How to apply Elliott wave priciple to any Time Series?

Question

I'm strongly interested to computing Elliott Wave to any given Timeseries. Does anybody tried?

Is there any phython library to do that?

I'm looking for an algorithm taht if I give to it a time series, it label each movement according to Elliott Wave principle.

Elliot wave principle seems pretty informal to me. What exactly do you want to compute? Perhaps you can extend your question? — werediver, May 2 '14 at 14:55
@werediver I would to label automatically each movement (aka wave) and plot it — sparkle, May 3 '14 at 10:18
All automated EW counters have huge problem.when it recounts it does not calculate the losses.so better not to use any without backtesting it. — CADENTIC, May 2 '16 at 7:24

SRKX · Accepted Answer · 2015-03-02 03:20:41Z

3

Here's C++

Here's MQL5

I'm very interested in python implementation as well.

Also, TradingView automatically marks up Elliot waves on their charts. The source pinescript is black box though.

The markup is certainly not: "Elliot wave principle seems pretty informal to me"

SRKX

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answered Feb 25 '15 at 4:16

litepresence

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$\begingroup$ I deleted you second answer and merged it with this one. $\endgroup$
– SRKX
Mar 2 '15 at 3:24

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user12348 · Accepted Answer · 2014-05-02 13:14:21Z

0

Have not seen any Python libraries for that strangely. I have a feeling you wont find any. Fibonacci Numbers are easy to calculate in Python.

answered May 2 '14 at 13:14

user12348

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$\begingroup$ Yes, Fibonacci is the easiest part. The hard part is the visual labelling of movements $\endgroup$
– sparkle
May 3 '14 at 9:33

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2 Answers 2