Re: [amibroker] Re: PLOT OVERLAY AFL FOR RECESSIONS

2010-07-07 Thread Ton Sieverding 
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/,MM/DD/
MM/DD/,MM/DD/
MM/DD/,MM/DD/

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 
101, 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(iStrLen(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

[amibroker] Re: PLOT OVERLAY AFL FOR RECESSIONS

2010-07-07 Thread bistrader 
Thanks again to both of you.  I did study both.  Must admit that I will have to 
study one that reads csv file a few more times to understand.  I did apply and 
it works just fine.  As a learning experience, I created the following.  It 
does not read from a csv file which is what I wanted, but I totally understand 
it.  Thanks again.


// 
// Function for converting dates to numbers
// 
function Date_To_Num(mmdd)
{
   mm_= StrToNum(StrLeft (mmdd,2  ));
   dd_= StrToNum(StrMid  (mmdd,3,2));
   yy_= StrToNum(StrRight(mmdd,4  ));

   Date_Num   = (1 * (yy_ - 1900)) + (100 * mm_) + dd_;
   RESULT = Date_Num;

   return RESULT;
}

// 
// Define Start Date (SD) and End Date (ED) for each Recession
// 
// Used middle of month for start and end date
// http://en.wikipedia.org/wiki/List_of_recessions_in_the_United_States
SD1 = 09/15/1902; ED1 = 08/15/1904;   // 1902 - 1904 Recession
SD2 = 05/15/1907; ED2 = 06/15/1908;   // Panic of 1907
SD3 = 01/15/1910; ED3 = 01/15/1912;   // Panic of 1910 - 1911
SD4 = 01/15/1913; ED4 = 12/15/1914;   // Recession of 1913 - 1914
SD5 = 08/15/1918; ED5 = 03/15/1919;   // Post World War I Recession
SD6 = 01/15/1920; ED6 = 07/15/1921;   // Depression of 1920 - 1921
SD7 = 05/15/1923; ED7 = 07/15/1924;   // 1923 - 1924 Recession
SD8 = 10/15/1926; ED8 = 11/15/1927;   // 1926 - 1927 Recession
SD9 = 08/15/1929; ED9 = 03/15/1933;   // Great Depression
SD10 = 05/15/1937; ED10 = 06/15/1938; // Recession of 1937
SD11 = 02/15/1945; ED11 = 10/15/1945; // Recession of 1945
SD12 = 11/15/1948; ED12 = 10/15/1949; // Recession of 1949
SD13 = 07/15/1953; ED13 = 05/15/1954; // Recession of 1953
SD14 = 08/15/1957; ED14 = 04/15/1958; // Recession of 1958
SD15 = 04/15/1960; ED15 = 02/28/1961; // Recession of 1960 - 1961
SD16 = 12/15/1969; ED16 = 11/15/1970; // Recession of 1969 - 1970
SD17 = 11/15/1973; ED17 = 03/15/1975; // 1973 - 1975 Recession
SD18 = 01/15/1980; ED18 = 07/15/1980; // 1980 Recession
SD19 = 07/15/1981; ED19 = 11/15/1982; // Early 1980s Recession
SD20 = 07/15/1990; ED20 = 03/15/1991; // Early 1900s Recession
SD21 = 03/15/2001; ED21 = 11/15/2001; // Early 2000 Recession
SD22 = 12/15/2007; ED22 = 07/15/2009; // Great Recession

