Elliott Waves in MQL5

05/01/2017
TheImplementationofAutomaticAnalysisoftheElliottWavesinMQL5MQL5Articles
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THE IMPLEMENTATION OF AUTOMATIC ANALYSIS OF THE ELLIOTT WAVES IN

MQL5
30 March 2011, 13:19
16
23 019
ROMAN MARTYNYUK
Introduction
OneofthemostpopularmethodsofmarketanalysisistheElliottWavePrinciple.However,thisprocessisquitecomplicated,whichleadsusto
theuseofadditionalinstruments.Oneofsuchinstrumentsistheautomaticmarker.
This article describes the creation of an automatic analyzer of Elliott Waves in the MQL5 language. It is assumed that the reader is already
familiarwiththewavetheory,ifnot,youneedtorefertotheappropriatesources.
1.Elliott'sWavePrinciple
Elliott'sWavesisatheoreticalmodelofmarketbehavior,developedbyRalphNelsonElliott,accordingtowhichallofthepricemovementson
themarketaresubjecttohumanpsychologyandareacyclicprocessofchangesofimpulsewaves,tothecorrectionalandviceversa.
Impulsewavesareasequenceoffivepricefluctuations,correctivewavesasequenceofthreeorfivepricefluctuations.Impulsewavesin
theirform,structure,andtherulesapplicabletothem,areofthefollowingtypes:
1.Impulses:
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Theendofthesecondwavenevercomesoverthebeginningofthefirstwave
Thethirdwavealwaysextendsbeyondthetopofthefirstwave
Theendofthefourthwavenevercomesoverthetopofthefirstwave
Thethirdwaveisnevertheshortestofalltheactingwaves
Thethirdwaveisalwaysanimpulse
Thefirstwavemaybeeitheranimpulseoraleadingdiagonal
Thefifthwavecanbeeitheranimpulseoradiagonal
Thesecondwavecouldtaketheformofanycorrectivewaveexceptatriangle
Thefourthwavecouldtaketheformofanycorrectionalwave
Figure1.Impulse
2.Leadingdiagonals:
The end of the fourth wave always comes over the top of the first wave, but it never goes
overthebeginningofthethirdwave
Thethirdwaveisalwaysanimpulse
Thefirstwavemaybeeitheranimpulseoraleadingdiagonal
Thefifthwavecanbeeitheranimpulseoradiagonal
Thesecondwavecouldtaketheformofanycorrectivewaveexceptatriangle
Thefourthwavecouldtaketheformofanycorrectionalwave
Figure2.Leadingdiagonal
3.Diagonals:
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The end of the fourth wave usually comes over the top of the first wave, but it never goes
overthetopofthethirdwave
The first, second, and third waves could take the form of any corrective wave except a
triangle
Thefourthandfifthwavecouldtaketheformofanycorrectivewaves
Figure3.Diagonal
Correctivewavesareclassifiedinto:
4.Zigzags:
WaveAmaytaketheformofanimpulseoraleadingdiagonal
WaveCmaytaketheformofanimpulseoradiagonal
WaveBcantaketheformofanycorrectivewave
WaveCextendsbeyondthetopofwaveA
TheendofwaveBdoesnotgooverthebeginningofwaveA
Figure4.Zigzag
5.Flats:
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WaveAcouldtaketheformofanycorrectivewaveexceptatriangle
WaveBcantaketheformofanycorrectivewave
WaveCmaytaketheformofanimpulseoradiagonal
Figure5.Flat
6.DoubleZigzags:
WaveWandWaveYtaketheformofazigzag
WaveXmaytaketheformofanycorrectivewave
WaveYextendsbeyondthetopofwaveW
TheendofwaveXdoesnotgooverthebeginningofwaveW
Figure6.DoubleZigzag
7.TripleZigzags:
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WaveW,waveY,andwaveZtaketheformofazigzag
WaveXmaytaketheformofanycorrectivewaveexceptatriangle
WaveXXmaytaketheformofanycorrectivewave
WaveYextendsbeyondthetopofwaveW
WaveZextendsbeyondthetopofwaveY
TheendofwaveXdoesnotgooverthebeginningofwaveW
TheendofwaveXXdoesnotgooverthebeginningofwaveY
Figure7.TripleZigzag
8.DoubleThrees:
WaveWtakestheformofanycorrectivewaveexceptatriangle
WaveXandwaveYtaketheformofanycorrectivewave
Figure8.DoubleThree
9.TripleThrees:
WaveW,waveX,andwaveYcantakeanyformofacorrectivewaveexceptatriangle
WaveXXandWaveZmaytaketheformofanycorrectivewave
Figure9.TripleThree
10.ContractingTriangle:
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WaveCnevergoesbeyondthepricelimitsofwaveB
WaveDnevergoesbeyondthepricelimitswaveC
WaveEnevergoesbeyondthepricelimitsofwaveD
WaveA,waveB,andwaveCmaytaketheformofanycorrectivewaveexceptatriangle
WaveDandwaveEmaytaketheformofanycorrectivewave
Figure10.ContractingTriangle
11.ExpandingTriangles:
WaveCisalwaysgreaterinlengthsthanwaveB
WaveDisalwaysgreaterinlengththanwaveC
Wave A, wave B, and wave C may take the form of any corrective wave except for the
triangle
WaveDandwaveEmaytaketheformofanycorrectivewave
Figure11.ExpandingTriangle
Thewavemodelsandrules,presentedabove,correspondonlytothetheclassicalnotionofthewaveanalysis.
Thereisalsoitsmodernconception,formedduringthestudyoftheForexmarket.Forexample,anewmodelofoblique(sliding)triangleis
found,impulseswiththetriangleinthesecondwaveareidentified,etc.
As can be seen from the figures 111, each impulse or corrective wave consists of the same impulse and corrective waves (shown by the
dashedline),butinalesserdegree.Thisisthesocalledfractal(nesting)ofElliott'swaves:wavesofalargedegreeconsistofwavesoflesser
degrees,whichinturn,arecomposedofwavesofmuchless,andsoon.
OnthisnotewecancompletetheshortintroductiontotheElliottWavePrincipleandgoontothetopicofautomaticmarkupofwaves.
2.AlgorithmoftheautomaticmarkupoftheElliottWaves
Asyouhaveprobablyalreadyrealized,theElliottWaveAnalysisisacomplexandmultifacetedprocess.Therefore,peoplebeganfromthevery
starttosearchforandapplyinstrumentsthathelptoeaseit.
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OnesuchtoolbecamethemechanismforautomaticmarkupoftheElliottWaves.
Wecandistinguishtwoprinciplesofautomarkups:
1.Accordingtothefractalityofwaves,theanalysisiscarriedoutfromtopdown,fromthelargertothesmallerwaves
2.Theanalysisiscarriedoutbyadirectenumerationofallofthepossibleoptions.
AblockdiagramoftheautomaticanalysisoftheElliottWavesisdemonstratedinFigure12.
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Figure12.AblockdiagramoftheautomaticanalysisofElliottWaves
Considerthealgorithminmoredetail,basedontheexampleoftheautomaticmarkupoftheimpulse(seeFigure13).
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Onthefirststage,attherequiredintervaloftimeofthepricechart,usingthe"Zigzag",theamountofpoints,necessaryformakingthemark
up,arehighlighted.Thenumberofpointsdependsonwhichkindofwavewewanttoanalyze.So,fortheanalysisoftheImpulse,thereare
requiredsixpoints5vertexesandonepointofbeginning.IfwewereanalyzingtheZigzag,thenthenumberofrequiredpointswouldhave
been43vertexesandonepointofbeginning.
Ifthe"Zigzag"hasidentifiedsixpointsonthepricechart,thenwecanimmediatelygenerateamarkupoftheImpulse:thefirstpointthe
startingpointofthefirstwave,thesecondpointthevertexofthefirstwave,thethirdpointthevertexofthesecondwave,thefourthpoint
thevertexofthethirdwave,thefifthpointthevertexofthefourthwave,andthesixthpointthevertexofthefifthwave.
However,onFigure13,the"Zigzag"hasidentified8points.Inthiscase,itwillbenecessarytoenumeratebythesepoints,allofthepossible
optionsandmarkupsofthewave.Andtherewillbefiveofthem(markedwithdifferentcolors).Andeachversionofthemarkupwillhaveto
becheckedaccordingtotherules.
Figure13.Optionsformarkingthemarkupofanimpulse
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Aftercheckingagainsttherules,incasethemarkupofthewaveisanImpulsebyalloftheparameters,allofitssubwavesareanalyzedinthe
samemanner.
Thesameappliestotheanalysisofalloftheotherimpulseandcorrectivewaves.
3.Thetypesofwavesfortheautomaticmarkup
Aspreviouslystated,theanalysiswillbeconductedfromthetoptobottom,bygivingtheprograminstructionstofindsomewaveonagiven
interval.However,onthelargestinterval,itisimpossibletodeterminethestateofthewave,itsbeginningandend.Wewillcallsuchawave
unbegunandunfinished.
Allwavescanbedividedintothefollowinggroups:
1.Unbegunwaves:
1.Waveswithanunbegunfirstwave12345(forexample,anImpulsewithanunbegunwave1,therequirednumberofpoints
5),and123(forexample,aZigzagwithanunbegunwaveAtherequirednumberofpoints3)
2.Waveswithanunbegunsecondwave2345(forexample,aDiagonalwithanunbegunwave2,therequirednumberofpoints
4),and23(forexample,aflatwithanunbegunwaveBtherequirednumberofpoints2)
3.Waveswithanunbegunthirdwave345(forexample,aTripleZigzagwithanunbegunwaveYtherequirednumberofpoints
3)
4.Waveswithanunbegunfourthwave45(forexample,aTrianglewithanunbegunwaveDtherequirednumberofpoints2)
5.Waveswithanunbegunfifthwave5(forexample,anIpulsewithanunbegunwave5,therequirednumberofpoints1)
6.Waveswithanunbegunthirdwave3(forexample,adoublethreewithanunbegunwaveZtherequirednumberofpoints1)
2.Unfinishedwaves:
1.Waveswithanunfinishedfifthwave12345(forexample,anImpulsewithanunfinishedwave5therequirednumberof
points5)
2.Waves with an unfinished fourth wave 1234> (for example, a Triple zigzag with an unfinished wave XX the required
numberofpoints4)
3.Waveswithanunfinishedthirdwave123>(forexample,aleadingdiagonalfromtheunfinishedwave3,therequirednumber
ofpoints3)
4.Waveswithanunfinishedsecondwave12>(forexample,aZigzagwithanunfinishedwaveBtherequirednumberofpoints
2)
5.Waveswithanunfinishedfirstwave1>(forexample,aflatwithanunfinishedwaveAtherequirednumberofpoints1)
3.Unbegunandunfinishedwaves:
1.Waveswithanunbegunfirstwaveandanunfinishedsecondwave12>(forexample,aZigzagwithanunbegunwaveAandan
unfinishedwaveBtherequirednumberofpoints1)
2.Waveswithanunbegunsecondwaveandanunfinishedthirdwave23>(forexample,aZigzagwithanunbegunwaveBandan
unfinishedwaveCtherequirednumberofpoints1)
3.Waveswithanunbegunthirdwaveandanunfinishedfourthwave34><(forexample,anImpulsewithanunbegunwave3
andanunfinishedwave4,therequirednumberofpoints1)
4.Waveswithanunbegunfourthwaveandanunfinishedfifthwave45>(forexample,anImpulsewithanunbegunwave4and
anunfinishedwave5,therequirednumberofpoints1)
5.Waveswithanunbegunfirstandanunfinishedthirdwave123>(forexample,thetriplethreewithanunbegunwaveWand
anunfinishedwaveYtherequirednumberofpoints2)
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6.Waveswithanunbegunsecondwaveandanunfinishedfourthwave234>(forexample,aleadingdiagonalwithanunbegun
wave2andanunfinishedwave4,therequirednumberofpoints2)
7.Waveswithanunbegunthirdwaveandanunfinishedfifthwave345>(forexample,aDiagonalwithanunbegunwave3and
anunfinishedwave5,therequirednumberofpoints2)
8.Waveswithanunbegunfirstwasteandwithanunfinishedfourthwave1234>(forexample,atriplethreewithanunbegun
waveWandanunfinishedwaveXXtherequirednumberofpoints3)
9.Waveswithanunbegunsecondwaveandanunfinishedfifthwave2345(forexample,anImpulsewithanunbegunwave2
andanunfinishedwave5therequirednumberofpoints3)
10.Waveswithanunbegunfirstwaveandanunfinishedfifthwave12345>(forexample,aTriplezigzagwithanunbegunwave
WandanunfinishedwaveZtherequirednumberofpoints4)
4.Completedwaves12345(therequirednumberofpoints6)and123(therequirednumberofpoints4).
