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Dear Tomasz;
Thank you VERY much for the exploration formula. Could this formula be
expanded upon using points or percentage difference of previous
close, whether ( > or <).
I posted this study several days ago and you pointed me to Dimitri and
several of posts that he had submitted.
I assumed that Along with your duties as the Author of this great
program (AMIBROKER), and I mean Great, That you were busy increasing
the power of the program and fullfilling the users wish lists.
I have used other software packages,( I will not mention the names,
Out of respect for AMIBROKER, but this program is the best and easiest
to use. I would personally like to help promote this product to
others. I recommend this software to everyone I talk to.
I felt very comfortable corresponding with Dimitri, he is very
efficient in AFL coding, I like the work that he has done to date.
Also, others in the group as well, submitted some ideas.
But it is to you that I owe the greatest appreciation, you are the
coding GURU. Thank you very much. THE POWER OF AMIBROKER IS
UNSTOPABLE!!. Keep up the Great work.
If I can help in any way, please let me know.
Best Wishes,
Anthony
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Dear Anthony,
>
>
> Here comes the exploration formula that calculates the numbers you
want:
>
> ///////////////////////////////////////
>
> monday = dayofweek() == 1;
>
> // monday up after friday > thursday
> mup = monday AND ref( close, -1 ) < close AND ref( close, -2 ) <
ref( close, -1 );
>
> // monday down after friday > thursday
> mdown = monday AND ref( close, -1 ) < close AND ref( close, -2 ) <
ref( close, -1 );
>
> // monday up after friday < thursday
> mup2 = monday AND ref( close, -1 ) < close AND ref( close, -2 ) >
ref( close, -1 );
>
> // monday up after friday < thursday
> mdown2 = monday AND ref( close, -1 ) < close AND ref( close, -2 ) >
ref( close, -1 );
>
> totmup = lastvalue( cum( mup ) );
> totmdown = lastvalue( cum( mdown ) );
> totmup2 = lastvalue( cum( mup2 ) );
> totmdown2 = lastvalue( cum( mdown2 ) );
>
> filter = totmup > 0;
>
> numcolumns = 4;
> column0 = totmup;
> column1 = totmdown;
> column2 = totmup2;
> column3 = totmdown2;
>
> //////////////////////////////////////////////////
>
> Please switch to "Range: n last days" and enter 1 into the "n"
field.
> Then click Automatic Analysis "Exploration" button.
>
> Hope this one helps you.
>
> One hint for the future: don't belive people saying something is
impossible.
> If you need AFL guidance ask me.
>
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
>
>
> ----- Original Message -----
> From: <ajf1111@xxxx>
> To: <amibroker@xxxx>
> Sent: Saturday, July 28, 2001 6:35 AM
> Subject: [amibroker] Re: Dec 2001 cotton
>
>
> > Bill,
> >
> > Thank you for your link and response, yes I have done it in excel,
> > but, My spreadsheets produce numbers only, I do not produce the
> > probability cone as shown at the link address.
> >
> > I am just getting familiar with AFL code, If you know how to
produce
> > the probability cone in AFL code as shown at the link address,
please
> > submit.
> >
> > Also, If you know how to produce the study / exploration as
previously
> > described, your help would be greatly appreciated.
> >
> > also, thank you for the link to the pattern software.
> >
> > best regards
> > Anthony
> >
> > --- In amibroker@xxxx, "wavemechanic" <wd78@xxxx> wrote:
> > > Anthony:
> > >
> > > If you can calculate the probability with Excel, why can't you
do so
> > with AFL? Is your study similar to Fishback's ODDS probability
cones,
> > which is summarized below?
> > > "ODDS Probability Cones (which are greatly influenced by recent
> > price volatility) provide you with a visual guide to the most
> > probable range of future prices. This range (i.e. the cone's
width) is
> > determined by recent volatility in prices, the number of time
periods
> > projected, and the probability percentage (e.g., 68% confidence,
90%
> > confidence, etc.). The more volatile the security prices, the
wider
> > the expected range of future prices and hence the wider the cones.
The
> > cones always widen from the apex even if recent volatility is very
> > low, because as time increases, the better the odds of a
significant
> > price move." From
> >
http://www.paritech.com/education/technical/indicators/volatility/odds
> > .asp.
> > >
> > > Bill
> > > ----- Original Message -----
> > > From: ajf1111@xxxx
> > > To: amibroker@xxxx
> > > Sent: Friday, July 27, 2001 9:25 PM
> > > Subject: [amibroker] re: Dec 2001 cotton
> > >
> > >
> > > Dimitri;
> > >
> > > Thank you for your response to explorations. The study that I
am
> > > trying to acheive can be used for stocks as well as
commodities.
> > >
> > > Along with a visual confirmation as to bullish or bearish a
> > market, I
> > > also try to quantify market direction with several indicators
> > > confirming.
> > >
> > > To that end, one of my confirming studies deals with
> > probabilities.
> > > I have created several spreadsheets in microsoft excel 97,
which
> > allow
> > > me to find the standard deviation, Historical Volatility, and
> > > Probability of market movement. By using these measurements
and
> > time,
> > > I am able to determine what is the Probability of a target
price
> > to be
> > > acheived or not. ( ex. 60% ,70%, 80%, 90%).
> > >
> > > If you would like me to upload a copy of this spreadsheet. Let
me
> > > Know.
> > >
> > > Back to the exploration. I guess amibroker can not handle this
> > type of
> > > study.
> > >
> > > A sample report of this type of study might look like this;
> > >
> > > testing data: 90 days of history
> > > test 1: If Friday's close > Thursday's close
> > > Monday's close: higher-- 11
> > > lower -- 1
> > > test 2: If Friday's close < Thursday's close
> > > Monday's close: higher-- 11
> > > lower -- 1
> > > test 3: If Friday's close = Thursday's close
> > > Monday's close: higher-- 11
> > > lower -- 1
> > >
> > > As you can see with this type of test, there is a 90% chance
of
> > > Monday's close being higher. The Probability is 90%, My visual
> > > confirmation (technical analysis) is bullish, My indicators
are
> > > bullish, I will initiate a bullish strategy.
> > >
> > > If you Know of a program that can produce this type of study,
> > please
> > > let me know.
> > >
> > > Again, thank you,
> > > Anthony
> > >
> > >
> > >
> > > Yahoo! Groups Sponsor
> > > ADVERTISEMENT
> > >
> > >
> > >
> > >
> > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> > Service.
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
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