Wow. Need to study. More work than expected. Most is ready the csv file and
converting to 1s and 0s it appears. Thanks for sharing.
--- In amibroker@yahoogroups.com, "notanaiqgenius" <notanaiqgen...@...> wrote:
>
> Sebastian and bistrader,
>
> That is a very clean, fast, and simple solution, Sebastian. I actually
> prefer your method most of the time.
>
> However, I kind of got carried away and wrote it the hard way reading a
> csv file directly with the string functions. This code could be used to
> plot user-defined periods of any sort whose start and end dates are
> stored in two columns in a csv file.
>
> Please read the comments at the top of my code so you know how the
> begin and end recession dates should be formatted in the csv file. I
> wrote the dates for the recessions from then nber.org website from 1900
> to now, and just guessed that the current recession would end at the
> end of this year. You can find them in a comment below the main code.
>
> I fully debugged this and it works. It basically parses the dates out
> of a csv file and then loops through to make a "isRecession" boolean
> array, which is then plotted on the chart in gray area, as bistrader
> originally requested.
>
> I hope you like this solution!
>
> -Paul
>
>
> CODE:
>
>
> /*Coded By: Paul D. ( notanaiqgen...@... )
> Last Modified: 07/05/2010 using Amibroker 5.3
> for Yahoo amibroker group message #150705 for bistrader
>
> NOTE #1: CSV file must be in following format:
>
> MM/DD/YYYY,MM/DD/YYYY
> MM/DD/YYYY,MM/DD/YYYY
> MM/DD/YYYY,MM/DD/YYYY
>
> where the first column is the START Of the recession OR period AND
> the Second column is the END Of the recession OR period
>
> NOTE #2: be sure to feed the full folder AND file path with \\ slashs
> for folder/file
> separators; it should look like this path string:
> "C:\\abTestData\\recessions.csv"
> You will need to make a folder called abTestData and put the
> recessions.csv file
> in there if you want my code to work "as-is"
>
> NOTE #3: the Plot should be inserted as an OVERLAY.
>
> NOTE #4: dates before 1900 won't work i don't think because i used "Easy
> Language" style dates
> which are in the format of YYYMMDD like 1101231. 01/01/1900 would be
> 0000101, so can't go before
> 01/01/1900. Sorry didn't think about this beforehand. */
>
> function GetRecessionDates(returnBeginOrEnd, fullPathAndFileName)
> { //if you want the BEGIN dates array to be returned, set
> returnBeginOrEnd to 0
> //if you want the END dates array to be returned, set
> returnBeginOrEnd to 1
> local recDateStr;
> local fh;
> recDateStr = "";
> fh = fopen(fullPathAndFileName,"r");
> if (fh)
> {
> while(!feof(fh)) //get all text/string from csv file
> {
> recDateStr += fgets(fh);
> recDateStr += ",";
> }
> fclose(fh);
>
> //_TRACE("the string: " + recDateStr);
>
> //parse string and put it into an numeric array that this
> function will return
> rDatesBEGINarr = 0; rDatesENDarr = 0;
> DateCntr = 0; rDatesBEGINcntr = 0; rDatesENDcntr = 0;
> slashCounter = 0;
> MonthNum = 0; DayNum = 0; YearNum = 0; tempDateNum = 0;
> i = 0;
> fp = 0; //fp = first position
> while(i<StrLen(recDateStr))
> {
> if(StrMid(recDateStr,i,1)=="/")
> {
> switch(slashCounter)
> {
> case 0: MonthNum =
> StrToNum(StrMid(recDateStr,fp,i-fp));break; //save month
> case 1: DayNum =
> StrToNum(StrMid(recDateStr,fp,i-fp));break; //save day
> }
> slashCounter++;
> fp = i + 1;
> }
> //save year + entire datenum
> if(StrMid(recDateStr,i,1)=="," & StrMid(recDateStr,i-1,1)
> != ",")
> {
> if(StrMid(recDateStr,i-1,1)=="\n") //if previous
> char was newline char
> YearNum = StrToNum(StrMid(recDateStr,fp,i-fp-1));
> else //else last
> char not newline char
> YearNum = StrToNum(StrMid(recDateStr,fp,i-fp));
> tempDateNum = 10000*(YearNum-1900) + 100*MonthNum +
> DayNum;
> if(DateCntr % 2 == 0)
> {
> rDatesBEGINarr[rDatesBEGINcntr] = tempDateNum;
> rDatesBEGINcntr++;
> }
> else
> {
> rDatesENDarr[rDatesENDcntr] = tempDateNum;
> rDatesENDcntr++;
> }
> DateCntr++;
> fp = i + 1;
> slashCounter = 0;
> }
> i++;
> }
> }
> if(returnBeginOrEnd==0)
> returnArr = rDatesBEGINarr;
> else
> returnArr = rDatesENDarr;
> return returnArr;
> }
>
> myFolderFilePath = "C:\\abTestData\\recessions.csv"; //remember "\"
> is written as "\\"
> rBegin = GetRecessionDates(0, myFolderFilePath);