Thesign"<"afterthenumberofthewave,indicatesthatithasnotbegun.Thesign">"afterthenumberofawave,indicatesthatitis
incomplete.
OntheFigure14wecanseethefollowingwaves:
1.AwavewithafirstunbegunwaveAABC
2.AwavewithanunbegunfirstWandanunfinishedsecondXwaveW<X>
3.CompletedwavesBandC
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Figure14.Unbegunandunfinishedwaves
4.ThedescriptionthedatastructuresoftheautomaticanalyzerofElliottWaves
TowritetheautomaticanalyzeroftheElliottWaves,wewillneedthefollowingdatastructures:
4.1.Thestructureofthedescriptionoftheanalyzedwavesintheprogram:
//Thestructureofthedescriptionoftheanalyzedwavesintheprogram
structTWaveDescription
{
stringNameWave//nameofthewave
intNumWave//numberofsubwavesinawave
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stringSubwaves[6]//thenamesofthepossiblesubwavesinthewave
}
4.2.Aclassforstoringtheparametersofaspecificwave:
//Aclassforstoringtheparametersofawave
classTWave
{
public:
stringName//nameofthewave
stringFormula//theformulaofthewave(12345,<123etc.)
intLevel//thelevelofthewave
doubleValueVertex[6]//thevalueofthetopofthewave
intIndexVertex[6]//theindexesofthetopofthewaves
}
4.3.AclassforstoringthevaluesofthevertexesandtheindexesofthevertexoftheZigzag:
//Aclassforstoringthevaluesofvertexesandindexesofthezigzag
classTZigzag:publicCObject
{
public:
CArrayInt*IndexVertex//indexesofthevertexesofthezigzag
CArrayDouble*ValueVertex//valueofthevertexesofthezigzags
}
4.4.Classtorepresentthetreeofwaves:
//Aclassforthepresentationofthetreeofthewaves
classTNode:publicCObject
{
public:
CArrayObj*Child//thechildofthegiventreenode
TWave*Wave//thewave,storedinthegiventreenode
stringText//textofthetreenode
TNode*Add(stringText,TWave*Wave=NULL)//thefunctionofaddingthenodetothetree
{
TNode*Node=newTNode
Node.Child=newCArrayObj
Node.Text=Text
Node.Wave=Wave
Child.Add(Node)
return(Node)
}
}
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4.5.Thestructureforstoringthepoints,foundbytheZigzag:
//Thestructureforstoringthepoints,foundbythezigzag
structTPoints
{
doubleValuePoints[]//thevaluesofthefoundpoints
intIndexPoints[]//theindexesofthefoundpoints
intNumPoints//thenumberoffoundpoints
}
4.6.Aclassforstoringtheparametersofthealreadyanalyzedsectionofthechart:
//Aclassforstoringtheparametersofthealreadyanalyzedsection,correspondingtothewavetreenode
classTNodeInfo:CObject
{
public:
intIndexStart,IndexFinish//therangeofthealreadyanalyzedsection
doubleValueStart,ValueFinish//theedgevalueofthealreadyanalyzedsection
stringSubwaves//thenameofthewaveandthegroupofthewaves
TNode*Node//thenode,pointingtothealreadyanalyzedrangeofthechart
}
4.7.Aclassforstoringofthemarkingofwavesbeforeplacingitonthechart:
//Aclassforstoringthemarkingofwavesbeforeplacingthemonthechart
classTLabel:publicCObject
{
public:
doubleValue//thevalueofthevertex
intLevel//thelevelofthewave
stringText//themarkingofthewave
}
5.ThedescriptionofthefunctionoftheautomaticanalyzeroftheElliottWaves
TowritetheautomaticanalyzeroftheElliottWaves,wewillneedthefollowingfunctions:
5.1.Zigzag
Thesearchfunctionoftheextremumsofthe"Zigzags":
intZigzag(intH,intStart,intFinish,CArrayInt*IndexVertex,CArrayDouble*ValueVertex)
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AkeyelementintheautomaticanalyzeroftheElliottWavesisthe"Zigzag",bywhichthewaveswillbebuilt.Thecalculationofthe"Zigzag"by
anyparametermustbedoneveryquickly.
Inouranalyzer,wewillbeusingthe"Zigzag",takenfromthearticle"HowtoWriteFastNonRedrawingZigZags".
TheZigzagfunctioncalculatestheZigzag,withtheparameterHintheintervalfromStarttoFinish,andthenrecordsthefoundindexesofthe
vertexesandthevaluesofthevertexes,respectively,intothearraysIndexVertexandValueVertex,theaddressesofwhicharepassedintothis
function.
TheZigzagfunctionreturnsthenumberoffoundvertexesofthe"Zigzag".
5.2.FillZigZagArray
Functionofthefillingof"Zigzag"andthestorageofitsparameters:
voidFillZigzagArray(intStart,intFinish)
Aswasshownbefore,wewillneedtofindthenecessarynumberofpointsonthepricechartforthemarkupofthewave.Andthereforewe
willneedtohaveanarrayofvertexesofthe"Zigzag",withdifferentparameters,whichwethenwilliteratetofindthesepoints.
The FillZigzagArray function calculates the "Zigzag" on the interval of the chart from Start to Finish, with all of the possible values of the
parameterH(untilthenumberofvertexesofthe"Zigzag"willnotbecomeequaltoorlessthantwo),storestheinformationaboutthefound
vertexesintheobjectsofclassTZigzag,andrecordstheseobjectsintotheglobalarrayZigzagArray,theannouncingofwhichisasfollows:
CArrayObj*ZigzagArray
5.3.FindPoints
Thesearchfunctiononthegivenintervalrequiresthenumberofpointsonthepricechart:
boolFindPoints(intNumPoints,intIndexStart,intIndexFinish,doubleValueStart,doubleValueFinish,TPoints&Points)
ThefunctionFindPointssearchesforatleastthreeNumPointspointsonthepricechart,ontherequiredrange,fromIndexStarttoIndexFinish,
withtherequiredvaluesofthefirstandlastpointsValueStartandValueFinish,andsavesthem(ie,points)intothestructureofPoints,thelink
ofwhichispassedtothisfunction.
ThefunctionFindPointsreturnstrue,iftherequirednumberofpointsisfound,otherwise,itreturnsfalse.
5.4.NotStartedAndNotFinishedWaves
Thefunctionofanalysisoftheunbegunandunfinishedwaves:
voidNotStartedAndNotFinishedWaves(TWave*ParentWave,intNumWave,TNode*Node,stringSubwaves,intLevel)
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The function NotStartedAndNotFinishedWaves analyzes all of the waves of the third group of waves unbegun and unfinished. The function
analyzestheNumWavewave(withawavelevelLevel),waveswiththenameParentWave.Name,whichmaytaketheformofsubwavewaves
(aformofaZigzag,flats,Doublezigzag,and(or),etc.).TheanalyzedwaveNumWavewillbestoredinthenodeofthetreeofwaves,thechild
nodeNode.
Forexample,iftheParentWave.Name="Impulse",NumWave=5,Subwaves="Impulse,Diagonal,andLevel=2,thenwecansaythatthe
NotStartedAndNotFinishedWavesfunctionwillanalyzethefifthwaveoftheImpulse,whichhasawaveleveloftwo,andcantaketheformofan
ImpulseoraDiagonal.
As an example, we use a blockdiagram of the algorithm analysis of the unbegun and unfinished waves 1<23> in the
NotStartedAndNotFinishedWavesfunction:
<imgalt="Figure15.TheBlockdiagramofwaveanalysiswiththeformula"1""title="Figure15.TheBlockdiagramofwaveanalysiswiththe
formula"1""src="http://p.mql5.com/data/2/260/fig15.gif"style="verticalalign:middle"height="1746"width="750">
Figure15.TheBlockdiagramofwaveanalysiswiththeformula"1<23>"
When using the NotStartedAndNotFinishedWaves function, the following functions are called: NotStartedWaves, NotFinishedWaves and
FinishedWaves.
5.5.NotStartedWaves
Thefunctionforanalysisofunbegunwaves:
voidNotStartedWaves(TWave*ParentWave,intNumWave,TNode*Node,stringSubwaves,intLevel)
TheNotStartedWavesfunctionanalyzesallofthewavesofthefirstgroupofwavestheunbegunwaves.ThefunctionanalyzestheNumWave
wave (with the wave level Level) of the wave called ParentWave.Name, which may take the form of subwaves waves. The analyzed wave
NumWavewillbestoredinthenodeofthetreeofwaves,thechildnodeNode.
WhentheNotStartedWavesfunctionisatwork,thefollowingfunctionsarecalled:NotStartedWavesandFinishedWaves.
AllwavesareanalyzedsimilarlytotheblockdiagramintheFigure15.
5.6.NotFinishedWaves
Thefunctionanalysisofunfinishedwaves:
voidNotFinishedWaves(TWave*ParentWave,intNumWave,TNode*Node,stringSubwaves,intLevel)
The NotFinishedWaves function analyzes all of the waves of the second group of waves unfinished waves. The function analyzes the
NumWavewave(withthewavelevelLevel)ofthewavecalledParentWave.Name,whichcantaketheformofsubwavewaves.Theanalyzed
waveNumWavewillbestoredinthenodeofthetreeofwaves,thechildnodeNode.