// 
// Set isRecession to 1 for each recession date
// 
isRecession = (DateNum() = Date_To_Num(SD1) AND DateNum() = Date_To_Num(ED1)) 
OR
  (DateNum() = Date_To_Num(SD2) AND DateNum() = Date_To_Num(ED2)) 
OR
  (DateNum() = Date_To_Num(SD3) AND DateNum() = Date_To_Num(ED3)) 
OR
  (DateNum() = Date_To_Num(SD4) AND DateNum() = Date_To_Num(ED4)) 
OR
  (DateNum() = Date_To_Num(SD5) AND DateNum() = Date_To_Num(ED5)) 
OR
  (DateNum() = Date_To_Num(SD6) AND DateNum() = Date_To_Num(ED6)) 
OR
  (DateNum() = Date_To_Num(SD7) AND DateNum() = Date_To_Num(ED7)) 
OR
  (DateNum() = Date_To_Num(SD8) AND DateNum() = Date_To_Num(ED8)) 
OR
  (DateNum() = Date_To_Num(SD9) AND DateNum() = Date_To_Num(ED9)) 
OR
  (DateNum() = Date_To_Num(SD10) AND DateNum() = 
Date_To_Num(ED10)) OR
  (DateNum() = Date_To_Num(SD11) AND DateNum() = 
Date_To_Num(ED11)) OR
  (DateNum() = Date_To_Num(SD12) AND DateNum() = 
Date_To_Num(ED12)) OR
  (DateNum() = Date_To_Num(SD13) AND DateNum() = 
Date_To_Num(ED13)) OR
  (DateNum() = Date_To_Num(SD14) AND DateNum() = 
Date_To_Num(ED14)) OR
  (DateNum() = Date_To_Num(SD15) AND DateNum() = 
Date_To_Num(ED15)) OR
  (DateNum() = Date_To_Num(SD16) AND DateNum() = 
Date_To_Num(ED16)) OR
  (DateNum() = Date_To_Num(SD17) AND DateNum() = 
Date_To_Num(ED17)) OR
  (DateNum() = Date_To_Num(SD18) AND DateNum() = 
Date_To_Num(ED18)) OR
  (DateNum() = Date_To_Num(SD19) AND DateNum() = 
Date_To_Num(ED19)) OR
  (DateNum() = Date_To_Num(SD20) AND DateNum() = 
Date_To_Num(ED20)) OR
  (DateNum() = Date_To_Num(SD21) AND DateNum() = 
Date_To_Num(ED21)) OR
  (DateNum() = Date_To_Num(SD22) AND DateNum() = 
Date_To_Num(ED22));

// 
// Plot Overlay Recession Bands
// 
Plot_RecessionBands   = ParamToggle(Plot_RecessionBands, NO|YES, 0);
//recBarColor   = Param(RecessionColorNum, 25,16,55,1);

[amibroker] Re: PLOT OVERLAY AFL FOR RECESSIONS

2010-07-06 Thread notanaiqgenius 
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...@yahoo.com )
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/,MM/DD/
MM/DD/,MM/DD/
MM/DD/,MM/DD/

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 
101, 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(iStrLen(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 = 1*(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;iBarCount;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 =

[amibroker] Re: PLOT OVERLAY AFL FOR RECESSIONS

2010-07-06 Thread bistrader 
Thanks.  Appreciated!

--- In amibroker@yahoogroups.com, sebastiandanconia sebastiandanco...@... 
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 1s and 0s 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.

[amibroker] Re: PLOT OVERLAY AFL FOR RECESSIONS

2010-07-06 Thread bistrader 
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/,MM/DD/
 MM/DD/,MM/DD/
 MM/DD/,MM/DD/
 
 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 
 101, 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(iStrLen(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 = 1*(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 =

[amibroker] Re: PLOT OVERLAY AFL FOR RECESSIONS

2010-07-06 Thread notanaiqgenius 
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/,MM/DD/
  MM/DD/,MM/DD/
  MM/DD/,MM/DD/
  
  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 
  101, 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(iStrLen(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 =

[amibroker] Re: PLOT OVERLAY AFL FOR RECESSIONS

2010-07-04 Thread bistrader 
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 notanaiqgen...@... 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.

[amibroker] Re: PLOT OVERLAY AFL FOR RECESSIONS

2010-07-04 Thread sebastiandanconia 
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 1s and 0s 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 bistra...@... 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.

[amibroker] Re: PLOT OVERLAY AFL FOR RECESSIONS

2010-07-03 Thread notanaiqgenius 
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 bistra...@... 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.