MS123 Drawing Tools - Wealth Lab Forum

streak

#1

4/8/2013 6:25 PM

With regard the fib extensions;
- can extensions beyond 100% be set? (just checking as the pic shows only projections to 100% but not extensions).
- can custom property settings be set as defaults for the tool?
- individual lines be removed?
- the tool cloned? and
- can the projection be spaced equally such that 'C' to 'D' is the same number of bars as from 'A' to 'B' ?

With the Mono... tool;
- can the right-hand point be set/placed beyond the last bar?
- would a formula be available to determine the lines value at a required bar?

thanks

Cone

#2

4/9/2013 7:40 AM

I don't know how you guys found that document already, but for the benefit of others, we're talking about MS123 Drawing Tools (coming soon!)

Answers:
yes, same as for other Fib drawing tools
yes, same as for other Fib drawing tools
yes, same as for other Fib drawing tools
no, but anything is possible. Why would you clone it? (You can move the drawing.)
yes, you can put/move the handles of waves 1 (A-B) and 2 (B-C) wherever you want

no, that's a chart limitation since a drawing object handle must be associated with a bar.
not yet, but thanks for mentioning that. I'm not sure how it would be possible yet. The WealthScript TrendLineValue function would work for cubic spline tool too because it's derived from the Line-based drawing tool, but obviously that straight line calculation (between the end points) wouldn't provide the correct result. We'll have to think about it, but I'm happy to share the class on which the calculations are based.

This class will be available in the WealthLab.Drawing.MS123 namespace for easy access. (Note: I made x an array of integers instead of floats to make it easier to pass an array of bar numbers. The y double[] array contains the values of the spline points at each bar. )

CODE:
Please log in to see this code.

Size:

Color:

I don't know how you guys found that document already, but for the benefit of others, we're talking about [link=http://www2.wealth-lab.com/wl5wiki/DrawingToolsPlus.ashx]MS123 Drawing Tools (coming soon!)[/link]

Answers: 
yes, same as for other Fib drawing tools
yes, same as for other Fib drawing tools
yes, same as for other Fib drawing tools
no, but anything is possible.  Why would you clone it?  (You can move the drawing.)
yes, you can put/move the handles of waves 1 (A-B) and 2 (B-C) wherever you want

no, that's a chart limitation since a drawing object handle must be associated with a bar.
not yet, but thanks for mentioning that. I'm not sure how it would be possible yet.  The WealthScript [b]TrendLineValue [/b]function would work for cubic spline tool too because it's derived from the Line-based drawing tool, but obviously that straight line calculation (between the end points) wouldn't provide the correct result.  We'll have to think about it, but I'm happy to share the class on which the calculations are based.

This class will be available in the WealthLab.Drawing.MS123 namespace for easy access.  (Note: I made [i]x[/i] an array of integers instead of floats to make it easier to pass an array of bar numbers.  The y double[] array contains the values of the spline points at each bar. )

[code]/*
 *   Adapted from coffeescript: http://blog.mackerron.com/2011/01/01/javascript-cubic-splines/
 *   which closely follows: http://en.wikipedia.org/wiki/Monotone_cubic_interpolation
 */

namespace WealthLab.Drawing.MS123
{
    public class MonotonicCubicSpline
    {
        double[] _m;
        int[] _x;
        double[] _y;

public MonotonicCubicSpline(int[] x, double[] y)		// array of spline points
        {
            _x = x;
            _y = y;

int n = x.Length;
            _m = new double[n];
            double[] alpha = new double[n];
            double[] delta = new double[n];
            double[] beta = new double[n];
            double[] dist = new double[n];
            double[] tau = new double[n];

for (int i = 0; i < n - 1; i++)
            {
                delta[i] = (y[i + 1] - y[i]) / (x[i + 1] - x[i]);	// slopes of secant lines between successive points
                if (i > 0)
                    _m[i] = (delta[i - 1] + delta[i]) / 2;			// init tangents at every data point as the avg of the secants
            }
            _m[0] = delta[0];										// endpoints use one-sided differences
            _m[n - 1] = delta[n - 2];