WhentheNotFinishedWavesfunctionisatwork,thefollowingfunctionsarecalled:NotFinishedWavesandFinishedWaves.
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5.7.FinishedWaves
Thefunctionanalysisofcompleted(finished)waves:
voidFinishedWaves(TWave*ParentWave,intNumWave,TNode*Node,stringSubwaves,intLevel)
TheFinishedWavesfunctionanalyzesallofthewavesofthefourthgroupthecompletedwaves.ThefunctionanalyzestheNumWavewave
(withawavelevelLevel)ofthewavecalledParentWave.Name,whichmaytaketheformofasubwaveswaves.TheanalyzedwaveNumWave
willbestoredinthenodeofthetreeofwaves,thechildnodeNode.
WhentheFinishedWavesfunctionisatwork,thefunctionFinishedWavesiscalled.
5.8.FindWaveInWaveDescription
ThefunctionofwavesearchinthedatastructureWaveDescription:
intFindWaveInWaveDescription(stringNameWave)
The FindWaveInWaveDescription function, by the name of the wave NameWave, passed as a parameter, searches for it in the array of
structuresWaveDescription,andreturnstheindexnumber,correspondingtothiswave.
ThearrayofWaveDescriptionstructureslooksthefollowingway:
TWaveDescriptionWaveDescription[]=
{
{
"Impulse",5,
{
"",
"Impulse,LeadingDiagonal,",
"Zigzag,Flat,DoubleZigzag,TripleZigzag,DoubleThree,TripleThree,",
"Impulse,",
"Zigzag,Flat,DoubleZigzag,TripleZigzag,DoubleThree,TripleThree,ContractingTriangle,ExpandingTriangle,"
"Impulse,Diagonal,"
}
}
,
{
"LeadingDiagonal",5,
{
"",
"Impulse,",
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"Impulse,Diagonal,"
}
}
,
{
"Diagonal",5,
{
"",
}
}
,
{
"Zigzag",3,
{
"",
"Impulse,Diagonal,",
"",
""
}
}
,
{
"Flat",3,
{
"",
"Impulse,Diagonal,",
"",
""
}
}
,
{
"DoubleZigzag",3,
{
"",
"Zigzag,",
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"Zigzag,",
"",
""
}
}
,
{
"TripleZigzag",5,
{
"",
"Zigzag,",
"Zigzag,",
"Zigzag,Flat,DoubleZigzag,TripleZigzag,TripleThree,ContractingTriangle,ExpandingTriangle,",
"Zigzag,"
}
}
,
{
"DoubleThree",3,
{
"",
"",
""
}
}
,
{
"TripleThree",5,
{
"",
}
}
,
{
"ContractingTriangle",5,
{
"",
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}
}
,
{
"ExpandingTriangle",5,
{
"",
}
}
}
The FindWaveInWaveDescription function is used in the function analysis of the following waves: NotStartedAndNotFinishedWaves,
NotStartedWaves,NotFinishedWaves,andFinishedWaves.
5.9.Already
Thefunctionwhichcheckswhetherthegivensectionofthecharthasalreadybeenanalyzed:
boolAlready(TWave*Wave,intNumWave,TNode*Node,stringSubwaves)
SincetheautomaticanalysisoftheElliottWavesoccursbythemethodofenumeration,asituationmayarisewhenthegivensectionofthechart
hasalreadybeenanalyzedforthepresenceofawaveorawavegroup.Toknowthis,youneedtosavethelinktothenodeinthetreeofthe
wavesofthealreadyanalyzedwave,andonlythenputoutthelink.AllthishappensinthefunctionAlready.
The Already function looks for a global array NodeInfoArray, which stores the objects of TNodeInfo class, the interval of the chart,
correspondingtothewaveNumWave,ofthewavenamedWave.Name,whichhastheshapeofsubwaveswaves,andrecordsintotheNode
theaddressofthenodeofthealreadymarkedupsectionofthechart.Ifthissectiondoesn'texist,thenanewobjectofTNodeInfoclassis
createdandfilled,andisrecordedintotheNodeInfoArrayarray.
Thefunctionreturnstrueiftheintervalofthecharthasalreadybeenanalyzed,otherwiseitreturnsfalse.
TheNodeInfoArrayarrayisdeclaredinthefollowingway:
CArrayObjNodeInfoArray
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5.10.Thefunctionsofcheckingthewavesfortherules
It includes the functions VertexAAboveB, WaveAMoreWaveB and WaveRules, from which the first two functions are called. When testing,
remember that the waves can be unbegun and (or) incomplete, and, for example, for the wave with the formula "1<23>", it can not be
determinedwhetherthefourthwavehasgonebeyondtheterritoryofthefirstwavebecausethereisnofourthwaveyet.
5.10.1.WaveRules
Functionofcheckingthewavesfortherules:
boolWaveRules(TWave*Wave)
TheWaveRulesfunctionreturnstrueifawave,withthenameWave.Name,is"correct",otherwise,itreturnsfalse.Initswork,thefunction
WaveRulesiscalledbythefunctionVertexAAboveVertexBandWaveAMoreWaveB.
5.10.2.VertexAAboveVertexB
Thefunctionofcheckingtheexcessofonevertexoveranothervertex:
intVertexAAboveVertexB(intA,intB,boolInternalPoints)
TheVertexAAboveVertexBfunctionreturnsthenumber>=0,ifthetopoftheAwaveexceededthetopoftheBwave,otherwiseitreturns1.
IftheInternalPoints=true,thentheinternalpointsofwaves(maximumand(or)minimum)valuesofthewaves)aretakenintoconsideration.
5.10.3.WaveAMoreWaveB
Thefunctionofcheckingtheexcessofthelengthofonewaveoverthelengthofanother:
intWaveAMoreWaveB(intA,intB)
TheWaveAMoreWaveBfunctionreturnsanumber>=0ifwaveAislargerthanwaveB,otherwiseitreturns1.
11.Thefunctionofclearingthememory
5.11.1.ClearTree
ThefunctionofclearingthetreeofwaveswiththetopnodeNode:
voidClearTree(TNode*Node)
5.11.2.ClearNodeInfoArray
ThefunctionclearsthearrayClearNodeInfoArray:
voidClearNodeInfoArray()
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5.11.3.ClearZigzagArray
ThefunctionforclearingthearrayZigzagArray:
voidClearZigzagArray()
5.12.Thefunctionofbypassingthetreewavesandissuingoftheanalysisresultstothechart
AfterthecompletionoftheautomaticanalysisoftheElliottWaves,wehaveatreeofwaves.
Itsexamplecanbepresentedasonthefigurebelow:
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Figure16.Anexampleofatreeofwaves
Now,todisplaytheresultsoftheanalysisonthechart,weneedtogetaroundthegiventree.AsshowninFigure16,therearequietafew
options(sincethereareseveraloptionsofwaves),andeachoptionofabypassleadstoadifferentmarkups.
Wecandistinguishtwotypesoftreenodes.
Thefirsttypenodeswiththewavenames("Impulse","Zigzag"etc.).Thesecondtypenodeswithwavenumber("1","1<","etc.).Allofthe
informationabouttheparametersofthewaveisstoredinthefirsttypeofthenodes.Therefore,whenvisitingthesenodes,wewillretrieveand
recordinformationaboutthewave,inordertothendisplayitonthechart.
Forsimplicity,wewillbypassthetree,visitingonlythefirstversionsofthewaves.
AnexampleofabypassisshowninFigure17andishighlightedinred.
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Figure17.Exampleofbypassingawavetree
5.12.1.FillLabelArray
Thefunctionofbypassingawavetree:
voidFillLabelArray(TNode*Node)
The FillLabelArray function bypasses the wave tree with the root Node, attending only the first versions of the waves in the tree, and fills a
globalarrayLabelArray,theindexesofwhich,storealinktothearrayofvertexes(arrayofobjectsofclassTLabel),withhasthegivenindexon
thechart.
TheLabelArrayarrayisdefinedasfollows:
CArrayObj*LabelArray[]
5.12.2.CreateLabels
Thefunctionofdisplayingtheanalysisresultsonthechart:
voidCreateLabels()
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TheCreateLabelsfunctioncreatesthegraphicalobjects"Text",correspondingtothewavetagsonthechart.Thetagsofthewavesarecreated
basedonthearrayLabelArray.
5.12.3.CorrectLabel
Theupdatingfunctionof(correcting)thetopsofwavesonthechart:
voidCorrectLabel()
TheCorrectLabelfunctioncorrectsthewavetagsonthechartwhenitisscrolledand(or)duringitsrestriction.
