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Thanks Dimitris that should give me a few idea's to play with
Regards David
----- Original Message -----
From: <TSOKAKIS@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, May 21, 2001 7:36 PM
Subject: [amibroker] Re: Statistics with Amibroker
> --- In amibroker@xxxx, "David Holzgrefe" <dtholz@xxxx> wrote:
> > Hmm so many user now coming out with excellent and new ways to apply
> > AFL codes * phww my head is spinning trying to comprehend them all.
> >
> > its stuck me that the explorer could be used to find many
> reoccurring
> > conditions .. eg how many times the cross(ema(close,10),ema
> (close,21)
> > occurred and the following days where bullish .
> >
> >
> > could some one get me started on my next little learning process
> > using the explore function to compare the occurrences of ma crossed
> >
> > I've written a few but the results aren't coming forward
> >
> > how would I add the number of true statements and false statements
> to
> > get a % correct ?
> >
> > I've looked at the code posted by TSOKAKIS but can's seem to put it
> > to use in the was id like
> >
> >
> > Thanks in advance David
> >
> >
> > --- In amibroker@xxxx, TSOKAKIS@xxxx wrote:
> > > . What an excellent "EXPLORE" in 3.58 !!
> > > Here we are able to test the reliability of a stochk versus
> > > various technical analysis criteria !!
> > > Example: How many "bullish Doji" were confirmed and
> > > became "Morning Stars" in the past history of a certain stock?
> > > The answer is
> > >
> > > COND1=IIF((ABS(C-O)<0.1*ABS(H-L))AND(C<ref(L,-1)),1,0);
> > > COND11=IIF(REF(COND1,-1)>0 AND C>REF(C,-1) AND C>O and o>ref(c,-
> > > 1),1,0);
> > > filter=cond11==1;
> > > numcolumns = 3;
> > > column0 = close;
> > > column1=cum(cond11);
> > > column2=100*CUM(COND11)/cum(cond1);
> > > column0name = "Close";
> > > column1name="confirm";
> > > column2name="%";
> > > column1format = 1.0;
> > >
> > > Press "EXPLORE"
> > > and in "%" column you get the percentage of confirmed Doji in
> > the
> > > whole past history of a stock !!!
> > > Magnificent!! I will never pay attention to "DIAS" Doji, the %
> > was
> > > 8%.!! I will be a close friend of "TITK", it is 66% reliable.!!
> >
> >
> > ----- Original Message -----
> > From: <TSOKAKIS@xxxx>
> > To: <amibroker@xxxx>
> > Sent: Sunday, May 20, 2001 2:57 AM
> > Subject: [amibroker] Reliability versus Technical Indicators
> >
> >
> > > . What an excellent "EXPLORE" in 3.58 !!
> > > Here we are able to test the reliability of a stochk versus
> > > various technical analysis criteria !!
> > > Example: How many "bullish Doji" were confirmed and
> > > became "Morning Stars" in the past history of a certain stock?
> > > The answer is
> > >
> > > COND1=IIF((ABS(C-O)<0.1*ABS(H-L))AND(C<ref(L,-1)),1,0);
> > > COND11=IIF(REF(COND1,-1)>0 AND C>REF(C,-1) AND C>O and o>ref(c,-
> > > 1),1,0);
> > > filter=cond11==1;
> > > numcolumns = 3;
> > > column0 = close;
> > > column1=cum(cond11);
> > > column2=100*CUM(COND11)/cum(cond1);
> > > column0name = "Close";
> > > column1name="confirm";
> > > column2name="%";
> > > column1format = 1.0;
> > >
> > > Press "EXPLORE"
> > > and in "%" column you get the percentage of confirmed Doji in
> the
> > > whole past history of a stock !!!
> > > Magnificent!! I will never pay attention to "DIAS" Doji, the %
> was
> > > 8%.!! I will be a close friend of "TITK", it is 66% reliable.!!
> > >
> > >
> > >
> > >
> > > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
> > >
> > >/* Attention Mr David Holzgrefe :
> After defining cross condition, you have to define what you want as
> bullish, related to % gain and time to get it. I give you here an
> example with 10% the first 20 days after cross happened. The routine
> counts only the first time of occurence.The statictics is over the
> whole history of the stocks under examination.*/
> maxgraph=4;
> d=cross(ema(close,20),ema(close,50));
> d1=ref(d,-20);
> v1=valuewhen(d==1,c,1);
> t1=barssince(d==1);
> cf=iif(t1<20 and c>1.1*v1,3,0);
> cf1=iif(cf>ref(cf,-1),cf,0);
> cf2=hold(cf1>0,19);
> cf3=iif(cf2>ref(cf2,-1),1,0);
> graph3=cf3;
> filter=d==1;
> graph0=d;
> graph1=cum(d);
> graph2=cum(cf3);
> graph2style=1;
> numcolumns=2;
> column0=cum(d);
> column0name="times";
> COLUMN1=CUM(cf3);
> column1name="confirm";
> COLUMN1FORMAT=1.0;
> column0format=1.0;
> BUY=D==1;
> SELL=cf3==1;
> /* the above formula is working in EXPLORE mode and graphed in
> Indicator Builder.
> Have a nice day,
> Dimitris Tsokakis*/
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
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