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Geoff,
Thank you very much
for sharing.
All the best,Tomasz Janeczko
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Geoff
Mulhall
To: <A title=amibroker@xxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, May 02, 2001 2:51
PM
Subject: [amibroker] Tate method
David,
Having listened to Chris Tate a couple of times
this is my interpretation -
Note - maPeriod is set to whatever period
you want to tradeover. Could be 5 days to 200+ days. You choose the
timeframe you want to trade the stock over. Using ATR means you let the market
tell you when to enter and exist. ie Listen to the market !
Also Note - no use of indicators or oscilators in
the principal selection.
The relative strength stuff is my own criteria -
but Chris does use them as a sluice.
I've also included the BangforBuck stuffto
enable stock comparisons in the great new Explore feature from
Tomasz.
Geoff
/* Chris Tate - Afl implementationby Geoff
Mulhall 2/5/2001 */
maPeriod = 150; /* Say - but whatever you want
*/maRelStr = 5; /* Or whatever - Backtest !! */AtrRange = 2 *
maPeriod / 3; /* Again some suitable fraction to filter out noise - Backtest
!! */
/* Buy criteria based on MA */
cond1 = close > ma(close,maPeriod) + 0.75 *
Atr(AtrRange);
/* gradient of the relative strength is
increasing compared to its index */
cond2 = ma(relstrength(""), maRelStr) >=
ref(ma(relstrength(""), maRelStr), -1 * maRelStr);
/* relative strength of the stocks indexis
increasing compared to XAO*/
indexStr =
relstrength("XAO")/relstrength("");
cond3 = ma(indexStr,maRelStr) >=
ref(ma(indexStr, maRelStr), -1 * maRelStr);
BangForBucks = (dollars/close) *
atr(200);
filter = cond1 AND cond2
AND cond3;
numcolumns = 3;
column0 = close;column0format =
3.2;column0name = "Close";column1 = atr(AtrRange);column1format =
3.4;column1name = "AV TRUE RANGE 12";column2 =
BangForBucks;column2format = 3.2;column2name = "BANG FOR BUCKS";
buy = filter;sell = close <
ma(close,maPeriod) - 2 * atr(atrRange);
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
David
Holzgrefe
To: <A title=amibroker@xxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, May 01, 2001 8:10
PM
Subject: [amibroker] tate method
Hi Guy's here my interpretation of oneof Chris
Tate's trading methods from his book ...
Have a play and see what you think, whilst it
may have worked for him when he wrote the book markets have changed since
1997 but it still gives an insight as to what he looks for in a trade
..
May Geoff could expand on his current methods
as he recently attend one of his seminars :)
/* tate1 method by David
Holzgrefe20.04.2001*/
"Review of " + fullname() + " (" + name() + ")" + "\nas of " +
date();
"The current market condition for "+ name() + " is: ";
avgcond1 = ( c > ema( close, 200) ) + 0.1 * ( close > ema(close,
90) ) + 0.1 * ( close > ema( close , 30 ) );avgcond2 = -( c < ema(
close, 200) ) - 0.1 * ( close < ema( close, 90) ) - 0.1 * ( close <
ema( close , 30 ) );
WriteIf( avgcond1 == 1.2,"Very Bullish",WriteIf( avgcond1 ==
1.1,"Bullish",WriteIf( avgcond1 == 1.0,"Mildly Bullish", "") ) )
+
WriteIf( avgcond2 == -1.2,"Very Bearish",WriteIf( avgcond2 ==
-1.1,"Bearish",WriteIf( avgcond2 == -1.0,"Mildly Bearish", "") )
);
/* chris tate signals*/
vrsi = rsi( 14 );mo=close/ref(close,-10)*100;
cond1= macd()> ma(macd(),5 );cond2=rsi()> ma(rsi(),5
);cond3=mo> ma(mo,5 );cond4=stochd()> ma(stochd(),5);
buy = close>
ema(close,21) AND
cond1 AND
cond2
AND
cond4
AND
cond3
and annvol = volume > 1.1 * ma( volume, 65 )// 10% increase
over 3 mth average AND strlen( name() ) == 3;
/*sell = (Ref(CLOSE,-2)) > (Ref(CLOSE,-1))and
(Ref(CLOSE,-1))> (Ref(CLOSE,-0)) ;*/
sell = cross( signal(), macd() );
buy = ExRem( buy, sell );sell = ExRem( sell, buy );
Regard DavidYour use of Yahoo! Groups is
subject to the Yahoo! Terms of
Service. Your
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href="">Yahoo! Terms of Service.
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