6.TheimplementingoftheautomaticpartitioningofElliottWaves
6.1.TheZigzagfunction:
//++
//|TheZigzagfunction|
//++
intZigzag(intH,intStart,intFinish,CArrayInt*IndexVertex,CArrayDouble*ValueVertex)
{
boolUp=true
doubledH=H*Point()
intj=0
intTempMaxBar=Start
intTempMinBar=Start
doubleTempMax=rates[Start].high
doubleTempMin=rates[Start].low
for(inti=Start+1i<=Finishi++)
{
//processingthecaseofarisingsegment
if(Up==true)
{
//checkthatthecurrentmaximumhasnotchanged
if(rates[i].high>TempMax)
{
//ifithas,correctthecorrespondingvariables
TempMax=rates[i].high
TempMaxBar=i
}
elseif(rates[i].low<TempMaxdH)
{
//otherwise,ifthelaggedlevelisbroken,fixatethemaximum
ValueVertex.Add(TempMax)
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IndexVertex.Add(TempMaxBar)
j++
//correctthecorrespondingvariables
Up=false
TempMin=rates[i].low
TempMinBar=i
}
}
else
{
//processingthecaseofthedescendingsegment
//checkthatthecurrentminimumhasn'tchanged
if(rates[i].low<TempMin)
{
//ifithas,correctthecorrespondingvariables
TempMin=rates[i].low
TempMinBar=i
}
elseif(rates[i].high>TempMin+dH)
{
//otherwise,ifthelaggedlevelisbroken,fixtheminimum
ValueVertex.Add(TempMin)
IndexVertex.Add(TempMinBar)
j++
//correctthecorrespondingvariables
Up=true
TempMax=rates[i].high
TempMaxBar=i
}
}
}
//returnthenumberofzigzagtops
return(j)
}
6.2.TheFillZigzagArrayfunction:
CArrayObj*ZigzagArray//declaretheZigzagArrayglobaldynamicarray
//++
//|TheFillZigzagArrayfunction|
//|searchthroughthevaluesoftheparameterHzigzag|
//|andfillthearrayZigzagArray|
//++
voidFillZigzagArray(intStart,intFinish)
{
ZigzagArray=newCArrayObj//createthedynamicarrayofzigzags
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CArrayInt*IndexVertex=newCArrayInt//createthedynamicarrayofindexesofzigzagtops
CArrayDouble*ValueVertex=newCArrayDouble//createthedynamicarrayofvaluesofthezigzagtops
TZigzag*Zigzag//declaretheclassforstoringtheindexesandvaluesofthezigzag
intH=1
intj=0
intn=Zigzag(H,Start,Finish,IndexVertex,ValueVertex)//findthetopsofthezigzagwiththeparameterH=1
if(n>0)
{
//storethetopsofthezigzaginthearrayZigzagArray
Zigzag=newTZigzag//createtheobjectforstoringthefoundindexesandthezigzagtops,
//fillitandstoreinthearrayZigzagArray
Zigzag.IndexVertex=IndexVertex
Zigzag.ValueVertex=ValueVertex
ZigzagArray.Add(Zigzag)
j++
}
H++
//loopoftheHofthezigzag
while(true)
{
IndexVertex=newCArrayInt//createadynamicarrayofindexesofzigzagtops
ValueVertex=newCArrayDouble//createadynamicarrayofvaluesofthezigzagtops
n=Zigzag(H,Start,Finish,IndexVertex,ValueVertex)//findthetopsofthezigzag
if(n>0)
{
Zigzag=ZigzagArray.At(j1)
CArrayInt*PrevIndexVertex=Zigzag.IndexVertex//getthearrayofindexesofthepreviouszigzag
boolb=false
//checkifthereisadifferencebetweenthecurrentzigzagandthepreviouszigzag
for(inti=0i<=n1i++)
{
if(PrevIndexVertex.At(i)!=IndexVertex.At(i))
{
//ifthereisadifference,storethetopsofazigzaginthearrayZigzagArray
Zigzag=newTZigzag
Zigzag.IndexVertex=IndexVertex
Zigzag.ValueVertex=ValueVertex
ZigzagArray.Add(Zigzag)
j++
b=true
break
}
}
if(b==false)
{
//otherwise,ifthereisnodifference,releasethememory
deleteIndexVertex
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deleteValueVertex
}
}
//searchforthetopsofthezigzaguntilthereistwoorlessofthem
if(n<=2)
break
H++
}
}
6.3.TheFindPointsfunction:
//++
//|TheFindPointsfunction|
//|FilltheValuePointsandIndexPointsarrays|
//|ofthePointsstructure|
//++
boolFindPoints(intNumPoints,intIndexStart,intIndexFinish,doubleValueStart,doubleValueFinish,TPoints&Points)
{
intn=0
//fillthearrayZigzagArray
for(inti=ZigzagArray.Total()1i>=0i)
{
TZigzag*Zigzag=ZigzagArray.At(i)//theobtainedizigzagintheZigzagArray
CArrayInt*IndexVertex=Zigzag.IndexVertex//getthearrayoftheindexesofthetopsoftheizigzags
CArrayDouble*ValueVertex=Zigzag.ValueVertex//getthearrayofvaluesofthetopsoftheizigzag
intIndex1=1,Index2=1
//searchtheindexoftheIndexVertexarray,correspondingtothefirstpoint
for(intj=0j<IndexVertex.Total()j++)
{
if(IndexVertex.At(j)>=IndexStart)
{
Index1=j
break
}
}
//searchtheindexoftheIndexVertexarray,correspondingtothelastpoint
for(intj=IndexVertex.Total()1j>=0j)
{
if(IndexVertex.At(j)<=IndexFinish)
{
Index2=j
break
}
}
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//ifthefirstandlastpointswerefound
if((Index1!=1)&&(Index2!=1))
{
n=Index2Index1+1//findouthowmanypointswerefound
}
//iftherequirednumberofpointswasfound(equalorgreater)
if(n>=NumPoints)
{
//checkthatthefirstandlasttopscorrespondwiththerequiredtopvalues
if(((ValueStart!=0)&&(ValueVertex.At(Index1)!=ValueStart))||
((ValueFinish!=0)&&(ValueVertex.At(Index1+n1)!=ValueFinish)))continue
//fillthePointsstructure,passedasaparameter
Points.NumPoints=n
ArrayResize(Points.ValuePoints,n)
ArrayResize(Points.IndexPoints,n)
intk=0
//filltheValuePointsandIndexPointsarraysofPointsstructure
for(intj=Index1j<Index1+nj++)
{
Points.ValuePoints[k]=ValueVertex.At(j)
Points.IndexPoints[k]=IndexVertex.At(j)
k++
}
return(true)
}
}
return(false)
}
6.4.TheNotStartedAndNotFinishedWavesfunction:
//++
//|TheNotStartedAndNotFinishedWavesfunction|
//++
voidNotStartedAndNotFinishedWaves(TWave*ParentWave,intNumWave,TNode*Node,stringSubwaves,intLevel)
{
intv1,v2,v3,v4,I
TPointsPoints
TNode*ParentNode,*ChildNode
intIndexWave
stringNameWave
TWave*Wave
inti=0,pos=0,start=0
//Putthewaves,whichwewillbeanalyzingtotheListNameWavearray
stringListNameWave[]
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ArrayResize(ListNameWave,ArrayRange(WaveDescription,0))
while(pos!=StringLen(Subwaves)1)
{
pos=StringFind(Subwaves,",",start)
NameWave=StringSubstr(Subwaves,start,posstart)
ListNameWave[i++]=NameWave
start=pos+1
}
intIndexStart=ParentWave.IndexVertex[NumWave1]
intIndexFinish=ParentWave.IndexVertex[NumWave]
doubleValueStart=ParentWave.ValueVertex[NumWave1]
doubleValueFinish=ParentWave.ValueVertex[NumWave]
//findnolessthantwopointsonthepricechartandputthemintothestructurePoints
//iftheyarenotfound,thenexitthefunction
if(FindPoints(2,IndexStart,IndexFinish,ValueStart,ValueFinish,Points)==false)return
//theloopofunbegunandincompletewaveswiththeformula"1<23>"
v1=0
while(v1<=Points.NumPoints2)
{
v2=v1+1
{
intj=0
while(j<=i1)
{
//getthenameofthewaveforanalysisfromtheListNameWave
NameWave=ListNameWave[j++]
//findtheindexofthewaveinthestructureWaveDescriptioninorderto
//findoutthenumberofitssubwavesandtheirnames
IndexWave=FindWaveInWaveDescription(NameWave)
if((WaveDescription[IndexWave].NumWave==5)||(WaveDescription[IndexWave].NumWave==3))
{
//createtheobjectofTWaveclassandfillitsfieldsparametersoftheanalyzedwaves
Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
Wave.Formula="1<23>"
Wave.ValueVertex[0]=0
Wave.ValueVertex[1]=Points.ValuePoints[v1]
Wave.IndexVertex[0]=IndexStart
Wave.IndexVertex[1]=Points.IndexPoints[v1]
Wave.IndexVertex[3]=IndexFinish
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Wave.IndexVertex[4]=0
//checkthewavebytherules
if(WaveRules(Wave)==true)
{
//ifawavepassedthecheckbyrules,additintothewavetree
ParentNode=Node.Add(NameWave,Wave)
I=1
//createthefirstsubwaveinthewavestree
ChildNode=ParentNode.Add(IntegerToString(I))
//iftheintervalofthechart,correspondingtothefirstsubwave,hasnotbeenanalyzed,thenanalyz
if(Already(Wave,I,ChildNode,WaveDescription[IndexWave].Subwaves[I])==false)
NotStartedWaves(Wave,I,ChildNode,WaveDescription[IndexWave].Subwaves[I],Level+1)
I++
//createthesecondsubwaveinthewavestree
//iftheintervalofthechart,correspondingtothesecondsubwave,hasnotbeenanalyzed,thenanaly
FinishedWaves(Wave,I,ChildNode,WaveDescription[IndexWave].Subwaves[I],Level+1)
I++
//createathirdsubwaveinthewavestree
//iftheintervalofthechart,correspondingtothethirdsubwave,hasnotbeenanalyzed,thenanalyz
NotFinishedWaves(Wave,I,ChildNode,WaveDescription[IndexWave].Subwaves[I],Level+1)
}
//otherwise,ifthewavedidnotpassbytherules,releasememory
elsedeleteWave
}
}
v2=v2+2
}
v1=v1+2
}
//theloopofunbegunandunfinishedwaveswiththeformula"2<34>"
v2=0
{
v3=v2+1
{
intj=0
while(j<=i1)
{
//findtheindexofthewaveintheWaveDescriptionstructureinordertoknowthenumberofitssymbolsand
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if(WaveDescription[IndexWave].NumWave==5)
{
//createtheobjectofTWaveclassandfillitsfieldsparametersoftheanalyzedwave
Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
{
//ifthewavepassedthecheckforrules,addittothewavestree
I=2
I++
//createthethirdsubwaveinthwavestree
I++
//createthefourthsubwaveinthewavestree
//iftheintervalofthechart,correspondingtothefourthsubwave,hasnotbeenanalyzed,thenanaly
}
//otherwise,ifthewavedidnotpassthecheckbyrules,releasememory
elsedeleteWave
}
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}
v3=v3+2
}
v2=v2+2
}
//theloopoftheunbegunandtheincompletewaveswiththeformula"3<45>"
v3=0
{
v4=v3+1
{
intj=0
while(j<=i1)
{
//findtheindexofthewaveintheWaveDescriptionstructureinorderto
//findoutthenumberofitssymbolsandtheirnames
{
Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
//checkthewavefortherules
{
//ifthewavepassedthecheckbytherules,addittothewavestree
I=3
//createthethirdsubwaveinthewavestree
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//iftheintervalofthechart,correspondingtothethirdsubwavehasnotbeenanalyzed,thenanalyze
