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Drill yourself quickly into pairs you prefer: Zig zag statistics

  • #21
  • Edited 4:48pm Jun 23, 2013 4:18pm | Edited 4:48pm
Thx Hayseed. I will study your code. Heres about 10 mins of work with that excel sheet I made. Just a pic of it. My data is gmt+2.

EJH1 zig zag swings from the last 14 years or so related to the time of day they happened.

Edit: By the way I tried to attach day of week column also to the code, but didnt succeed.
Attached File(s)
File Type: xls EJswingstatH1.xls   100 KB | 401 downloads
  • #22
  • Jun 24, 2013 12:40pm Jun 24, 2013 12:40pm
TicksSeparateVolume works ok now. However, there seems to be some problems with zig zag values. They dont seem to go with the ones in EJH1 chart. Dont match with the values zig zag 12.5.3 prints on the chart. It brings only upswing tops to the data (no downswing bottoms) and it seems to use 5.5.3 values on the indicator although there is 12.5.3. on the script .

int start()
{
int counted_bars=IndicatorCounted();
//----
int handle;

handle=FileOpen("ma.csv", FILE_CSV|FILE_WRITE, ';');
if(handle>0)
{
for(int i=0;i<100;i++) //----- 5 determines the max number of values exported
FileWrite(handle, iOpen (Symbol(),0,i), iHigh (Symbol(),0,i), iLow (Symbol(),0,i), iClose (Symbol(),0,i), iVolume (Symbol(),0,i), iCustom(Symbol(),0,"ZigZag",12,5,3,0,PRICE_CLOSE,MODE_SIGNAL,i), iCustom(NULL,0,"TicksSeparateVolume",0,i), iCustom(NULL,0,"TicksSeparateVolume",1,i));
FileClose(handle);
}

//----
return(0);
}
//+------------------------------------------------------------------+
  • #23
  • Jun 24, 2013 1:17pm Jun 24, 2013 1:17pm
One null missing. Problem solved

iCustom(Symbol(),0,"ZigZag",12,5,3, 0,PRICE_CLOSE,MODE_SIGNAL,0,i)

It does work however only on your filewrite code. Not on output history I posted before....
  • #24
  • Jun 24, 2013 5:33pm Jun 24, 2013 5:33pm
Quote
iCustom(Symbol(),0,"ZigZag",12,5,3, 0,PRICE_CLOSE,MODE_SIGNAL,0,i)

//-----

was only focusing on the ticksseperate volume before so did not notice the incorrect zigzag icustom string...... correct string below.....h

//----

Inserted Code
iCustom(Symbol(),0,"ZigZag",12,5,3,0,i)
to trade and code, keep both simple... no call to impress....h
  • #25
  • Jun 25, 2013 4:40am Jun 25, 2013 4:40am
Heres some pics more of what could be done with statistical approach. The difference in uptick/downtick vol that connects to price movement gets smaller and smaller as the timeframe increases. These are from H1. Swingdata is jargon still as there is the problem related to zz swings in the data I explained on prev posts, but just to show something what can be done with them. Its of course how you apply the stats in your trading that makes the difference and thats another story.

BTW I noticed that Im missing almost entirely the year 2012 in my EJ charts as well as in my excel data because of that. I might need some help with it so if someone knows how to correct it, I would appreciate your help. I have made the download function in tools/history center, but that doesnt solve the problem.
Attached File(s)
File Type: xls EJswingstatH1.xls   326 KB | 316 downloads
  • #26
  • Edited 11:15am Jun 25, 2013 10:50am | Edited 11:15am
Quoting hayseed
{quote} //----- was only focusing on the ticksseperate volume before so did not notice the incorrect zigzag icustom string...... correct string below.....h //---- iCustom(Symbol(),0,"ZigZag",12,5,3,0,i)
Thx. Now that script works and I can export adjustable amount of data with it. I have been trying to code time & date & day of week functions into the code, but with no success so far. I would also like to have the day of week into it.
So that the columns would be: Date (MM.DD.YYYY), time (00.00), year (YYYY), month (MM), day (DD), day of week (Mo=1 => Su=6), open, high, lo, close, volume, zigzag, upticks, downticks. The first six on the list are not easy.... but I managed to attach OHLC & volume all by myself

Maybe I skip this for a while and concentrate on other things like cumulative volume & midpoint of swings. Heres the script so far.

