if len(waves) < 5: return {'pattern': 'none', 'waves': waves, 'valid': False, 'reason': 'Not enough swing points'}
# Plotting plt.figure(figsize=(14, 6)) plt.plot(price_series, label='Price', color='black', alpha=0.6)
def check_impulse_rules(self, waves: List[Dict]) -> bool: """ Validate Elliott Wave impulse pattern (5 waves: 1,2,3,4,5). Rules: 1. Wave 2 cannot retrace more than 100% of Wave 1. 2. Wave 3 is never the shortest (in magnitude). 3. Wave 4 does not overlap Wave 1 (in price). 4. Wave 3 often shows 1.618 extension of Wave 1. """ if len(waves) < 5: return False elliott wave python code
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
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) if len(waves) < 5: return {'pattern': 'none', 'waves':
""" Elliott Wave Analysis in Python -------------------------------- Detects 5-wave impulse and 3-wave corrective structures. Uses swing points and Fibonacci ratios. """ import numpy as np import pandas as pd from scipy.signal import argrelextrema from typing import List, Tuple, Dict, Optional
return True
# Add Fibonacci ratio estimates for key waves fibs = {} if len(waves) >= 3: fibs['wave3_extension'] = self.fibonacci_ratios(waves[2]) # wave 3 if len(waves) >= 5: fibs['wave5_target'] = self.fibonacci_ratios(waves[4])['1.618']