I++
I++
//createthefifthsubwaveinthewavestree
//iftheintervalofthechart,correspondingtothefifthwave,hasnotbeenanalyzed,thenanalyzeit
}
//otherwise,ifthewavehasnotpassedthecheckbytherules,releasethememory
elsedeleteWave
}
}
v4=v4+2
}
v3=v3+2
}
//findnolessthanthreepointsonthepricechartandputtheminthePointsstructure
//iftheywerenotfound,thenexitthefunction
//theloopofunbegunandunfinishedwavedwiththeformula"1<234>"
v1=0
{
v2=v1+1
{
v3=v2+1
{
intj=0
while(j<=i1)
{
//findtheindexofthewaveintheWaveDescriptionstructureinordertoknowthenumberofitssubwaves
{
//createanobjectofTWaveclassandfillitsfieldsparametersoftheanalyzedwave
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Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
{
I=1
//iftheintervalofthechart,correspondingtothefirstsubwave,hasnotbeenanalyzed,thenana
I++
//createthesecondsubwaveinthewavedtree
//iftheintervalofthechart,correspondingtothesecondsubwave,hasnotbeenanalyzed,thenan
I++
//createthethirdsubwaveinthewaves
//iftheintervalofthechart,correspondingtothethirdsubwave,hasnotbeenanalyzed,thenana
I++
//createthefourthsubwaveofthewavestree
//iftheintervalofthechart,correspondingtothefourthsubwave,hasnotbeenanalyzed,thenan
}
//otherwise,ifthewavedidnotpassbytherules,releasethememory
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elsedeleteWave
}
}
v3=v3+2
}
v2=v2+2
}
v1=v1+2
}
v2=0
{
v3=v2+1
{
v4=v3+1
{
intj=0
while(j<=i1)
{
//findtheindexofthewaveintheWaveDescriptionstructureinordertoknowthenumberofthesymbolsa
{
Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
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{
I=2
I++
I++
I++
//createthefifthsubwaveinthewavedtree
//iftheintervalofthechart,correspondingtothefifthsubwave,hasnotbeenanalyzed,thenana
}
//otherwise,ifthewavehasnotpassedbytherules,releasethememory
elsedeleteWave
}
}
v4=v4+2
}
v3=v3+2
}
v2=v2+2
}
//findnolessthanfourpointonthepricechartandputthemintothestructurePoints
//ifwedidn'tfindany,thenexitthefunction
v1=0
{
v2=v1+1
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{
v3=v2+1
{
v4=v3+1
{
intj=0
while(j<=i1)
{
//findtheindexofthewaveintheWaveDescriptionstructureinordertoknowthenumberofsubwaves
{
//createtheobjectTWaveclassandfillitsfieldsparametersoftheanalyzedwave
Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
{
I=1
//iftheintervalofthechart,correspondingtothefirstsubwavehasnotbeenanalyzed,thena
I++
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//iftheintervalofthechart,correspondingtothesecondsubwave,hasnotbeenanalyzed,then
I++
//iftheintervalofthechart,correspondingtothethirdsubwave,hasnotbeenanalyzed,then
I++
//createthefourthsubwaveinthewavedtree
//iftheintervalofthechart,correspondingtothefourthsubwave,hasnotbeenanalyzed,then
I++
//createthe5thsubwaveinthewavetree
}
//otherwise,ifthewavedidnotpassthecheckbytherules,releasethememory
elsedeleteWave
}
}
v4=v4+2
}
v3=v3+2
}
v2=v2+2
}
v1=v1+2
}
//findnolessthanonepointonthepricechartandrecorditintothestructurePoints
v1=0
{
intj=0
while(j<=i1)
{
//getthenameofthewaveforanalysisfromListNameWave
//findtheindexofthewaveintheWaveDescriptionstructureinordertoknowthenumberofsubwavesandtheir
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if(WaveDescription[IndexWave].NumWave==5||WaveDescription[IndexWave].NumWave==3)
{
Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
Wave.Formula="1<2>"
{
I=1
//iftheintervalofthechart,correspondingtothefirstsubwave,hasnotbeenanalyzed,thenanalyzei
I++
//createthesecondsubwaveinthewavedtree
//iftheintervalofthechart,correspondingtothesecondsubwave,hasnotbeenanalyzed,thenanalyze
}
elsedeleteWave
}
}
v1=v1+1
}
//looptheunbegunandunfinishedwaveswiththeformula"2<3>"
v2=0
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{
intj=0
while(j<=i1)
{
//findtheindexofthewaveinthestructureWaveDescription,inordertoknowthenumberofitssubwavesand
if(WaveDescription[IndexWave].NumWave==5||WaveDescription[IndexWave].NumWave==3)
{
Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
Wave.Formula="2<3>"
{
I=2
I++
//createthethirdsubwaveinthewavedtree
//iftheintervalofthechart,correspondingtothethirdsubwave,hasnotbeenanalyzed,thenanalyzei
}
elsedeleteWave
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}
}
v2=v2+1
}
v3=0
{
intj=0
while(j<=i1)
{
//findtheindexofthewaveintheWaveDescriptionstructureonordertoknowthenumberofsubwavedandtheir
{
Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
Wave.Formula="3<4>"
{
I=3
I++
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//iftheintervalofthechart,correspondingtothefourthsubwave,hasnotbeenanalyzed,thenanalyze
}
elsedeleteWave
}
}
v3=v3+1
}
v4=0
{
intj=0
while(j<=i1)
{
//findtheindexofthewaveintheWaveDescriptionstructureinordertoknowthenumberofsymbolsandtheirn
{
Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
Wave.Formula="4<5>"
{
I=4
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I++
//iftheintervalofthechart,correspondingtothefifthsubwave,hasnotbeenanalyzed,thenanalyzei
}
elsedeleteWave
}
}
v4=v4+1
}
}
6.5.TheNotStartedWavesfunction:
//++
//|ThefunctionNotStartedWaves|
//++
voidNotStartedWaves(TWave*ParentWave,intNumWave,TNode*Node,stringSubwaves,intLevel)
{
intv1,v2,v3,v4,v5,I
TPointsPoints
intIndexWave
stringNameWave
TWave*Wave
inti=0,Pos=0,Start=0
while(Pos!=StringLen(Subwaves)1)
{
Pos=StringFind(Subwaves,",",Start)
NameWave=StringSubstr(Subwaves,Start,PosStart)
Start=Pos+1
}
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//findnolessthantwopointsonthepricechartandputthemintothestructurePoints
//looptheunbegunwaveswiththeformula"4<5"
v5=Points.NumPoints1
v4=v51
while(v4>=0)
{
intj=0
while(j<=i1)
{
//findtheindexofthewaveintheWaveDescriptionstructureinordertoknowthenumberofitssubwavesandt
{
//createtheobjectofclassTWaveandfillitsfieldsparametersoftheanalyzedwave
Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
Wave.Formula="4<5"
{
I=4
//createthefourthsubwaveinthewavetree
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I++
//create5thsubwaveinthewavestree
//iftheintervalofthechart,correspondingtothefifthsubwave,hasnotbeenanalyzed,thenanalyzei
}
elsedeleteWave
}
}
v4=v42
}
v2=v31
while(v2>=0)
{
intj=0
while(j<=i1)
{
//inturn,fromtheListNameWave,drawthenameofthewaveforanalysis
{
Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
Wave.Formula="2<3"
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{
I=2
I++
}
elsedeleteWave
}
}
v2=v22
}
//findnotlessthanthreepointsonthepricechartandputthemintothestructurePoints
v4=v51
while(v4>=1)
{
v3=v41
while(v3>=0)
{
intj=0
while(j<=i1)
{
//findtheindexofthewaveintheWaveDescriptionstructureinordertoknowthenumberofsubwavesandth
{
Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
Wave.Formula="3<45"
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{
I=3
//createthethreesubwavesinthewavestree
I++
I++
//iftheintervalofthechart,correspondingtothefifthsubwave,hasnotbeenanalyzed,thenanalyz
}
elsedeleteWave
}
}
v3=v32
}
v4=v42
}
//theloopoftheunbegunwaveswiththeformula"1<23"
v2=v31
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while(v2>=1)
{
v1=v21
while(v1>=0)
{
intj=0
while(j<=i1)
{
{
Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
Wave.Formula="1<23"
{
I=1
//iftheintervalofthechart,correspondingtothefirstsubwave,hasnotbeenanalyzed,thenanalyze
I++
//iftheintervalofthechart,correspondingtothesecondsubwave,hasnotbeenanalyzed,thenanalyz
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I++
}
elsedeleteWave
}
}
v1=v12
}
v2=v22
}
//findnolessthanfourpointsonthepricechartandputthemintothestructurePoints
//theloopofunbegunwaveswiththeformula"2<345"
v4=v51
while(v4>=2)
{
v3=v41
while(v3>=1)
{
v2=v31
while(v2>=0)
{
intj=0
while(j<=i1)
{
//findtheindexofthewaveintheWaveDescriptionstructureinordertoknowthenumberofitssubwaves
{
Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
Wave.Formula="2<345"
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{
I=2
I++
I++
I++
//iftheintervalofthechart,correspondingtothefifthsubwave,hasnotbeenanalyzed,thenana
}
//otherwise,ifthewavehasnotpassedtherules,releasethememory
elsedeleteWave
}
}
v2=v22
}
v3=v32
}
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v4=v42
}
//findnolessthanfivepointsonthepricechartandrecorditintothestructurePoints
//theloopofunbegunwaveswiththeformula"1<2345"
v4=v51
while(v4>=3)
{
v3=v41
while(v3>=2)
{
v2=v31
while(v2>=1)
{
v1=v21
while(v1>=0)
{
intj=0
while(j<=i1)
{
//findtheindexofthewaveintheWaveDescriptionstructureinordertoknowthenumberofsubwaves
{
Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
Wave.Formula="1<2345"
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{
I=1
//iftheintervalofthechart,correspondingtothefirstsubwave,hasnotbeenanalyzed,then
I++
I++
I++
I++
//iftheintervalofthechart,correspondingtothechart,hasnotbeenanalyzed,thenanalyzei
}
elsedeleteWave
}
}
v1=v12
}
v2=v22
}
v3=v32
}
v4=v42
}
}
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6.6.TheNotFinishedWavesfunction:
//++
//|ThefunctionFinishedWaves|
//++
voidNotFinishedWaves(TWave*ParentWave,intNumWave,TNode*Node,stringSubwaves,intLevel)
{
intv0,v1,v2,v3,v4,I
TPointsPoints
intIndexWave
