Re: [amibroker] Boe Tie

["David Holzgrefe" <dtholz@xxxx>]

Thanks very much geoff
looks to be spot on kicked up more buy's than i 
expected
but the condition remains true until the cross over 
of the 20 ema 
or 15 days in this case ..
 
will have a good test tonight have to go do the 
mothers day bit :)))
 
Regards David.
 
 
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
Geoff 
Mulhall 
To: <A title=amibroker@xxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 
Sent: Sunday, May 13, 2001 11:37 AM
Subject: [amibroker] Boe Tie 

David H,
 
Here's some AFL which works pretty well for the 
Bow Tie.
 
Another set of conditions could be addedto 
absolutely ensure the medium term average crosses above the longer term ma - 
similar to cond1.
 
I'll add when I have a little more time and 
repost.
 
Another condition that would be useful to check 
would be 
 
cond5 = close < ma(close,180); 
 
This would ensure you're picking up stocks that 
have long term potential.
 
I like the stocks this picks up. Add some rel 
strength comparison criteria and it looks a goer.
 
Geoff
 
 
/* Boe Tie - AFL Implementation by GeoffMulhall 
12-5-2001 */
dollars = 5000; /* Or whatever you investment is to be - for the 
bangforbuck calculation */maShort = 10;maMedium = 20;maLong = 
30;
 
/* Bow Tie conditions - Short term moving average has crossed the 
medium term moving average sometime in the last 15 days - Add more conditions 
for more days */  cond11 = 
ref(cross(ma(close,maShort),ma(close,maMedium)),-1) > 0;cond12 =  
ref(cross(ma(close,maShort),ma(close,maMedium)),-2) > 0;cond13 =  
ref(cross(ma(close,maShort),ma(close,maMedium)),-3) > 0;cond14 =  
ref(cross(ma(close,maShort),ma(close,maMedium)),-4) > 0;cond15 =  
ref(cross(ma(close,maShort),ma(close,maMedium)),-5) > 0;cond16 =  
ref(cross(ma(close,maShort),ma(close,maMedium)),-6) > 0;cond17 =  
ref(cross(ma(close,maShort),ma(close,maMedium)),-7) > 0;cond18 =  
ref(cross(ma(close,maShort),ma(close,maMedium)),-8) > 0;cond19 =  
ref(cross(ma(close,maShort),ma(close,maMedium)),-9) > 0;cond110 =  
ref(cross(ma(close,maShort),ma(close,maMedium)),-10) > 0;cond111 
=  ref(cross(ma(close,maShort),ma(close,maMedium)),-11) > 
0;cond112 =  ref(cross(ma(close,maShort),ma(close,maMedium)),-12) 
> 0;cond113 =  
ref(cross(ma(close,maShort),ma(close,maMedium)),-13) > 0;cond114 
=  ref(cross(ma(close,maShort),ma(close,maMedium)),-14) > 
0;cond115 =  ref(cross(ma(close,maShort),ma(close,maMedium)),-15) 
> 0;
 
cond1 = cond11 OR cond12 OR cond13 OR cond14 OR cond15 OR cond16 OR 
cond17 OR cond18 OR cond19 OR cond110 OR cond111 OR cond112 OR cond113 OR 
cond114 OR cond115; 
 
/* Moving averages must be in the correct order at the buy signal 
*/
 
cond2 = (ma(close,maShort) > ma(close,maMedium)) AND 
(ma(close,maMedium) > ma(close,maLong)); 
 
/* Signal is given when the close crosses above the short term moving 
average */
 
cond3 = cross(close,ma(close,maShort));
 
filter =  cond1 AND cond2 AND cond3;
 
buy = filter;
 
sell = 0; 
 
BangForBucks = (dollars/close) * atr(200);
 
numcolumns = 3;column0 = close;column0format = 
3.2;column0name = "Close";column1 = atr(maLong);column1format = 
3.4;column1name = "ATR - maLong";column2 = 
BangForBucks;column2format = 3.2;column2name = "BangForBucks"; 

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