# 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))
""" 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 elliott wave python code
detector = ElliottWaveDetector(swing_window=8) result = detector.detect_elliott_waves(price_series) # Annotate wave numbers (first 5 waves if
def fibonacci_ratios(self, wave: Dict) -> Dict: """Calculate Fibonacci retracements/extensions for a wave.""" mag = wave['magnitude'] return { '0.382': mag * 0.382, '0.5': mag * 0.5, '0.618': mag * 0.618, '1.0': mag, '1.272': mag * 1.272, '1.618': mag * 1.618, } Returns list of waves with direction, length, and ratio info
# Rule 1: Wave 2 retrace < 100% of Wave 1 if w2['magnitude'] >= w1['magnitude']: return False
swings = [] for idx in highs: swings.append({'index': idx, 'price': prices[idx], 'type': 'high'}) for idx in lows: swings.append({'index': idx, 'price': prices[idx], 'type': 'low'})
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 []