stringNameWave
TWave*Wave
//weputthewaves,whichwewillbeanalyzinginthearrayListNameWaveg
{
Start=Pos+1
}
//findnotlessthantwopointsonthepricechartandrecorditintothestructurePoints
//theloopofunfinishedwaveswiththeformula"12>"
v0=0
v1=v0+1
{
intj=0
while(j<=i1)
{
{
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Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
Wave.Formula="12>"
{
I=1
//iftheintervalofthechart,correspondingtothefirstsubwave,hasnotbeenanalyzed,thenanalyzei
I++
}
elsedeleteWave
}
}
v1=v1+2
}
//findnolessthanthreepointsonthepricechartandputitintothePointsstructure
//ifnonewerefound,thenexitthefunction
v0=0
v1=v0+1
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{
v2=v1+1
{
intj=0
while(j<=i1)
{
{
Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
Wave.Formula="123>"
{
I=1
I++
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I++
//iftheintervalofthechart,ofthecorrespondingthirdsubwave,hasnotbeenanalyzed,thenanalyz
}
elsedeleteWave
}
}
v2=v2+2
}
v1=v1+2
}
//findnolessthanfourpointsonthepricechartandrecorditintothePointsstructure
v0=0
v1=v0+1
{
v2=v1+1
{
v3=v2+1
{
intj=0
while(j<=i1)
{
//findtheindexofthewaveinWaveDescriptionstructureinordertoknowthenumberofsubwavesandthe
{
Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
Wave.Formula="1234>"
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{
//ifthewavepassedthecheckfortherules,addittothewavestree
I=1
//iftheintervalofthechart,correspondingtothefirstsubwave,hasnotbeenanalyzed,thenana
I++
I++
I++
}
//otherwise,ifthewavedidn'tpassbytherules,releasethememory
elsedeleteWave
}
}
v3=v3+2
}
v2=v2+2
}
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v1=v1+2
}
//findnolessthanfivepointsonthepricechartandputthemintothestructurePoints
//ifnonewerefound,exitthefunction
v0=0
v1=v0+1
{
v2=v1+1
{
v3=v2+1
{
v4=v3+1
{
intj=0
while(j<=i1)
{
//findtheindexofthewaveintheWaveDescriptionstructureinordertoknowthenumberofitssubwa
{
Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
Wave.Formula="12345>"
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{
I=1
I++
I++
I++
I++
//iftheintervalofthechart,correspondingtothefifthsubwave,hasnotbeenanalyzed,then
}
elsedeleteWave
}
}
v4=v4+2
}
v3=v3+2
}
v2=v2+2
}
v1=v1+2
}
}
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6.7.TheFinishedWavesfunction:
//++
//|TheFinishedWavesfunction|
//++
voidFinishedWaves(TWave*ParentWave,intNumWave,TNode*Node,stringSubwaves,intLevel)
{
intv0,v1,v2,v3,v4,v5,I
TPointsPoints
intIndexWave
stringNameWave
TWave*Wave
{
Start=Pos+1
}
//findnolessthanfourpointsonthepricechartandputthemintothestructurePoints
//theloopofcompletewaveswiththeformula"123"
v0=0
v1=1
while(v1<=v32)
{
v2=v1+1
while(v2<=v31)
{
intj=0
while(j<=i1)
{
//intuen,fromListNameWave,drawthenameofthewaveforanalysis
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//findtheindexofthewaveinthestructureWaveDescriptioninordertoknowthenumberofsubwavesandit
{
Wave=newTWave
Wave.Name=NameWave
Wave.Formula="123"
Wave.Level=Level
{
I=1
ChildNode=ParentNode.Add(IntegerToString(i))
I++
ChildNode=ParentNode.Add(IntegerToString(i))
I++
}
elsedeleteWave
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}
}
v2=v2+2
}
v1=v1+2
}
//findnolessthansixpointsonthepricechartandputthemintothestructurePoints
//theloopofcompletewaveswiththeformula"12345"
v0=0
v1=1
while(v1<=v54)
{
v2=v1+1
while(v2<=v53)
{
v3=v2+1
while(v3<=v52)
{
v4=v3+1
while(v4<=v51)
{
intj=0
while(j<=i1)
{
//findtheindexofthewaveintheWaveDescriptionstructureinordertoknowthenumberofitssubwa
{
Wave=newTWave
Wave.Name=NameWave
Wave.Level=Level
Wave.Formula="12345"
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{
I=1
I++
I++
I++
I++
//iftheintervalofthechart,correspondingtothefifthsubwave,hasnotbeenanalyzed,then
}
elsedeleteWave
}
}
v4=v4+2
}
v3=v3+2
}
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v2=v2+2
}
v1=v1+2
}
}
6.8.TheFindWaveInWaveDescriptionfunction:
//++
//|TheFindWaveInWaveDescriptionfunction|
//++
intFindWaveInWaveDescription(stringNameWave)
{
for(inti=0i<ArrayRange(WaveDescription,0)i++)
if(WaveDescription[i].NameWave==NameWave)return(i)
return(1)
}
6.9.TheAlreadyfunction:
//++
//|TheAlreadyfunction|
//++
boolAlready(TWave*Wave,intNumWave,TNode*Node,stringSubwaves)
{
//obtainthenecessaryparametersofthewaveorthegroupofwaves
intIndexStart=Wave.IndexVertex[NumWave1]
intIndexFinish=Wave.IndexVertex[NumWave]
doubleValueStart=Wave.ValueVertex[NumWave1]
doubleValueFinish=Wave.ValueVertex[NumWave]
//intheloop,proceedthearrayNodeInfoArrayforthesearchofthemarkedupsectionofthechart
for(inti=NodeInfoArray.Total()1i>=0i)
{
TNodeInfo*NodeInfo=NodeInfoArray.At(i)
//iftherequiredsectionhasalreadybeenmarkedup
if(NodeInfo.Subwaves==Subwaves&&(NodeInfo.ValueStart==ValueStart)&&
(NodeInfo.ValueFinish==ValueFinish)&&(NodeInfo.IndexStart==IndexStart)&&
(NodeInfo.IndexFinish==IndexFinish))
{
//addthechildnodesofthefoundnodeintothechildnodesofthenewnode
for(intj=0j<NodeInfo.Node.Child.Total()j++)
Node.Child.Add(NodeInfo.Node.Child.At(j))
return(true)//exitthefunction
}
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}
//iftheintervalhasnotbeenmarkedupearlier,thenrecorditsdataintothearrayNodeInfoArray
TNodeInfo*NodeInfo=newTNodeInfo
NodeInfo.IndexStart=IndexStart
NodeInfo.IndexFinish=IndexFinish
NodeInfo.ValueStart=ValueStart
NodeInfo.ValueFinish=ValueFinish
NodeInfo.Subwaves=Subwaves
NodeInfo.Node=Node
NodeInfoArray.Add(NodeInfo)
return(false)
}
6.10.TheWaveRulesfunction:
intIndexVertex[6]//theindexesofthetopsofthewave
doubleValueVertex[6],Maximum[6],Minimum[6]//thebaluesofthetopsofthewave,aswellasthemaximumandminimumval
stringTrend//directionofthetrend"Up"or"Down"
stringFormula//theformulaofthewave"1<23>"or"123>"etc.
intFixedVertex[6]//informationaboutthetopsofthewave,whetherornottheyhavebeenf
//++
//|ThefunctionWaveRules|
//++
boolWaveRules(TWave*Wave)
{
Formula=Wave.Formula
boolResult=false
//fillthearrayIndexVertexandValueVertexindexesofthetopsandvaluesofthetopsofthewave
for(inti=0i<=5i++)
{
IndexVertex[i]=Wave.IndexVertex[i]
ValueVertex[i]=Wave.ValueVertex[i]
FixedVertex[i]=1
}
//fillthearrayFixedVertex,thebaluesofwhichindicatewhetherornotthetopofthewaveisfixed
intPos1=StringFind(Formula,"<")
stringStr
if(Pos1>0)
{
Str=ShortToString(StringGetCharacter(Formula,Pos11))
FixedVertex[StringToInteger(Str)]=1
FixedVertex[StringToInteger(Str)1]=0
Pos1=StringToInteger(Str)+1
}
elsePos1=0
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intPos2=StringFind(Formula,">")
if(Pos2>0)
{
FixedVertex[StringToInteger(Str)]=0
Pos2=StringToInteger(Str)1
}
else
{
Pos2=StringLen(Formula)
Pos2=StringToInteger(Str)
}
for(inti=Pos1i<=Pos2i++)
FixedVertex[i]=1
doubleHigh[],Low[]
ArrayResize(High,ArrayRange(rates,0))
ArrayResize(Low,ArrayRange(rates,0))
//findthemaximumsandminimumsofthewaves
for(inti=1i<=5i++)
{
Maximum[i]=rates[IndexVertex[i]].high
Minimum[i]=rates[IndexVertex[i1]].low
for(intj=IndexVertex[i1]j<=IndexVertex[i]j++)
{
if(rates[j].high>Maximum[i])Maximum[i]=rates[j].high
if(rates[j].low<Minimum[i])Minimum[i]=rates[j].low
}
}
//findoutthetrend
if((FixedVertex[0]==1&&ValueVertex[0]==rates[IndexVertex[0]].low)||
(FixedVertex[1]==1&&ValueVertex[1]==rates[IndexVertex[1]].high)||
(FixedVertex[2]==1&&ValueVertex[2]==rates[IndexVertex[2]].low)||
(FixedVertex[3]==1&&ValueVertex[3]==rates[IndexVertex[3]].high)||
(FixedVertex[4]==1&&ValueVertex[4]==rates[IndexVertex[4]].low)||
(FixedVertex[5]==1&&ValueVertex[5]==rates[IndexVertex[5]].high))
Trend="Up"
elseTrend="Down"
//checktherequiredwavebytherules
if(Wave.Name=="Impulse")
{
if(VertexAAboveVertexB(1,0,true)>=0&&VertexAAboveVertexB(2,0,true)>=0&&
VertexAAboveVertexB(1,2,false)>=0&&VertexAAboveVertexB(3,2,true)>=0&&
(WaveAMoreWaveB(3,1)>=0||WaveAMoreWaveB(3,5)>=0))
Result=true
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}
elseif(Wave.Name=="LeadingDiagonal")
{
VertexAAboveVertexB(1,4,false)>=0&&
Result=true
}
elseif(Wave.Name=="Diagonal")
{
Result=true
}
elseif(Wave.Name=="Zigzag")
{
VertexAAboveVertexB(3,1,false)>=0)
Result=true
}
elseif(Wave.Name=="Flat")
{
if(VertexAAboveVertexB(1,0,false)>=0&&
VertexAAboveVertexB(1,2,false)>=0&&VertexAAboveVertexB(3,2,true)>=0)
Result=true
}
elseif(Wave.Name=="DoubleZigzag")
{
VertexAAboveVertexB(3,1,false)>=0)
Result=true
}
elseif(Wave.Name=="DoubleThree")
{
if(VertexAAboveVertexB(1,0,true)>=0&&
VertexAAboveVertexB(1,2,false)>=0&&VertexAAboveVertexB(3,2,false)>=0)
Result=true
}
elseif(Wave.Name=="TripleZigzag")
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{
VertexAAboveVertexB(3,1,false)>=0&&VertexAAboveVertexB(5,3,false)&&
VertexAAboveVertexB(3,4,false)>=0&&VertexAAboveVertexB(5,4,true)>=0)
Result=true
}
elseif(Wave.Name=="TripleThree")
{
if(VertexAAboveVertexB(1,0,true)>=0&&
VertexAAboveVertexB(1,2,false)>=0&&VertexAAboveVertexB(3,2,false)>=0&&
VertexAAboveVertexB(3,4,false)>=0&&VertexAAboveVertexB(5,4,false)>=0)
Result=true
}
elseif(Wave.Name=="ContractingTriangle")
{
if(VertexAAboveVertexB(1,0,false)>=0&&VertexAAboveVertexB(1,2,false)>=0&&VertexAAboveVertexB(3,2,false)>=
WaveAMoreWaveB(2,3)>=0&&WaveAMoreWaveB(3,4)>=0&&WaveAMoreWaveB(4,5)>=0)
Result=true
}
elseif(Wave.Name=="ExpandingTriangle")
