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Re: [amibroker] Bow Tie



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Thanks TJ just when I think I got the formula right 
..
could a few of the ami users have a look at it and 
see if it displays as per the theory :
I checked it against a few quickly but im a bit 
cross eyed at the moment from starring at code ....
 
TJ I'll have play with you easy version tomorrow 
:))))
 
thanks again  David
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
Tomasz Janeczko 

To: <A title=amibroker@xxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 
Sent: Monday, May 14, 2001 9:11 PM
Subject: Re: [amibroker] Bow Tie

Hello David,
 
I looked at your formula at here is my 
comment:

 

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;
 
condtrue=cond1 or cond2 or cond3 or cond4 or cond5 
or cond6 and cond7 and cond8 and cond9;
All above statements could be replaced by a 
single:
condtrue = hold( cross( ma( close, 10 ), ema( 
close, 30 ) ), 10 );
 
There is no need for a magic with "reseting" 
back to false.
 
Best regards,
Tomasz Janeczko
 
 
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
David 
Holzgrefe 
To: <A title=amibroker@xxxxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx
Sent: 14 May, 2001 11:58
Subject: Re: [amibroker] Bow Tie

so what i realy need is a way cancel the true 
if the condition becomes false
 
iff var0<1 then var1 = 0 ; ???
or something similar 
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
Tomasz 
Janeczko 
To: <A 
title=amibroker@xxxxxxxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 

Sent: Monday, May 14, 2001 7:21 
PM
Subject: Re: [amibroker] Bow 
Tie

Hi,
 
In fact Steve's solution:
 
var0 = cross (ma(close, 10 ),ema (close, 30) ) ;var1 = 
IIF(HHV(var0,-10) = 1,1,0) ;
is equivalent to
 
var1 = Hold( var0, 10 );
 
so var1 remains true if at least 
one "true" signal occured within previous 10 
bars. 
 
Best regards,
Tomasz Janeczko
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
<A title=gmulhall@xxxx 
href="">Geoff Mulhall 
To: <A 
title=amibroker@xxxxxxxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 

Sent: 14 May, 2001 10:06
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 to 1 (ie true) ?
 
Thanks,
 
Geoff 
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
<A title=dtholz@xxxx 
href="">David Holzgrefe 
To: <A 
title=amibroker@xxxxxxxxxxxxxxx 
href="">amibroker@xxxxxx 

Sent: Monday, May 14, 200110:07 
AM
Subject: Re: [amibroker] ref 

ok I'm concerned that if the condition changesami 
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 it but 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;> 
>> >so that ami look for the true condition over thelast 
10 periods> >no just 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 
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