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Tomasz,
No need to answer. Apparently I had some errant .dll files. Its
fixed now.
Anyone interested in downloading quotes might want to check into this:
http://lightning.prohosting.com/~darrend/
My first code....based on moving averages:
Any improvements would be welcomed. I tried adding a buy signal off
the bottom bollinger band, that didnt improve performance.
/*Short term moving average....by L.Moores 6/6/2001
Several variable can be tweeked to optimize results for a group of
stocks.*/
/*number or days in past to measure the linear regression slope and
determination of that slope*/
slopelookback=7; /*vary to suit*/
slope=LinRegSlope(C,slopelookback);
/*Allowed penetration above or below moving average*/
above=.005; /*vary*/
below=.021; /*vary*/
maShort = 15; /*vary*/
buy1 =close>(1+above)*ma(close,maShort);
buy2 =slope>-.1; /*vary*/
buy=buy1 AND buy2;
sell = close < (1-below)*ma(close,maShort);
buy = exrem(buy,sell);
sell = exrem(sell,buy);
"Review of " + fullname() + " (" + name() + ")" + "\nas of " + date();
bsbuy = barssince( buy );
"\nCurrent Statistics\n";
"Close: " + WriteVal(Close);
"15 DMA: "+WriteVal(ma(close,15));
"Day Change: " + WriteVal(Close - Ref( Close, -1 ) ) ;
"Total Change: " + WriteVal(Close-Ref( Close,-bsbuy ) );
bssell = barssince( sell );
"\nMoving Average has generated "+
writeif( bsbuy >20 AND bssell > 20, "no signals during last 20
periods.",
writeif( bsbuy < bssell, "buy signal " + writeval( bsbuy, 3.0 ),
"sell signal " + writeval( bssell, 3.0) ) + " periods ago.");
--- In amibroker@xxxx, acs64@xxxx wrote:
> Tomasz,
>
> Do you know of any "download accelerators" within Amibroker that
> could effect in anyway the ability of one to connect to internet
> sites? I ask because I have been having repeated problems lately
> with connecting to most websites, and after talking with my ISP,
they
> asked me whether I had installed any software lately that
accelerated
> downloading. I said I didnt know for sure, but didnt think so.
> Thought I should ask you just in case there might be something....
>
> Thanks,
>
> Larry
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