{
if(VertexAAboveVertexB(1,0,false)>=0&&VertexAAboveVertexB(1,2,false)>=0&&VertexAAboveVertexB(3,2,false)>=
WaveAMoreWaveB(3,2)>=0&&WaveAMoreWaveB(3,2)>=0)
Result=true
}
return(Result)
}
6.11.TheVertexAAboveVertexBfunction:
//++
//|ThefunctionVertexAAboveVertexBcheckswhetherornotthetopAishigherthantopB,|
//|transferredastheparametersofthegivenfunction|
//|thischeckcanbeperformedonlyifthetopsAandBarefixed,|
//|orthetopAisnotfixedandprime,whilethetopBisfixed,|
//|orthetopAisfixed,whilethetopBisnotfixedandodd,|
//|orthetopAisnotfixedandprime,andthetopBisnotfixedandodd|
//++
intVertexAAboveVertexB(intA,intB,boolInternalPoints)
{
doubleVA=0,VB=0,VC=0
intIA=0,IB=0
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intResult=0
if(A>=B)
{
IA=A
IB=B
}
elseif(A<B)
{
IA=B
IB=A
}
//iftheinternalpointsofthewavemustbetakenintoconsideration
if(InternalPoints==true)
{
if((Trend=="Up")&&((IA%2==0)||((IAIB==1)&&(IB%2==0))))
{
VA=Minimum[IA]
IA=IAIA%2
}
elseif((Trend=="Down")&&((IA%2==0)||((IAIB==1)&&(IB%2==0))))
{
VA=Maximum[IA]
IA=IAIA%2
}
elseif((Trend=="Up")&&((IA%2==1)||((IAIB==1)&&(IB%2==1))))
{
VA=Maximum[IA]
IA=IA(1IA%2)
}
elseif((Trend=="Down")&&(IA%2==1)||((IAIB==1)&&(IB%2==1)))
{
VA=Minimum[IA]
IA=IA(1IA%2)
}
VB=ValueVertex[IB]
}
else
{
VA=ValueVertex[IA]
VB=ValueVertex[IB]
}
if(A>B)
{
A=IA
B=IB
}
elseif(A<B)
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{
A=IB
B=IA
VC=VA
VA=VB
VB=VC
}
if(((FixedVertex[A]==1)&&(FixedVertex[B]==1))||
((FixedVertex[A]==0)&&(A%2==0)&&(FixedVertex[B]==1))||
((FixedVertex[A]==1)&&(FixedVertex[B]==0)&&(B%2==1))||
((FixedVertex[A]==0)&(A%2==0)&&(FixedVertex[B]==0)&&(B%2==1)))
{
if(((Trend=="Up")&&(VA>=VB))||((Trend=="Down")&&(VA<=VB)))
Result=1
else
Result=1
}
return(Result)
}
6.12.TheWaveAMoreWaveBfunction:
//++
//|ThefunctionWaveAMoreWaveBcheckswhetherornotthewaveAislargerthanthewaveB,|
//|transferredastheparametersofthegivenfunction|
//|thischeckcanbeperformedonlyifwaveAiscomplete,|
//|andwaveBisincompleteorincompleteandunbegun|
//++
intWaveAMoreWaveB(intA,intB)
{
intResult=0
doubleLengthWaveA=0,LengthWaveB=0
if(FixedVertex[A]==1&&FixedVertex[A1]==1&&(FixedVertex[B]==1||FixedVertex[B1]==1))
{
LengthWaveA=MathAbs(ValueVertex[A]ValueVertex[A1])
if(FixedVertex[B]==1&&FixedVertex[B1]==1)LengthWaveB=MathAbs(ValueVertex[B]ValueVertex[B1])
elseif(FixedVertex[B]==1&&FixedVertex[B1]==0)
{
if(Trend=="Up")LengthWaveB=MathAbs(ValueVertex[B]Minimum[B])
elseLengthWaveB=MathAbs(ValueVertex[B]Maximum[B])
}
elseif(FixedVertex[B]==0&&FixedVertex[B1]==1)
{
if(Trend=="Up")LengthWaveB=MathAbs(ValueVertex[B1]Minimum[B1])
elseLengthWaveB=MathAbs(ValueVertex[B1]Maximum[B1])
}
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if(LengthWaveA>LengthWaveB)Result=1
elseResult=1
}
return(Result)
}
6.13.TheClearTreefunction:
//++
//|ThefunctionofclearingthewavestreewiththetopnodeNode|
//++
voidClearTree(TNode*Node)
{
if(CheckPointer(Node)!=POINTER_INVALID)
{
for(inti=0i<Node.Child.Total()i++)
ClearTree(Node.Child.At(i))
deleteNode.Child
if(CheckPointer(Node.Wave)!=POINTER_INVALID)deleteNode.Wave
deleteNode
}
}
6.14.TheClearNodeInfoArrayfunction:
//++
//|ThefunctionofclearingtheNodeInfoArrayarray|
//++
voidClearNodeInfoArray()
{
for(inti=NodeInfoArray.Total()1i>=0i)
{
TNodeInfo*NodeInfo=NodeInfoArray.At(i)
if(CheckPointer(NodeInfo.Node)!=POINTER_INVALID)deleteNodeInfo.Node
deleteNodeInfo
}
NodeInfoArray.Clear()
}
6.15.TheClearZigzagArrayfunction:
//++
//|ThefunctionofclearingtheZigzagArrayarray|
//++
voidClearZigzagArray()
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{
for(inti=0i<ZigzagArray.Total()i++)
{
TZigzag*Zigzag=ZigzagArray.At(i)
deleteZigzag.IndexVertex
deleteZigzag.ValueVertex
deleteZigzag
}
ZigzagArray.Clear()
}
6.16.TheFillLabelArrayfunction:
CArrayObj*LabelArray[]
intLevelMax=0
//++
//|TheFillLabelArrayfunction|
//++
voidFillLabelArray(TNode*Node)
{
if(Node.Child.Total()>0)
{
//obtainthefirstnode
TNode*ChildNode=Node.Child.At(0)
//obtainthestructure,inwhichtheinformationaboutthewaveisstored
TWave*Wave=ChildNode.Wave
stringText
//ifthereisafirsttop
if(Wave.ValueVertex[1]>0)
{
//markthetopaccordingtothewave
if(Wave.Name=="Impulse"||Wave.Name=="LeadingDiagonal"||Wave.Name=="Diagonal")
Text="1"
elseif(Wave.Name=="Zigzag"||Wave.Name=="Flat"||Wave.Name=="ExpandingTriangle"||
Wave.Name=="ContractingTriangle")
Text="A"
elseif(Wave.Name=="DoubleZigzag"||Wave.Name=="DoubleThree"||
Wave.Name=="TripleZigzag"||Wave.Name=="TripleThree")
Text="W"
//obtainthearrayoftheArrayObjtops,whichhavetheindexWave.IndexVertex[1]onthepricechart
CArrayObj*ArrayObj=LabelArray[Wave.IndexVertex[1]]
if(CheckPointer(ArrayObj)==POINTER_INVALID)
{
ArrayObj=newCArrayObj
LabelArray[Wave.IndexVertex[1]]=ArrayObj
}
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//puttheinformationaboutthetopwiththeindexWave.IndexVertex[1]intothearrayArrayObj
TLabel*Label=newTLabel
Label.Text=Text
Label.Level=Wave.Level
if(Wave.Level>LevelMax)LevelMax=Wave.Level
Label.Value=Wave.ValueVertex[1]
ArrayObj.Add(Label)
}
{
Text="2"
elseif(Wave.Name=="Zigzag"||Wave.Name=="Flat"||Wave.Name=="ExpandingTriangle"||
Wave.Name=="ContractingTriangle")
Text="B"
Text="X"
{
}
Label.Text=Text
ArrayObj.Add(Label)
}
{
Text="3"
elseif(Wave.Name=="Zigzag"||Wave.Name=="Flat"||
Wave.Name=="ExpandingTriangle"||Wave.Name=="ContractingTriangle")
Text="C"
Text="Y"
{
}
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Label.Text=Text
ArrayObj.Add(Label)
}
{
Text="4"
elseif(Wave.Name=="ExpandingTriangle"||Wave.Name=="ContractingTriangle")
Text="D"
elseif(Wave.Name=="Triplezigzag"||Wave.Name=="TripleThree")
Text="XX"
{
}
Label.Text=Text
ArrayObj.Add(Label)
}
{
Text="5"
elseif(Wave.Name=="ExpandingTriangle"||Wave.Name=="ContractingTriangle")
Text="E"
elseif(Wave.Name=="TripleZigzag"||Wave.Name=="TripleThree")
Text="Z"
{
}
Label.Text=Text
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ArrayObj.Add(Label)
}
//proceedthechildnodesofthecurrentnode
for(intj=0j<ChildNode.Child.Total()j++)
FillLabelArray(ChildNode.Child.At(j))
}
}
6.17.TheCreateLabelsfunction:
doublePriceInPixels
CArrayObjObjTextArray//declarethearray,whichwillstorethegraphicalobjectsof"Text"type
//++
//|ThefunctionCreateLabels|
//++
voidCreateLabels()
{
doublePriceMax=ChartGetDouble(0,CHART_PRICE_MAX,0)
doublePriceMin=ChartGetDouble(0,CHART_PRICE_MIN)
intWindowHeight=ChartGetInteger(0,CHART_HEIGHT_IN_PIXELS)
PriceInPixels=(PriceMaxPriceMin)/WindowHeight
intn=0
//looptheLabelArrayarray
for(inti=0i<ArrayRange(LabelArray,0)i++)
{
//iftherearetopswiththesameindexi
if(CheckPointer(LabelArray[i])!=POINTER_INVALID)
{
//obtainthetopswiththesameindexesi
CArrayObj*ArrayObj=LabelArray[i]
//loopthetopsanddisplaythemonthechart
for(intj=ArrayObj.Total()1j>=0j)
{
TLabel*Label=ArrayObj.At(j)
intLevel=LevelMaxLabel.Level
stringText=Label.Text
doubleValue=Label.Value
colorColor
intSize=8
if((Level/3)%2==0)
{
if(Text=="1")Text="i"
elseif(Text=="2")Text="ii"
elseif(Text=="3")Text="iii"
elseif(Text=="4")Text="iv"
elseif(Text=="5")Text="v"
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elseif(Text=="A")Text="a"
elseif(Text=="B")Text="b"
elseif(Text=="C")Text="c"
elseif(Text=="D")Text="d"
elseif(Text=="E")Text="e"
elseif(Text=="W")Text="w"
elseif(Text=="X")Text="x"
elseif(Text=="XX")Text="xx"
elseif(Text=="Y")Text="y"
elseif(Text=="Z")Text="z"
}
if(Level%3==2)
{
Color=Green
Text="["+Text+"]"
}
if(Level%3==1)
{
Color=Blue
Text="("+Text+")"
}
if(Level%3==0)
Color=Red
intAnchor
if(Value==rates[i].high)
{
for(intk=ArrayObj.Total()j1k>=0k)
Value=Value+15*PriceInPixels
Anchor=ANCHOR_UPPER
}
elseif(Value==rates[i].low)
{
for(intk=ArrayObj.Total()j1k>=0k)
Value=Value15*PriceInPixels
Anchor=ANCHOR_LOWER
}
CChartObjectText*ObjText=newCChartObjectText
ObjText.Create(0,"wave"+IntegerToString(n),0,rates[i].time,Value)
ObjText.Description(Text)
ObjText.Color(Color)
ObjText.SetInteger(OBJPROP_ANCHOR,Anchor)
ObjText.FontSize(8)
ObjText.Selectable(true)
ObjTextArray.Add(ObjText)
n++
}
}
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}
ChartRedraw()
}
6.18.TheCorrectLabelfunction:
//++
//|TheCorrectLabelfunction|
//++
voidCorrectLabel()
{
doublePriceMax=ChartGetDouble(0,CHART_PRICE_MAX,0)
doublePriceMin=ChartGetDouble(0,CHART_PRICE_MIN)
intWindowHeight=ChartGetInteger(0,CHART_HEIGHT_IN_PIXELS)
doubleCurrentPriceInPixels=(PriceMaxPriceMin)/WindowHeight
//loopallofthetextobjects(wavetops)andchangetheirpricesize
for(inti=0i<ObjTextArray.Total()i++)
{
CChartObjectText*ObjText=ObjTextArray.At(i)
doublePriceValue=ObjText.Price(0)
datetimePriceTime=ObjText.Time(0)
intj
for(j=0j<ArrayRange(rates,0)j++)
{
if(rates[j].time==PriceTime)
break
}
doubleOffsetInPixels
if(rates[j].low>=PriceValue)
{
OffsetInPixels=(rates[j].lowPriceValue)/PriceInPixels
ObjText.Price(0,rates[j].lowOffsetInPixels*CurrentPriceInPixels)
}
elseif(rates[j].high<=PriceValue)
{
OffsetInPixels=(PriceValuerates[j].high)/PriceInPixels
ObjText.Price(0,rates[j].high+OffsetInPixels*CurrentPriceInPixels)
}
}
PriceInPixels=CurrentPriceInPixels
}
7.Thefunctionofinitialization,deprovisioning,andeventprocessing
IntheOnInitfunction,thecontrolbuttonsoftheautomaticElliottWaveanalyzerarecreated.
