi]) + n*echng) + shift;
}
} *else* {
*for* ( j=zagx2[sbi],n=0 ; j < Min(sbi+xtsn,*BarCount*) ; j++,n++ ) {
bot[j]=exp(log(zagy2[sbi]) + n*echng) + shift;
}
*for* ( j=zagx1[sbi],n=0 ; j < Min(sbi+xtsn,*BarCount*) ; j++,n++ ) {
top[j]=exp(log(zagy1[sbi]) + n*echng) + shift;
}
}
Hcolor=IIf(Handle==0,bkgrndcolor,IIf(Ref(handle,-1)== 0 *AND* handle != 0,
bkgrndcolor,pitchforkcolor));
Tcolor=IIf(Top==0,bkgrndcolor,IIf(Ref(top,-1)== 0 *AND* top != 0,
bkgrndcolor,pitchforkcolor));
Bcolor=IIf(Bot==0,bkgrndcolor,IIf(Ref(bot,-1)== 0 *AND* bot != 0,
bkgrndcolor,pitchforkcolor));
Htitle=EncodeColor(pitchforkcolor)
+ StrFormat("nAndrews: pct=%g lkbk=%g shft=%g alimit=%g Angle=%3.2f
Handle=",
Zigpct, Lookbk, shift, alimit, angle_deg);
Plot(Handle,Htitle,Hcolor,*styleLine*+*styleDashed*+*styleNoRescale*);
Plot(Bot,EncodeColor(pitchforkcolor)+"
Bot=",Bcolor,styleLine+styleDashed+styleNoRescale);
Plot(Top,EncodeColor(pitchforkcolor)+"
Top=",Tcolor,styleLine+styleDashed+styleNoRescale)|
Asis
