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Bullish Harami
MLY = low==llv(low,5);
Buy=
ref(Close,-1) <= Ref(open,-1)*.99
And High <= Ref(open,-1)
And Low >= Ref(close,-1)
And Close> open
And MLY;
Harami Bullish
Pattern: Reversal
Trend: Bullish
Reliability: Low
How to Identify it
A long black day occurs
The second day is a white day where the real body is completely engulfed by
the real body of the first
I think this code does the job ?
/* example exploration 2 */
P=10;/* change percentage loss*/
D=20;/* change days to wait for bearish confirmation*/
/* buy condition */
MLY = low==llv(low,5);
COND11=
Buy=
ref(Close,-1) <= Ref(open,-1)*.99
And High <= Ref(open,-1)
And Low >= Ref(close,-1)
And Close> open
And MLY;
/* Bearish search */
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=" Pattern TIMES";
COLUMN1=CUM(COND111);
column1name="BEARISH";
COLUMN2=100*COLUMN1/COLUMN0;
COLUMN2NAME="% Bearish";
column0format=1.0;
column1format=1.0;
column2format=1.0;
SELL=COND11;
BUY=filter;
Now this tells me that when the number of times the Bullish Harami is found
and how many times it was down 10 % in the following 20 days ?
Regards David
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, August 06, 2001 3:41 PM
Subject: [amibroker] Re: testing results
> Hi David,
> In order to avoid confusion, is it possible to express in words the
> specific search you have in mind ?
> Then we could (perhaps ?) write a new code for this.
> And, please, specify hammer,(white hammer, black hammer, inverted
> hammer etc.)
> A gif could also explain the type of hammer you want.
> Since Greece is half a day far from Australia, let us try to
> communicate through this list.
> I will not agree to replace Cond1, because Cond11 is depended on
> Cond1 and Cond111 depended on Cond11 etc.
> It is better to try something from the beginning.
> Best Regards
> Dimitris Tsokakis
> --- In amibroker@xxxx, "David Holzgrefe" <dtholz@xxxx> wrote:
> > 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@xxxx>
> > 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/
> > >
> > >
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
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