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Thefollowingbuttonsarecreated:
1."BeginAnalysis"anautomaticanalysisofthewavesoccurs
2."Showresults"thedisplayofthewavemarksonthechartoccurs,
3."Clearchart"aclearingofthememoryandthedeletionofwavemarksfromthechartoccurs,
4."Correctthemarks"correctsthemarksofwavesonthechart.
TheprocessingofpressingthesebuttonstakesplaceinthefunctionofeventprocessingOnChartEvent.
InthefunctionOnDeinit,allgraphicalobjectsareremovedfromthechart,includingthecontrolbuttons.
#include<Object.mqh>
#include<Arrays\List.mqh>
#include<Arrays\ArrayObj.mqh>
#include<Arrays\ArrayInt.mqh>
#include<Arrays\ArrayDouble.mqh>
#include<Arrays\ArrayString.mqh>
#include<ChartObjects\ChartObjectsTxtControls.mqh>
#include<Elliottwave\Datastructures.mqh>
#include<Elliottwave\Analysisfunctions.mqh>
#include<Elliottwave\Rulesfunctions.mqh>
CChartObjectButton*ButtonStart,*ButtonShow,*ButtonClear,*ButtonCorrect
intState
//++
//|Expertinitializationfunction|
//++
intOnInit()
{
State=0
//createcontrolbuttons
ButtonStart=newCChartObjectButton
ButtonStart.Create(0,"Beginanalysis",0,0,0,150,20)
ButtonStart.Description("Beginanalysis")
ButtonShow=newCChartObjectButton
ButtonShow.Create(0,"Showresults",0,150,0,150,20)
ButtonShow.Description("Showresults")
ButtonClear=newCChartObjectButton
ButtonClear.Create(0,"Clearchart",0,300,0,150,20)
ButtonClear.Description("Clearchart")
ButtonCorrect=newCChartObjectButton
ButtonCorrect.Create(0,"Correctthemarks",0,450,0,150,20)
ButtonCorrect.Description("Correctthemarks")
ChartRedraw()
return(0)
}
//++
//|Expertdeinitializationfunction|
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//++
voidOnDeinit(constintreason)
{
//clearwavestree
ClearTree(FirstNode)
//clearNodeInfoArray
ClearNodeInfoArray()
//clearZigzagArray
ClearZigzagArray()
//clearLabelArray
{
if(CheckPointer(ArrayObj)!=POINTER_INVALID)
{
for(intj=0j<ArrayObj.Total()j++)
{
deleteLabel
}
ArrayObj.Clear()
deleteArrayObj
}
}
//deleteallofthegraphicalelementsfromthechart
for(inti=ObjTextArray.Total()1i>=0i)
{
deleteObjText
}
ObjTextArray.Clear()
deleteButtonStart
deleteButtonShow
deleteButtonClear
deleteButtonCorrect
ChartRedraw()
}
MqlRatesrates[]
TNode*FirstNode
//++
//|ChartEventfunction|
//++
voidOnChartEvent(constintid,
constlong&lparam,
constdouble&dparam,
conststring&sparam)
{
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if(id==CHARTEVENT_OBJECT_CLICK&&sparam=="Beginanalysis"&&State!=0)
MessageBox("Firstpressthebutton\"Clearchar\"")
if(id==CHARTEVENT_OBJECT_CLICK&&sparam=="Showresults"&&State!=1)
MessageBox("Firstpressthebutton\"Beginanalysis\"")
if(id==CHARTEVENT_OBJECT_CLICK&&sparam=="Clearchart"&&State!=2)
MessageBox("Firstpressthebutton\"Showresults\"")
if(id==CHARTEVENT_OBJECT_CLICK&&sparam=="Correctthemark"&&State!=2)
MessageBox("Firstpressthebutton\"Showresults\"")
//ifthe"Beginanalysis"ispressed
if(id==CHARTEVENT_OBJECT_CLICK&&sparam=="Beginanalysis"&&State==0)
{
//filltheratesarray
CopyRates(NULL,0,0,Bars(_Symbol,_Period),rates)
//fillthearrayZigzagArray
FillZigzagArray(0,Bars(_Symbol,_Period)1)
//createthefirstnode
TWave*Wave=newTWave
Wave.IndexVertex[1]=Bars(_Symbol,_Period)1
FirstNode=newTNode
FirstNode.Child=newCArrayObj
FirstNode.Wave=Wave
FirstNode.Text="Firstnode"
stringNameWaves="Impulse,LeadingDiagonal,Diagonal,Zigzag,Flat,DoubleZigzag,TripleZigzag,
DoubleThree,TripleThree,ContractingTriangle,Expandingtriangle"
//callthesearchforunbegunandincompletewavesfunction
NotStartedAndNotFinishedWaves(Wave,1,FirstNode,NameWaves,0)
MessageBox("Analysisiscomplete")
State=1
ButtonStart.State(false)
ChartRedraw()
}
//if"Showresults"ispressed
if(id==CHARTEVENT_OBJECT_CLICK&&sparam=="Showresults"&&State==1)
{
ArrayResize(LabelArray,ArrayRange(rates,0))
//filltheLabelArrayarray
FillLabelArray(FirstNode)
//showthemarkupofthewavesonthechart
CreateLabels()
State=2
ButtonShow.State(false)
ChartRedraw()
}
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//if"Clearchart"ispressed"
if(id==CHARTEVENT_OBJECT_CLICK&&sparam=="Clearchart"&&State==2)
{
//clearthewavestree
ClearTree(FirstNode)
//cleartheNodeInfoArrayarray
ClearNodeInfoArray()
//cleartheZigzagArrayarray
ClearZigzagArray()
//clearLabelArray
{
if(CheckPointer(ArrayObj)!=POINTER_INVALID)
{
for(intj=0j<ArrayObj.Total()j++)
{
deleteLabel
}
ArrayObj.Clear()
deleteArrayObj
}
}
//deletemarkupfromthechart
for(inti=ObjTextArray.Total()1i>=0i)
{
ObjText.Delete()
}
ObjTextArray.Clear()
State=0
ButtonClear.State(false)
ChartRedraw()
}
if(id==CHARTEVENT_OBJECT_CLICK&&sparam=="Correctthemarks"&&State==2)
{
CorrectLabel()
ButtonCorrect.State(false)
ChartRedraw()
}
}
WehavereviewedallofthefunctionsoftheautomaticanalyzerofElliottWaves.
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8.Waystoimprovetheprogram
TheautomaticmarkupofElliottWavesprogram,writteninMQL5,hasseveralshortcomings:
1.Animperfectsystemofcheckingthemarkuprules.Forexample,whencheckingbytherules,theFibonaccirelationshipsbetweenthe
wavesarenottakenintoaccount,accordingtoboth,timeandprice.
2.Thepresenceofunpartitionedsectionsonthechart(gapsinthemarkup).Thismeansthatacorrectwavecannotbebuiltbasedonthe
pointstakenfromthegiventimeinterval.Thewayoutofthissituationistoincreasethenumberofpointsinordertoidentifyaparticular
wave.Forexample,tofindtheimpulse,lookfor8ormorepoints,ratherthanfor6point.
3.Theresultsofthemarkupdonotdisplayanyadditionalinformation,forexample,channelsarenotconstructedautomatically,goalsare
notevaluated,etc.
4.Theimplementationofworkingwiththewavestreeisnotprovidedinthisarticle(youcannotselectaspecificversionofthemarkup),
thereforthechartdisplaysonlyoneofmanyoptionsforamarkup(thefirstversionofthemarkup).
5.Regardlessofthefactthatthechartdisplaysonlyonevariantofthewaves,alloftheotheroptionsarestoredinthememoryandtakeup
itsspace.
6.TheprogramfocusesonthemarkupofMonthlytoDailycharts,astheoperationisveryslowwhenthereisalargenumberofbars(it
cantakehourstomarkupanhourlygraph).AnexampleofamarkupofamonthlychartofEURUSDisshowninFigure18.
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Figure18.ElliottWaves,identifiedbytheautomaticanalyzerinMQL5
Conclusion
ThisarticlereviewedanalgorithmoftheautomaticanalysisofElliottWaves.ThisalgorithmwasimplementedintheMQL5language.
Theprogramhasanumberofshortcomings,discussedabove,andgivesreasonfortheirfurtherelimination.Ihopethatthisissuewillinterest
thefansoftheElliottWaves,andsoontherewillappearmanyprogramswiththeautomaticanalysisofwaves.
TranslatedfromRussianbyMetaQuotesSoftwareCorp.
Originalarticle:https://www.mql5.com/ru/articles/260
Attachedfiles|
DownloadZIP
elliott_wave_en.zip (150.91KB)
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Warning:AllrightstothesematerialsarereservedbyMQL5Ltd.Copyingorreprintingofthesematerialsinwholeorinpartisprohibited.
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05/01/2017

THE IMPLEMENTATION OF AUTOMATIC ANALYSIS OF THE ELLIOTT WAVES IN

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