[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Bow Tie



PureBytes Links

Trading Reference Links


Doesn't seem to hit the mark Geoff even though the 
condition has changed to false 
 
check it out agains AAT on the asx
you will see what i mean condition is met on the 
1.02,2001 but price fall below the mov's and the signal it still true 
...
 
lol i think i have it right..
 
 
test= cross(ma(close,10),ema(close,20));//shows 
the cross of mov'sbuycross=hhv( test, 10 );//displays a buy for 10 periods 
after test buy= buycross;sell = 0;
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
Geoff 
Mulhall 
To: <A title=amibroker@xxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 
Sent: Monday, May 14, 2001 6:06 PM
Subject: [amibroker] Bow Tie

David,
 
I think Steve's second email is a 
good solution using Cross in conjunction with HHV - it allows you to 
look backward in time. 
 
I'll continue to play around as this scan it 
something I will use.
 
Tomasz,
 
Can you please confirm that the Hold condition 
sets the array to 1 forward in time the specified number of slots 
in the hold result array from the first position where it was set to1 
(ie true) ?
 
Thanks,
 
Geoff 
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
David 
Holzgrefe 
To: <A title=amibroker@xxxxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, May 14, 2001 10:07 
AM
Subject: Re: [amibroker] ref 
ok I'm concerned that if the condition changes ami will 
still hold it trueeven though it is now false using the hold()."This 
true result is held true over the number of periods specified even ifa 
"false" result is generated. "I don't wish to extend the 
condition forcing a false signal.What I wanted was if condition x is 
meet then as long as its true look forthe next condition .I guess 
you can see the intent in the bow tie formula.has the ma10,ma20 
,ma30 crossed in the last xn daysif yeshas the pull back 
occurredif yeshas the higher high occurredif all 3 conditions 
are true then signal a buyGeoff's multi  condition does itbut 
was looking for a cleaned way toexpress it .Maybe i just have to 
nest a bunch of conditions and if there true nestanother.DOES 
THIS MAKE sense to anyone or is my logic out of sync/* Bow Tie 
conditions - Short term moving average has crossed the long termmoving 
average sometime in the last xn days - Add more conditions for moredays 
*/cond1=cross (ma(close, 10 ),ema (close, 30));cond2=ref(cross 
(ma(close, 10 ),ema (close, 30)),-1)>0;cond3=ref(cross (ma(close, 10 
),ema (close, 30)),-2)>0;cond4=ref(cross (ma(close, 10 ),ema (close, 
30)),-3)>0;cond5=ref(cross (ma(close, 10 ),ema (close, 
30)),-4)>0;cond6=ref(cross (ma(close, 10 ),ema (close, 
30)),-5)>0;cond7=ref(cross (ma(close, 10 ),ema (close, 
30)),-6)>0;cond8=ref(cross (ma(close, 10 ),ema (close, 
30)),-7)>0;cond9=ref(cross (ma(close, 10 ),ema (close, 
30)),-8)>0;cond10=ref(cross (ma(close, 10 ),ema (close, 
30)),-9)>0;SYNTAX  hold( EXPRESSION, periods 
)RETURNS  ARRAYFUNCTION  Extends a "true" result of 
EXPRESSION for the specified number ofperiods. This true result is held 
true over the number of periods specifiedeven if a "false" result is 
generated.EXAMPLE hold( cross(rsi(14),70),5 )----- Original 
Message -----From: "Steve Wiser" <slwiserr@xxxx>To: 
<amibroker@xxxxxxxxxxxxxxx>Sent: Sunday, May 13, 2001 8:31 
PMSubject: Re: [amibroker] ref> David:>> 
Check out the function "Hold".  I think this will do what you are 
asking.>> Steve>>> HOLD:>> 
SYNTAX hold( EXPRESSION, periods ) RETURNS ARRAY FUNCTION>> 
Extends a "true" result of EXPRESSION for the specified number of 
periods.>> This true result is held true over the number of 
periods specified even if> a "false" result is 
generated.>> EXAMPLE hold( cross(rsi(14),70),5 
)>>> At 08:29 PM 5/13/01 +1000, you wrote:> 
>TJ is there a way for ami to look for a condition true over xn 
periods> >> >eg> >> >ref(cross 
(ma(close, 10 ),ema (close, 30)),-10)>0;> >> >sothat 
ami look for the true condition over the last 10 periods> >nojust 
10 periods ago ?> >> >may have asked this before> 
>> >> >Thanks David> >> >Your use 
of Yahoo! Groups is subject to the> ><<A 
href="">http://docs.yahoo.com/info/terms/>Yahoo! 
Terms of Service.>>>>>> Your use 
of Yahoo! Groups is subject to <A 
href="">http://docs.yahoo.com/info/terms/>>>Your 
use of Yahoo! Groups is subject to the <A 
href="">Yahoo! Terms of Service. 
Your 
use of Yahoo! Groups is subject to the <A 
href="">Yahoo! Terms of Service.