How to program "fractal" from "Trading Chaos"?

Author: Compaqster

Creation Date: 1/13/2011 3:42 AM

Wealth Lab » Technical Indicators » How to program "fractal" from "Trading Chaos"?

Compaqster

1/13/2011 3:42 AM

I read this post /Forum/Posts/how-to-program-fractal-from-Trading-Chaos-here-is-EL-code-19078 and attempted to adapt the code, but it doesn't work. =)

CODE:
Please log in to see this code.

Can you tell me where I am wrong?

Size:

Color:

I read this post [LINK]/Forum/Posts/how-to-program-fractal-from-Trading-Chaos-here-is-EL-code-19078[/LINK] and attempted to adapt the code, but it doesn't work. =)
[CODE]
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			DataSeries UpFractal = new DataSeries( Bars, "UpFractal" );
			DataSeries DnFractal = new DataSeries( Bars, "DnFractal" );
			bool Condition1, Condition2, Condition3, Condition4, Condition5;
			
			for(int bar = 20; bar < Bars.Count; bar++)
			{
				if(	High[bar-2] > High[bar-4] & 
					High[bar-2] > High[bar-3] & 
					High[bar-2] > High[bar-1] & 
					High[bar-2] > High[bar] )
					Condition1 = true;
				else
					Condition1 = false;
				
				if( High[bar-3] > High[bar-5] & 
					High[bar-3] > High[bar-4] & 
					High[bar-3] == High[bar-2] & 
					High[bar-2] > High[bar-1] & 
					High[bar-2] > High[bar] )
					Condition2 = true;
				else
					Condition2 = false;
				
				if( High[bar-4] > High[bar-6] &
					High[bar-4] > High[bar-5] &
					High[bar-2] >= High[bar-4] &
					High[bar-3] <= High[bar-4] &
					High[bar-2] >= High[bar-3] &
					High[bar-2] > High[bar-1] &
					High[bar-2] > High[bar] )
					Condition3 = true;
				else
					Condition3 = false;
				
				if( High[bar-2] == High[bar-3] &
					High[bar-3] == High[bar-4] &
					High[bar-4] == High[bar-5] &
					High[bar-5] > High[bar-6] &
					High[bar-5] > High[bar-7] &
					High[bar-2] > High[bar-1] &
					High[bar-2] > High[bar] )
					Condition4 = true;
				else
					Condition4 = false;
				
				if( High[bar-2] == High[bar-3] &
					High[bar-3] == High[bar-4] &
					High[bar-4] == High[bar-5] &
					High[bar-5] == High[bar-6] &
					High[bar-6] > High[bar-7] &
					High[bar-6] > High[bar-8] &
					High[bar-2] > High[bar-1] &
					High[bar-2] > High[bar] )
					Condition5 = true;
				else
					Condition5 = false;
				
				if(Condition1 && Condition2 && Condition3 && Condition4 && Condition5)
					UpFractal[bar] = 1.0;
				else
					UpFractal[bar] = 0;
				
				if( Low[bar-2] < Low[bar-3] &
					Low[bar-2] < Low[bar-4] &
					Low[bar-2] < Low[bar-1] &
					Low[bar-2] < Low[bar] )
					Condition1 = true;
				else
					Condition1 = false;
				
				if( Low[bar-3] < Low[bar-4] &
					Low[bar-3] < Low[bar-5] &
					Low[bar-3] == Low[bar-2] &
					Low[bar-2] < Low[bar-1] &
					Low[bar-2] < Low[bar] )
					Condition2 = true;
				else
					Condition2 = false;
				
				if( Low[bar-4] < Low[bar-6] &
					Low[bar-4] < Low[bar-5] &
					Low[bar-4] >= Low[bar-2] &
					Low[bar-3] >= Low[bar-4] &
					Low[bar-2] <= Low[bar-3] &
					Low[bar-2] < Low[bar-1] &
					Low[bar-2] < Low[bar] )
					Condition3 = true;
				else
					Condition3 = false;
				
				if( Low[bar-2] == Low[bar-3] &
					Low[bar-3] == Low[bar-4] &
					Low[bar-4] == Low[bar-5] &
					Low[bar-5] < Low[bar-6] &
					Low[bar-5] < Low[bar-7] &
					Low[bar-2] < Low[bar-1] &
					Low[bar-2] < Low[bar] )
					Condition4 = true;
				else
					Condition4 = false;
				
				if( Low[bar-2] == Low[bar-3] &
					Low[bar-3] == Low[bar-4] &
					Low[bar-4] == Low[bar-5] &
					Low[bar-5] == Low[bar-6] &
					Low[bar-6] < Low[bar-7] &
					Low[bar-6] < Low[bar-8] &
					Low[bar-2] < Low[bar-1] &
					Low[bar-2] < Low[bar] )
					Condition5 = true;
				else
					Condition5 = false;
				
				if(Condition1 && Condition2 && Condition3 && Condition4 && Condition5)
					DnFractal[bar] = 1.0;
				else
					DnFractal[bar] = 0;
			}
			for(int bar = 20; bar < Bars.Count; bar++)
			{
				if ( UpFractal[bar] == 1.0 )
					DrawCircle( PricePane, 2, bar, High[bar], Color.Green, Color.DarkGreen, WealthLab.LineStyle.Solid, 5, false );

if ( DnFractal[bar] == 1.0 )
					DrawCircle( PricePane, 2, bar, Low[bar], Color.Red, Color.DarkRed, WealthLab.LineStyle.Solid, 5, false );
			}
			
			for(int bar = 20; bar < Bars.Count; bar++)
			{
				PrintDebug( UpFractal[bar] );
				PrintDebug( DnFractal[bar] );
			}
		}
	}
}
[/CODE]
Can you tell me where I am wrong?

