trend channels to find fibionacci reference points

--HG--
branch : sandbox
This commit is contained in:
Andreas
2009-06-24 20:17:02 +00:00
parent 773d4dfe6c
commit c27b5c8e62
2 changed files with 422 additions and 24 deletions

View File

@@ -169,28 +169,6 @@ class Lohi:
return None
class Acp:
"""Always correct predictor"""
def __init__(self, lows, highs):
self.lows = lows
self.highs = highs
def __call__(self, tick):
"""Always correct predictor.
Requires previous run of DelayedAcp to determine lows and highs.
@param tick: The value of the current tick.
@type tick: tuple(n, cdt, last)
@return: 1. Tick if new max min has been detected,
2. None otherwise.
"""
n, cdt, last = tick
res = None
return res
def find_lows_highs(xs, ys):
dacp = DelayedAcp(10)
for tick in zip(range(len(xs)), xs, ys):
@@ -222,13 +200,13 @@ class DelayedAcp:
res = None
# automatic initialisation
if self.mm0 is None:
# initalise water mark
# initialise water mark
self.mm0 = tick
res = self.mm0
self.lows = [(n, cdt, last - 1)]
self.highs = [(n, cdt, last + 1)]
else:
# initalise trend until price has changed
# initialise trend until price has changed
if self.trend is None or self.trend == 0:
self.trend = cmp(last, self.mm0[2])
# check for max