// y's are equal so spline is fixed flat connecting these points
            List<int> to_fix = new List<int>();

for (int i = 0; i < n - 1; i++)
            {
                if (delta[i] == 0)
                    to_fix.Add(i);
            }

// slopes are zero at to_fix points
            foreach (int i in to_fix)
            {
                _m[i] = _m[i + 1] = 0;
            }

to_fix.Clear();

for (int i = 0; i < n - 1; i++)
            {
                alpha[i] = _m[i] / delta[i];
                beta[i] = _m[i + 1] / delta[i];
                dist[i] = Math.Pow(alpha[i], 2) + Math.Pow(beta[i], 2);
                tau[i] = 3 / Math.Sqrt(dist[i]);

if (dist[i] > 9)
                    to_fix.Add(i);
            }

foreach (int i in to_fix)
            {
                _m[i] = tau[i] * alpha[i] * delta[i];
                _m[i + 1] = tau[i] * beta[i] * delta[i];
            }
        }

public override string ToString()
        {
            string s = String.Empty;
            for (int i = 0; i < _x.Length; i++)
            {
                string xy = String.Format("[{0},{1}]", _x[i], _y[i]);
                s += xy;                
                if (i != _x.Length - 1)
                    s += ", ";
            }
            return s;
        }

public double Interpolate(int x)		// Cubic interpolation (after preprocessing)
        {
            double y = _y[0];

// find the spline that contains x
            int i = 0;
            for (int j = _x.Length - 2; j >= 0; j--)
            {
                if (_x[j] <= x)
                {
                    i = j;
                    break;
                }
            }

double h = _x[i + 1] - _x[i];
            double t = (x - _x[i]) / h;
            double t2 = Math.Pow(t, 2);
            double t3 = t * t2;

// basis functions for cubic spline
            double h00 = 2 * t3 - 3 * t2 + 1;
            double h10 = t3 - 2 * t2 + t;
            double h01 = -2 * t3 + 3 * t2;
            double h11 = t3 - t2;

// interpolant
            y = h00 * _y[i] + h10 * h * _m[i] + h01 * _y[i + 1] + h11 * h * _m[i + 1];
            return y;
        }
    }
}[/code]

streak

#3

4/9/2013 9:59 AM

Thanks Cone

Staring at midnight here, eyes getting fuzzy and worse behind 'em so'll check the functions out tomorrow (if I can).

QUOTE:
no, but anything is possible. Why would you clone it? (You can move the drawing.)

Sometimes I clone an extension over to some remote area to see if a comparative projection stacks up / equals what whet before. However, yes, moving the drawing does the same.

streak

#4

4/10/2013 12:37 AM

Robert,
the math is beyond me - shall wait and see if a function for some 'bar' point between end points becomes available.

re the fib extension tool and

QUOTE:
you can put/move the handles of waves 1 (A-B) and 2 (B-C) wherever you want

Appreciate this. It would be great to also have the option for a 'third' line for the 'C to D' leg being drawn to, say, the 100% projectionwith the same slope as the 'A to B' leg . ie the same number of bars. This would highlight any change of speed of the associated trend. Convoluted? Maybe. However the tool as is appears to be a great addition thanks.

Rounder4

#5

3/27/2014 12:31 PM

On 3/25/2014, Wealth-Lab Wiki Admin sent an RSS message concerning the availability of an MS123 Drawing Tools extension update. Step one requires the download and extraction of a file. I don't see the link for the download anyplace and using the search engine returns you to the Wiki page update on the website. I was logged in while viewing the page and attempting the download. There were no blocking tools active on my computer. Any help appreciated.

Cone

#6

3/27/2014 12:57 PM

You have to be on the approved customer list to download MS123 extensions and [to see] wiki attachments. You can do this by creating a support ticket, where Fidelity customers will receive additional instructions.

I attached this particular extension, however, to my 3/25/2014 post on this thread. However, to get access to everything, create a support ticket.