Elliott Wave Python Code | 2024 |
waves = [] for i in range(len(swings_df) - 1): start = swings_df.iloc[i] end = swings_df.iloc[i+1] wave = { 'start_idx': start['index'], 'end_idx': end['index'], 'start_price': start['price'], 'end_price': end['price'], 'direction': 'up' if end['price'] > start['price'] else 'down', 'magnitude': abs(end['price'] - start['price']), 'start_type': start['type'], 'end_type': end['type'], } waves.append(wave) return waves
# Mark swing points swings = result['swing_points'] plt.scatter(swings['index'], swings['price'], c='red' if swings['type'].iloc[0]=='high' else 'green', label='Swing points')
def detect_elliott_waves(self, prices: np.ndarray) -> Dict: """ Main function: returns detected wave structure and validation. """ swings_df = self.find_swing_points(prices) waves = self.label_swing_waves(swings_df) elliott wave python code
# Rule 1: Wave 2 retrace < 100% of Wave 1 if w2['magnitude'] >= w1['magnitude']: return False
print("=== Elliott Wave Analysis ===") print(f"Pattern detected: {result['pattern']}") print(f"Valid structure: {result['valid']}") if result['fibonacci_levels']: print(f"Fibonacci projections: {result['fibonacci_levels']}") waves = [] for i in range(len(swings_df) -
# Annotate wave numbers (first 5 waves if exist) waves = result['waves'] for i, wave in enumerate(waves[:5]): mid_idx = (wave['start_idx'] + wave['end_idx']) // 2 mid_price = (wave['start_price'] + wave['end_price']) / 2 plt.text(mid_idx, mid_price, str(i+1), fontsize=12, fontweight='bold', bbox=dict(facecolor='yellow', alpha=0.7))
class ElliottWaveDetector: def (self, swing_window: int = 5): """ Parameters: ----------- swing_window : int Window size for identifying local extrema (swing highs/lows). """ self.swing_window = swing_window self.waves = [] 'direction': 'up' if end['price'] >
w1, w2, w3, w4, w5 = waves[:5]