Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
I am fairly New here How would I go about converting this into a algo
benson egbue
posted
Getting Started Machine Learning Tools and Tips Collaboration Request Research

*Hello, I Recently Found this think or swim indicator ( and it serves me well) its a swing high and swing low indicator. I was wondering on how to convert this into an algorithm. It seems to complex for my own understanding. Any information helps (like steps or useful advice).*

Declare once_per_bar;
Def AggTime = if getAggregationPeriod() == aggregationPeriod.MIN or getAggregationPeriod() == aggregationPeriod.three_MIN or getAggregationPeriod() == aggregationPeriod.Five_MIN or getAggregationPeriod() == aggregationPeriod.Fifteen_MIN or getAggregationPeriod() == aggregationPeriod.Twenty_MIN or getAggregationPeriod() == aggregationPeriod.THIRTY_MIN or getAggregationPeriod() == aggregationPeriod.HOUR or getAggregationPeriod() == aggregationPeriod.DAY or getAggregationPeriod() == aggregationPeriod.WEEK or getAggregationPeriod() == aggregationPeriod.MONTH then 1 else 0;

Def BarCount = 2; #Hint BarCount: Sets the number of bars to check in forceIndex swings;
def PivotH = if High >= Highest(High[1], BarCount) and High > Highest(High[-BarCount], BarCount) then 1 else 0;
def HVal = if PivotH and aggtime then High else Double.NaN;
def PivotL = if Low <= Lowest(Low[1], BarCount) and Low < Lowest(Low[-BarCount], BarCount) then 1 else 0;
def LVal = if PivotL and aggtime then Low else Double.NaN;

plot SwingHigh = HVal;
SwingHigh.SetStyle(Curve.Points);
SwingHigh.setLineWeight(3);
SwingHigh.setdefaultColor(Color.CYAN);
plot SwingLow = LVal;
SwingLow.SetStyle(Curve.Points);
SwingLow.setLineWeight(3);
SwingLow.setdefaultColor(Color.CYAN)

About Quantopian
Careers
Community
Events
Documentation
Academia
Lectures
Status
Facebook
Twitter
LinkedIn
YouTube
Terms of Use
Privacy Policy

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.