> rEnd = GetRecessionDates(1, myFolderFilePath);
>
> /*tempStr = "";
> for(i=0;i<BarCount;i++)
> {
> tempStr = StrFormat(" rBegin[i]: %f " + " rEnd[i]: %f",
> rBegin[i],rEnd[i]);
> _TRACE("i: " + i + tempStr);
> }*/
>
> /*Now make "isRecession" amibroker array that will have
> "1" for recessions and "0" for no recession on that date*/
> dn = DateNum();
> isRecession = 0;
> j = 0;
> for(i=0;i<BarCount;i++)
> {
> while(j < BarCount-1 & dn[i] > rEnd[j])
> j++;
> if(dn[i] >= rBegin[j] & dn[i] <= rEnd[j])
> isRecession[i] = 1;
> //tempstr = StrFormat("i: %f datenum[i]: %f isRecession[i]:
> %f",i,dn[i],isRecession[i]);
> //_TRACE(tempstr);
> }
>
> recBarColor = Param("RecessionColorNum",47,16,55,1);
> Plot(isRecession, "RecessionOverlay", recBarColor,
> styleOwnScale|styleArea|styleNoLabel,0,1);
>
> //PUT THESE DATES IN A CSV FILE CALLED "recession.csv"
> /*
> 09/01/1902,08/31/1904
> 05/01/1907,06/30/1908
> 01/01/1910,01/31/1912
> 01/01/1913,12/31/1914
> 08/01/1918,03/31/1919
> 01/01/1920,07/31/1921
> 05/01/1923,07/31/1924
> 10/01/1926,11/30/1927
> 08/01/1929,03/31/1933
> 05/01/1937,06/30/1938
> 02/01/1945,10/31/1945
> 11/01/1948,10/31/1949
> 07/01/1953,05/31/1954
> 08/01/1957,04/30/1958
> 04/01/1960,02/28/1961
> 12/01/1969,11/30/1970
> 11/01/1973,03/31/1975
> 01/01/1980,07/31/1980
> 07/01/1981,11/30/1982
> 07/01/1990,03/31/1991
> 03/01/2001,11/30/2001
> 12/01/2007,12/31/2010
> */
>
>
>
>
> --- In amibroker@yahoogroups.com, "sebastiandanconia"
> <sebastiandanconia@> wrote:
> >
> > Using a csv file was the way I solved this problem. The AB code is
> short and simple that way.
> >
> > I took the recession/expansion dates from:
> >
> > http://www.nber.org/cycles.html
> >
> > ...then created a csv file" named "^Recession Ribbon" (with the
> data,open,high,low,close,volume,open interest format) with "1"s and "0"s
> to denote expansions and recessions.
> >
> > This AB code will give you a yellow ribbon from the top to the bottom
> of a price chart during recessions.
> >
> > REC=Foreign("^Recession Ribbon","C")==0;
> > Plot(REC, "Recession",
> colorYellow,styleOwnScale|styleArea|styleNoLabel , 0,1);
> >
> >
> > Sebastian
> >
> > --- In amibroker@yahoogroups.com, "bistrader" bistrader@ wrote:
> > >
> > > Paul,
> > >
> > > Thanks.
> > >
> > > Two items. First, I would like the overlay to extend from the top
> to the bottom of the chart. Is there a way to do this? I remember
> seeing a chart someplace that did this but can not find it. Second, I
> would like to place the state date and end date for each recession in a
> csv, but is there a way to read the start and end dates (from column A
> and B, respectively) into the arrays that you have?
> > >
> > > Thanks
> > >
> > > Bert
> > >
> > > --- In amibroker@yahoogroups.com, "notanaiqgenius" <notanaiqgenius@>
> wrote:
> > > >
> > > > Hi, I made this indicator for you. Try applying as an overlay. Let
> me
> > > > know if that works for you.
> > > >
> > > > Paul
> > > > -------------
> > > >
> > > > //RD stands for recession date
> > > > StartRD1 = 1050101;
> > > > EndRD1 = 1050631;
> > > >
> > > > StartRD2 = 1000401;
> > > > EndRD2 = 1030101;
> > > >
> > > > StartRD3 = 1070701;
> > > > EndRD3 = 1090301;
> > > >
> > > > isRecession = (DateNum()>=StartRD1 AND DateNum()<=EndRD1) OR
> > > > (DateNum()>=StartRD2 AND DateNum()<=EndRD2) OR
> > > > (DateNum()>=StartRD3 AND DateNum()<=EndRD3);
> > > >
> > > > myATR = ATR(50);
> > > > recBarColor = Param("RecessionColorNum", 25,16,55,1);
> > > >
> > > > rOpen = IIf(isRecession,Open,Open);
> > > > rHigh = IIf(isRecession,High+5*myATR,High);
> > > > rLow = IIf(isRecession,Low-5*myATR,Low);
> > > > rClose = IIf(isRecession,Close,Close);
> > > >
> > > > PlotOHLC( rOpen, rHigh, rLow, rClose, "RecessionOverlay",
> > > > recBarColor, styleCandle);
> > > >
> > > > --- In amibroker@yahoogroups.com, "bistrader" <bistrader@> wrote:
> > > > >
> > > > > I would like to create an overlay afl that has recession periods
> in a
> > > > color that can be selected via parameter with default of light
> gray. I
> > > > can come up with the beginning and ending dates for each period,
> but am
> > > > not how to proceed. Getting lost on how to best define (i.e.,
> maybe 1
> > > > if in recession and 0 otherwise) and how to best plot. Help
> > > > appreciated.
> > > > >
> > > >
> > >
> >
>
