Rank: Newbie
Groups: Registered, Registered Users
Joined: 8/17/2011(UTC)
Posts: 1
|
I am looking for a code for swing highs and lows, shown here:
I would like some passed through parameters ie. how many bars to the left and right it looks to decide if something is a swing high or low.
Another parameter might be a minimum threshold that a high has to be higher than the adjacent highs to constitute a swing high(so if it was set at 2 cents, and there is a swing high that is only 1 cent higher, it wouldn't count as a swing high.)
I also want to make sure that the fact that it has to look ahead to the future bars before it makes a determination of a swing high would prevent the current bar of ever being labeled as such, to avoid using information that I can not possibly know to positively skew my backtests.
I haven't been able to find code for this anywhere, although it seems like it may be because I don't know what to look for.
If anyone can point me in the right direction I would be most appreciative
thanks
|
|
|
|
|
|
Rank: Advanced Member
Groups: Moderators, Registered, Registered Users, Subscribers
Joined: 10/8/2010(UTC)
Posts: 1,960
Thanks: 92 times
Was thanked: 155 time(s) in 150 post(s)
|
I have seen several variations of gann swing and swing high/low formulas for MetaStock, though none are currently posted on our site. There are several good third party sites with metastock formulas on them. I suggest searching for the key words metastock and swing. You should be able to find a couple of the formulas
|
|
|
|
|
|
| Users browsing this topic |
|
Guest (Hidden)
|
Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.
