Source code for gryphon.lib.analysis.legacy.swing_index

#November 11th 2013:
open1 = 1286.50
high1 = 1287.70
low1  = 1278.50
close1= 1281.70

#November 12th 2013:
open2 = 1281.80
high2 = 1284.50
low2  = 1260.70
close2= 1266.70

limitMove = 75

[docs]def SwingIndex(O1,O2,H1,H2,L1,L2,C1,C2,LM): def calc_R(H2,C1,L2,O1,LM): x = H2-C1 y = L2-C1 z = H2-L2 print x print y print z if z < x > y: print 'x wins!' R = (H2-C1)-(.5*(L2-C1))+(.25*(C1-O1)) print R return R elif x < y > z: print 'y wins!' R = (L2-C1)-(.5*(H2-C1))+(.25*(C1-O1)) print R return R elif x < z > y: print 'z wins!' R = (H2-L2)+(.25*(C1-O1)) print R return R def calc_K(H2,L2,C1): x = H2-C1 y = L2-C1 if x > y: K=x print K return K elif x < y: K=y print K return K L = LM R = calc_R(H2,C1,L2,O1,LM) K = calc_K(H2,L2,C1) SwIn = 50*((C2-C1+(.5*(C2-O2))+(.25*(C1-O1)))/R)*(K/L) print '###' print SwIn
SwingIndex(open1,open2,high1,high2,low1,low2,close1,close2,limitMove)