Hi, I like really like this one. Something for the FED -)
12/01/2007,12/31/2010
Regards, Ton.
----- Original Message -----
From: notanaiqgenius
To: amibroker@yahoogroups.com
Sent: Wednesday, July 07, 2010 12:05 AM
Subject: [amibroker] Re: PLOT OVERLAY AFL FOR RECESSIONS
Hi BisTrader,
No need to study it (unless you want to). It should work if you just do the
following:
1) copy my code to new afl document.
2) create this directory: c:\abTestData\
3) with Notepad copy and paste the following dates into a file and save it as
a .csv file in that abTestData directory. Name the file "recessions.csv"
4) apply to afl document to chart and Enjoy.
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, "bistrader" <bistra...@...> wrote:
>
> 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" <notanaiqgenius@> 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. ( notanaiqgenius@ )
> > 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.
> > > > > >
> > > > >
> > > >
> > >
> >
>
