|
PureBytes Links
Trading Reference Links
|
Thanks D T I dont follow what you mean ?
re MTL in the code i posted to me its no different to the P in this code ?
Anyway here is the original code posted by yourself I think ?
what i want to to is insert my own buy conditions inorder to test entries
and though the % Bearish formula was as good an any ?
this is the original forumla posted to the group by ?
Can I just replace the COND1 with my own buy condition?
Reagrds David
/* example exploration */
P=20;/* change percentage loss*/
D=20;/* change days to wait for bearish confirmation*/
COND1=IIF((ABS(C-O)<0.1*ABS(H-L))AND(C>ref(h,-1)),1,0);
COND11=IIF(REF(COND1,-1)>0 AND C<REF(C,-1) AND C<O and o<ref(c,-
1),1,0);
COND111=IIF(REF(COND11,-20)>0 AND LLV(C,20)<(1-(P/100))*REF(C,-
D),1,0);
filter=cond111==1;
NUMCOLUMNS=5;
COLUMN0=CUM(COND11);
column0name="TIMES";
COLUMN1=CUM(COND111);
column1name="BEARISH";
COLUMN2=100*COLUMN1/COLUMN0;
COLUMN2NAME="%";
column0format=1.0;
column1format=1.0;
column2format=1.0;
SELL=COND11;
BUY=filter;
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, August 04, 2001 5:49 PM
Subject: [amibroker] Re: testing results
> Hi David,
> you write:
>
> MTL=llv(low,5);
> COND11=
> open >= high-(high-low)*.25
> And Close >= high - (High-Low)*.25
> And MTL;
>
> Here something is missing.
> You may have
> COND11=(conda)and(condb)and(condc) etc
> Well, open >= high-(high-low)*.25 is a condition
> Close >= high - (High-Low)*.25 is a condition, but
> MTL is not a condition.
> It needs something there, like
> MTL>=something or MTL<=something
> as you use in close>= something and you do not write
> a single close.
> MTL as stated in your MTL=llv(low,5); is the lowest value
> of "low" for the last 5 days.
> What is the condition that you ask for this MTL ?
> I suppose it is clear.
> D. T.
> --- In amibroker@xxxx, "David Holzgrefe" <dtholz@xxxx> wrote:
> > Hi Dimitris,
> > have a quick look at the code MTL is specified MTL=llv(low,5);
> >
> > that was just an example what I wanted was a format for the code
> that
> > allowed me to easily replace the search criteria, with another one
> in order
> > to see it the indicator was a good one or not
> >
> >
> > eg the cross of moving average x and x was profitable 40 % of the
> time
> > the hammer was profitable 75 % of the time
> >
> > the code could also be used for sell signals
> > i realise that backtesting numbers of possibilities would yield the
> same
> > results
> > I was looking for a quick was to see if a new indicator had
> potential or not
> >
> > even better would be a way to add the bang for bucks type return to
> the
> > caculations ...
> >
> >
> > Thanks David
> > ----- Original Message -----
> > From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> > To: <amibroker@xxxx>
> > Sent: Saturday, August 04, 2001 5:43 AM
> > Subject: [amibroker] Re: testing results
> >
> >
> > > David,
> > > Specify first what do you want for MTL.
> > > MTL>something, MTL=something ?
> > > D. Tsokakis
> > > --- In amibroker@xxxx, "David Holzgrefe" <dtholz@xxxx> wrote:
> > >
> > > > And MTL;
> > >
> > >
> > >
> > >
> > >
> > >
> > > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
> > >
> > >
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
|