#Zig zag coding in multimedia code

Str = difference_price = 'Absolute'? (math.sign(tmp_calc) > 0? '+' : '') + str.tostring(tmp_calc, format.mintick) : (math.sign(tmp_calc) > 0? '+' : '-') + str.tostring((math.abs(tmp_calc) * 100)/pLast, format.percent) Label.new(iLast, pLast, text=price_rotation_str, style=label.style_none, xloc=xloc.bar_time, yloc=yloc.abovebar, textcolor=een) Label.new(iLast, pLast, text=price_rotation_str, style=label.style_none, xloc=xloc.bar_time, yloc=yloc.belowbar, textcolor=color.red) If display_reversal_price or display_reversal_price_change or display_cumulative_volume Price_rotation_str = price_rotation_aggregate(price_rotation, pLast, cum_volume) Str += str.tostring(pLast, format.mintick) + ' 'Ĭaption(isHigh, iLast, pLast, price_rotation, cum_volume) => Price_rotation_aggregate(price_rotation, pLast, cum_volume) => Line_color = input(title='Line Color', defval=#2962FF)Įxtend_to_last_bar = input(title='Extend to Last Bar', defval=true)ĭisplay_reversal_price = input(title='Display Reversal Price', defval=true)ĭisplay_cumulative_volume = input(title='Display Cumulative Volume', defval=true)ĭisplay_reversal_price_change = input(title='Display Reversal Price Change', defval=true, inline='price rev')ĭifference_price = input.string('Absolute', '', options=, inline='price rev')

#Zig zag coding in multimedia code

You can see the code in Pine (tradingView language) but you can translate it into python. :return: numpy array of the pivot-to-pivot returns for each segment.''' Is 1 and between (PEAK, VALLEY] it is -1. :param pivots: the result of calling ``peak_valley_pivots`` Return mdd if mdd != 0.0 else pivots_to_modes(int_t pivots):

Otherwise the abs value of the maximum drawdown :return: 0 if the sequence is strictly increasing. Return double max_drawdown(ndarray X):Ĭompute the maximum drawdown of some sequence. Then, this value is compared to the threshold + 1. # of computing relative change at each point as x_j / x_i - 1, it is # Adding one to the relative change thresholds saves operations. Ndarray pivots = np.zeros(t_n, dtype=np.int_) Int_t initial_pivot = identify_initial_pivot(X, Raise ValueError('The down_thresh must be negative.') Here is an example on github: zigzag cimport cythonĭEF VALLEY = int_t identify_initial_pivot(double X, # Merge peaks and valleys data points using pandas.ĭf_peaks = pd.DataFrame(| ERROR'.format(cont, stock)) Valley_indexes = signal.argrelextrema(data_y, np.less) Peak_indexes = signal.argrelextrema(data_y, np.greater) Serie.insert(loc=0, column='Date', value=serie.index) Serie = main(stock=stock, start_date='', end_date=today) Relative_difference = np.abs(value - previous)/previousĭef main(stock=None, start_date=None, end_date=None): The problem is the zigzag I would like is this (Metastock zigzag indicator):Īnd my zigzag code looks like(note you can change the percent with a filter):įrom pandas_datareader.nasdaq_trader import get_nasdaq_symbols I took part of my code from: Pandas: Zigzag segmentation of data based on local minima-maxima

I'm working with python and my english is bad so my appologies for that.

I would like to create a zigzag indicator for stocks.