Elliott Wave Python Code -
def label_swing_waves(self, swings_df: pd.DataFrame) -> List[Dict]: """ Convert alternating swing points into wave segments. Returns list of waves with direction, length, and ratio info. """ if len(swings_df) < 2: return []
# Plotting plt.figure(figsize=(14, 6)) plt.plot(price_series, label='Price', color='black', alpha=0.6)
detector = ElliottWaveDetector(swing_window=8) result = detector.detect_elliott_waves(price_series) elliott wave python code
# Rule 3: Wave 4 price overlap with Wave 1? # For uptrend impulse: w1 up, w2 down, w3 up, w4 down, w5 up # Overlap means low of w4 < high of w1 if w1['direction'] == 'up': wave1_high = max(w1['start_price'], w1['end_price']) wave4_low = min(w4['start_price'], w4['end_price']) if wave4_low <= wave1_high: return False else: # downtrend impulse wave1_low = min(w1['start_price'], w1['end_price']) wave4_high = max(w4['start_price'], w4['end_price']) if wave4_high >= wave1_low: return False
if len(waves) < 5: return {'pattern': 'none', 'waves': waves, 'valid': False, 'reason': 'Not enough swing points'} def label_swing_waves(self, swings_df: pd
A, B, C = waves[:3] # Typical rule: B retraces 0.382 to 0.886 of A retrace_ratio = B['magnitude'] / A['magnitude'] if A['magnitude'] != 0 else 0 if 0.382 <= retrace_ratio <= 0.886: # C often equals A in length (1.0 or 1.618) c_ratio = C['magnitude'] / A['magnitude'] if 0.618 <= c_ratio <= 1.618: return True return False
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) # For uptrend impulse: w1 up, w2 down,
return { 'pattern': pattern_type, 'waves': waves, 'valid': impulse_ok or corrective_ok, 'fibonacci_levels': fibs, 'swing_points': swings_df } Example usage & visualization ------------------------------- if name == " main ": import matplotlib.pyplot as plt