//+------------------------------------------------------------------+
//| script program start function |
//+------------------------------------------------------------------+
int start()
{
int counted_bars=IndicatorCounted();
//----
int handle;

handle=FileOpen("ma.csv", FILE_CSV|FILE_WRITE, ';');
if(handle>0)
{
for(int i=0;i<100;i++) //----- determines the max number of values exported
FileWrite(handle, iOpen (NULL,0,i), iHigh (NULL,0,i), iLow (NULL,0,i), iClose (NULL,0,i), iVolume (NULL,0,i), iCustom(Symbol(),0,"ZigZag",12,5,3,0,i), iCustom(NULL,0,"TicksSeparateVolume",0,i), iCustom(NULL,0,"TicksSeparateVolume",1,i));
FileClose(handle);
}

//----
return(0);
}
//+------------------------------------------------------------------+
  • #27
  • Jun 25, 2013 2:59pm Jun 25, 2013 2:59pm
Quoting Whistlepips
{quote} Thx. Now that script works and I can export adjustable amount of data with it. I have been trying to code time & date & day of week functions into the code, but with no success so far. I would also like to have the day of week into it. So that the columns would be: Date (MM.DD.YYYY), time (00.00), year (YYYY), month (MM), day (DD), day of week (Mo=1 => Su=6), open, high, lo, close, volume, zigzag, upticks, downticks. The first six on the list are not easy.... but I managed to attach OHLC & volume all by myself Maybe I skip this for a...
Whistlepips-
Heres my DOW snippet


Inserted Code
dSymTime = (iTime(Symbol(),Period(),i));
dDayofWk = (TimeDayOfWeek(dSymTime));
BTW when posting code always use the CODE tags in the toolbar its the </> button.
  • #28
  • Jun 25, 2013 2:59pm Jun 25, 2013 2:59pm
Quoting cyber1
{quote} Whistlepips- Heres my DOW snippet dSymTime = (iTime(Symbol(),Period(),i)); dDayofWk = (TimeDayOfWeek(dSymTime));
Thx Cyber. I will try that.
  • #29
  • Jun 25, 2013 3:20pm Jun 25, 2013 3:20pm
Tried it and the code enclosed produced the following table.

Inserted Code
//+------------------------------------------------------------------+
//| script program start function                                    |
//+------------------------------------------------------------------+
int start()
 {
  int    counted_bars=IndicatorCounted();
//----
   int handle;
 
 handle=FileOpen("ma.csv", FILE_CSV|FILE_WRITE, ';');
 if(handle>0)
   {
    for(int i=0;i<100;i++)                    //-----  determines the max number of values exported
        string dSymTime = (iTime(Symbol(),Period(),i));
    string dDayofWk = (TimeDayOfWeek(dSymTime));
    FileWrite(handle, dSymTime, dDayofWk, iOpen (NULL,0,i), iHigh (NULL,0,i), iLow (NULL,0,i), iClose (NULL,0,i), iVolume (NULL,0,i), iCustom(Symbol(),0,"ZigZag",12,5,3,0,i), iCustom(NULL,0,"TicksSeparateVolume",0,i), iCustom(NULL,0,"TicksSeparateVolume",1,i));  
    FileClose(handle);
   }
   
//----
  return(0);
 }
//+------------------------------------------------------------------+

1371672000;0;127.642;127.671;127.505;127.548;2188;0;1047;1141 This is what the script produced.

Only one line and the result from those added is jargon so it seems to somehow restrict the for(int....) row where the amount of history is defined. I had the same problem with my other date & time coding efforts earlier.
  • #30
  • Jun 25, 2013 3:46pm Jun 25, 2013 3:46pm
Quoting Whistlepips
BTW I noticed that Im missing almost entirely the year 2012 in my EJ charts as well as in my excel data because of that. I might need some help with it so if someone knows how to correct it, I would appreciate your help. I have made the download function in tools/history center, but that doesnt solve the problem. {file}
Well that one wasnt hard. Right click on the chart and refresh solved that problem
But its the first time for everything that is the hardest.....
  • #31
  • Jun 25, 2013 4:35pm Jun 25, 2013 4:35pm
might be better to use timetostr ..... also use "," instead of ";" in the file send line to have it open up in normal excel columns.....


the ; might have been my fault eariler if you copied my example..... i have a bad habit of typing one thing while thinkin somethin else.......h

//------

Inserted Code
   int handle;
  handle=FileOpen("ma.csv", FILE_CSV|FILE_WRITE, ',');
  if(handle>0)
  {
   for(i=0;i<100;i++)                    //-----  determines the max number of values exported
   FileWrite(handle, TimeToStr(iTime(Symbol(),Period(),i),TIME_DATE|TIME_SECONDS), iOpen (NULL,0,i), iHigh (NULL,0,i), iLow (NULL,0,i), iClose (NULL,0,i), iVolume (NULL,0,i), iCustom(Symbol(),0,"ZigZag",12,5,3,0,i), iCustom(NULL,0,"TicksSeparateVolume",0,i), iCustom(NULL,0,"TicksSeparateVolume",1,i));  
   FileClose(handle);
  }
to trade and code, keep both simple... no call to impress....h
  • #32
  • Jun 25, 2013 4:44pm Jun 25, 2013 4:44pm
Quoting hayseed
might be better to use timetostr ..... also use "," instead of ";" in the file send line to have it open up in normal excel columns..... the ; might have been my fault eariler if you copied my example.... }
Thx. Now its working nicely. I tried to combine time & date setting from output history code and that just didnt match. There is maybe some logical problem that im not yet capable to see.