Eugene

1/13/2011 5:00 AM

CODE:
Please log in to see this code.

Size:

Color:

[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			DataSeries UpFractal = new DataSeries( Bars, "UpFractal" );
			DataSeries DnFractal = new DataSeries( Bars, "DnFractal" );
			bool Condition1, Condition2, Condition3, Condition4, Condition5;
			
			for(int bar = 8; bar < Bars.Count; bar++)
			{
				Condition1 = (	High[bar-2] > High[bar-4] & High[bar-2] > High[bar-3] & 
					High[bar-2] > High[bar-1] &  High[bar-2] > High[bar] );
				
				Condition2 = ( High[bar-3] > High[bar-5] & High[bar-3] > High[bar-4] & 
					High[bar-3] == High[bar-2] & High[bar-2] > High[bar-1] & High[bar-2] > High[bar] );
				
				Condition3 = ( High[bar-4] > High[bar-6] & High[bar-4] > High[bar-5] &
					High[bar-2] >= High[bar-4] & High[bar-3] <= High[bar-4] &
					High[bar-2] >= High[bar-3] & High[bar-2] > High[bar-1] & High[bar-2] > High[bar] );
				
				Condition4 = ( High[bar-2] == High[bar-3] & High[bar-3] == High[bar-4] &
					High[bar-4] == High[bar-5] & High[bar-5] > High[bar-6] &
					High[bar-5] > High[bar-7] & High[bar-2] > High[bar-1] & High[bar-2] > High[bar] );
				
				Condition5 = ( High[bar-2] == High[bar-3] & High[bar-3] == High[bar-4] &
					High[bar-4] == High[bar-5] & High[bar-5] == High[bar-6] &
					High[bar-6] > High[bar-7] & High[bar-6] > High[bar-8] &
					High[bar-2] > High[bar-1] & High[bar-2] > High[bar] );
				
				if(Condition1 || Condition2 || Condition3 || Condition4 || Condition5)
					UpFractal[bar] = 1.0;
				else
					UpFractal[bar] = 0;
				
				Condition1 = ( Low[bar-2] < Low[bar-3] & Low[bar-2] < Low[bar-4] &
					Low[bar-2] < Low[bar-1] & Low[bar-2] < Low[bar] );
				
				Condition2 = ( Low[bar-3] < Low[bar-4] & Low[bar-3] < Low[bar-5] &
					Low[bar-3] == Low[bar-2] & Low[bar-2] < Low[bar-1] & Low[bar-2] < Low[bar] );
				
				Condition3 =( Low[bar-4] < Low[bar-6] & Low[bar-4] < Low[bar-5] &
					Low[bar-4] >= Low[bar-2] & Low[bar-3] >= Low[bar-4] &
					Low[bar-2] <= Low[bar-3] & Low[bar-2] < Low[bar-1] & Low[bar-2] < Low[bar] );
				
				Condition4 =( Low[bar-2] == Low[bar-3] & Low[bar-3] == Low[bar-4] &
					Low[bar-4] == Low[bar-5] & Low[bar-5] < Low[bar-6] &
					Low[bar-5] < Low[bar-7] & Low[bar-2] < Low[bar-1] & Low[bar-2] < Low[bar] );
				
				Condition5 =( Low[bar-2] == Low[bar-3] & Low[bar-3] == Low[bar-4] &
					Low[bar-4] == Low[bar-5] & Low[bar-5] == Low[bar-6] &
					Low[bar-6] < Low[bar-7] & Low[bar-6] < Low[bar-8] &
					Low[bar-2] < Low[bar-1] & Low[bar-2] < Low[bar] );
				
				if(Condition1 || Condition2 || Condition3 || Condition4 || Condition5)
					DnFractal[bar] = -1.0;
				else
					DnFractal[bar] = 0;
			}
			
			for(int bar = 1; bar < Bars.Count; bar++)
			{
				if ( UpFractal[bar] == 1.0 )
					DrawCircle( PricePane, 2, bar, High[bar], Color.Green, Color.DarkGreen, WealthLab.LineStyle.Solid, 5, false );

if ( DnFractal[bar] == -1.0 )
					DrawCircle( PricePane, 2, bar, Low[bar], Color.Red, Color.DarkRed, WealthLab.LineStyle.Solid, 5, false );
				
				string fractal = (UpFractal[bar] > 0) ? "1" : DnFractal[bar] < 0 ? "-1" : "0";
				AnnotateBar( fractal, bar, true, Color.Black );
			}
		}
	}
}[/CODE]

Wealth Lab » Technical Indicators » How to program "fractal" from "Trading Chaos"?