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Re: Re[3]: [amibroker] Bangs for your Buck, Coding problem



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Dear Thierry Jourdain,

There is a public archive of all AmiBroker mailing list messages
at: http://www.egroups.com/messages/amibroker
You will find all old postings there. You can also search for the keyword(s).

Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com


----- Original Message -----
From: "Thierry Jourdain" <thierryj@xxxx>
To: "gmulhall@xxxx" <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, May 01, 2001 8:54 AM
Subject: Re[3]: [amibroker] Bangs for your Buck, Coding problem


> *Heelo,
>
> Could you tell me more on "The Art of Trading" and the AMiBroker
> formula...
>
> Thanks,
>
> Thierry
>
>
> Thierry Jourdaingpica> Hal,
>
> gpica> In examining the formula, which I obtained from Chris Tate's "The Art of Trading", I think I have misinterpreted it what he
means by average range(200).
>
> gpica> I was thinging Av range was Highest hi - lowest low over the previous 200 periods.
>
> gpica> I now think is more probably ATR(200).
>
> gpica> So the formula would be
>
> gpica> PossibleDollarReturn = (dollars/close) * ATR(200);
>
> gpica> which is simply number of shares purchased * average true range of the stock.
>
> gpica> I'll check further and advise.
>
> gpica> Geoff
>
> gpica> Original Message:
> gpica> -----------------
> gpica> From: Hal Brehe infoads@xxxx
> gpica> Date: Mon, 30 Apr 2001 09:34:43 -0700
> gpica> To: amibroker@xxxxxxxxxxxxxxx
> gpica> Subject: Re: [amibroker] Bangs for your Buck, Coding problem
>
>
> gpica> Hi Geoff,
>
> gpica> Thanks for your formula (below). I have coded it into COMMENTARY, and it works well. I'm rather disappointed in that it
appears I'm following "lousy" stocks. Possibly that is caused by my not
> gpica> understanding the first term of your formula:
>
> gpica> (dollars/close)
>
> gpica> Just exactly what should this be.
>
> gpica> Is it the price of the Close of the last day of data -- or something else?
>
> gpica> I'd appreciate that clarification.
>
> gpica> Regards,
>
> gpica> Hal
>
> gpica> At 11:03 AM 4/29/01 +1000, you wrote:
> >>Steve and all,
> >>
> >>Here's a simple formula to enable comparison between stocks to determine which is more likely to give a better return
> >>
> >>Possible dollar return = (dollars/close) * (hhv(close,200) - llv(close,200))
> >>
> >>where dollars is the amout to be invested.
> >>
> >>Now here's where I need some help with Java script. How can I get an afl analysis to write to a csv file for import to Excel
> >>
> >>ticker, date, close, Possible dollar return
> >>
> >>Geoff
>
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