Elliot Wave - Code Request

General
1

Can somebody help me in elliot wave code please

2

Hi @Siya2211 ,

Refer the below code:

import pandas as pd
import numpy as np

def elliott_wave(df, swing_tolerance=0.02):
    """
    :df: Pandas DataFrame with columns ['timestamp', 'open', 'high', 'low', 'close']
    :swing_tolerance: Minimum % price change to consider a swing
    
    """
    if len(df) < 30:
        return {"error": "Not enough data to calculate Elliott Waves"}

    closes = df['close'].values
    timestamps = df['timestamp'].values

    # Find pivots (zigzag)
    pivots = []
    last_pivot_price = closes[0]
    last_pivot_index = 0
    direction = 0  # 1 = up, -1 = down, 0 = undefined

    for i in range(1, len(closes)):
        change = (closes[i] - last_pivot_price) / last_pivot_price

        if abs(change) >= swing_tolerance:
            new_direction = 1 if closes[i] > last_pivot_price else -1

            if direction != 0 and new_direction == direction:
                continue

            pivots.append((i, closes[i], timestamps[i]))
            last_pivot_price = closes[i]
            last_pivot_index = i
            direction = new_direction

    # Assign Elliott Waves: W1-W5 and A-B-C if enough pivots
    waves = {}
    labels = ["W1", "W2", "W3", "W4", "W5", "A", "B", "C"]
    for idx, pivot in enumerate(pivots[:len(labels)]):
        wave_label = labels[idx]
        waves[wave_label] = {
            "index": pivot[0],
            "price": pivot[1],
            "timestamp": pivot[2]
        }

    return {
        "waves": waves,
        "pivots": pivots,
        "total_pivots": len(pivots)
    }


# Example 
data = {
    "timestamp": pd.date_range("2025-01-01", periods=60, freq="D"),
    "open": np.random.uniform(100, 200, 60),
    "high": np.random.uniform(105, 205, 60),
    "low": np.random.uniform(95, 195, 60),
    "close": np.random.uniform(100, 200, 60)
}
df = pd.DataFrame(data)

result = elliott_wave(df, swing_tolerance=0.03)