I will try to add that dayofweek function there also. Lets see how it goes....
  • #33
  • Jun 25, 2013 6:27pm Jun 25, 2013 6:27pm
in that case you would use TimeDayOfWeek(iTime ....h


//-----


Inserted Code
FileWrite(handle, TimeToStr(iTime(Symbol(),Period(),i),TIME_DATE|TIME_SECONDS),TimeDayOfWeek(iTime(Symbol(),Period(),i)) , iOpen (NULL,0,i),
to trade and code, keep both simple... no call to impress....h
  • #34
  • Jun 26, 2013 3:16am Jun 26, 2013 3:16am
Quoting hayseed
in that case you would use TimeDayOfWeek(iTime ....h //----- FileWrite(handle, TimeToStr(iTime(Symbol(),Period(),i),TIME_DATE|TIME_SECONDS),TimeDayOfWeek(iTime(Symbol(),Period(),i)) , iOpen (NULL,0,i),
Works perfectly

How would you make it to write cumulative volume, uptick volume & downtick volume so that it:
- prints cumulative value (vol, uptick vol & downtick vol) on every row
- starts volume (vol, uptick vol & downtick vol) from 0 every time zig zag changes value (starts new count from the next row after zig zag value and ends the count to the row where the zig zag value is)
  • #35
  • Edited 12:41pm Jun 26, 2013 12:16pm | Edited 12:41pm
Hmm. ATR14 =1.3 on EJ D1 chart is a good level to divide statistics. Values over it will probably produce larger intraday swings and those under it will produce smaller swings. Looks like on EJD1 other good levels to divide statistics are 1.8 and 0.9.

Almost entire year 2012 ATR D1 was under 1.3 on EJ..... The level varies across timeframes and across currencies. Maybe the levels have to be manually defined on each currency and timeframe if there is no other way around it.
Attached Image (click to enlarge)
Click to Enlarge Name: eurjpyd1260613.png Size: 53 KB
  • #36
  • Jun 28, 2013 8:35am Jun 28, 2013 8:35am
I made an updated version of the filewrite script into the first post of this thread including some instructions of how to use it.

Im making a version of the spreadsheet and will post it here as soon as I get it ready. Feel free to publish your statistics if you like.
  • #37
  • Jul 11, 2013 10:51am Jul 11, 2013 10:51am
I was away on a trip a while so havent done much.

However there is a little bit of a problem with excel im having. In order to automate the spreadsheet I have to solve a certain problem first. I should be able to start cumulative counting all over again every time zig zag column gives a value and it seems to be a bit problematic with excel. It is necessary to be able to do the count in order to create the cumulative statistics on swings.

Does anyone know how to make a formula to this?

Example enclosed.
Attached File(s)
File Type: xls Sample.xls   22 KB | 387 downloads
  • #38
  • Jul 11, 2013 4:15pm Jul 11, 2013 4:15pm
Quoting Whistlepips
I was away on a trip a while so havent done much. However there is a little bit of a problem with excel im having. In order to automate the spreadsheet I have to solve a certain problem first. I should be able to start cumulative counting all over again every time zig zag column gives a value and it seems to be a bit problematic with excel. It is necessary to be able to do the count in order to create the cumulative statistics on swings. Does anyone know how to make a formula to this? Example enclosed. {file}
Not sure if I fully understand what your problem is.
Assuming that the 1 in D21 is an error and it should be 6
Paste
=IF(C2<>0,1,D2+1)
into D3 and fill down
Please Do Not PM Me With Coding Enquiries
  • #39
  • Jul 11, 2013 4:23pm Jul 11, 2013 4:23pm
Quoting Gumrai
{quote} Not sure if I fully understand what your problem is. Assuming that the 1 in D21 is an error and it should be 6 Paste =IF(C2<>0,1,D2+1) into D3 and fill down
Thx. I think this solved the problem.
  • #40
  • Edited 3:51am Jul 13, 2013 3:22am | Edited 3:51am
I have updated the first version of the statistics spreadsheet in the first post. Feel free to present you findings, ideas, comments, development suggestions here.
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