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Dear Frank,
Please look #3744.
When presented first gifs, I included EXACTLY the case you refer.
The two BUYs are afew days apart. It is on the graph, it has green
arrows on the graph, I attached also the Exploration Result where you
can read the dates for adjacent Haramis, I wrote a comment that the
code DOES NOT confuses the Haramis and respond one by one SEPARATELY,
WHAT ELSE SHOULD I WRITE TO PRESENT IT?
and you come to the quick conclusion that there is a bug and you find
the reason for that bug(HOW ?)and give the solution.
Please read again #3744.
The code is doing exactly what you wrote the code is not doing.
It is written there.
D. T.
--- In amibroker@xxxx, Frank <fesnay@xxxx> wrote:
> David, et all:
> When there are more than 1 buy signal within a 10 trading day
> time frame, some of the columns on your explore showed "0".
> I did some minor rework, and came up with the following code.
> See if you like it.
> Frank
>
> ==================================================================
> /*BULLISH HARAMI BUY CONDITION*/
> /*GAIN 10 DAYS LATER*/
> /*PERCENTAGE SUCCESS*/
> /* UP TO THREE BUY SIGNALS WITHIN 10 DAYS ACCEPTABLE */
> /* WITH EACH BUY SIGNAL GIVEN A % GAIN FIGURE */
> u=5;/*PERCANTAGE DROP THE FIRST DAY*/
> d1=10;/*DAYS TO WATCH*/
> cond1=close<=(1-u/100)*open;
> cond2=close>open and close<ref(open,-1) and open>ref(close,-1);
> cond3=cond2 and ref(cond1,-1);
> BUY=cond3;
> h1=iif(barssince(buy) == 10,close,0);
> filter=ref(COND3,-d1);
> tempg1 = tempg2 = tempg3 = 0; //set up temporary gain holding arrays
> sell=filter;
> h2 = iif(sell,hhv(close,d1),0);
> numcolumns=7;
> column0=ref(close,-d1+1);// Add 1 day to the 10 days - - a -1 is
yesterday, so
> -10 is 11 days ago
> tempg1 = iif(sell and tempg1 == 0 and tempg2 ==0 and
tempg3==0,close,0); //if
> first active occurance, assign tempg1
> tempg2 = iif(sell and tempg1 > 0 and tempg2 == 0 and
tempg3==0,close,0); //if
> tempg1 active, assign tempg2
> tempg3 = iif(sell and tempg1 > 0 and tempg2 > 0 and tempg3 ==0,
close,0);
> // if
> tempg1 and tempg2 active, assign tempg3
> column1 = iif(sell and tempg1 > 0 and tempg2 == 0 and tempg3 ==
> 0,tempg1,iif(sell and tempg2 > 0 and tempg3 == 0,tempg2,iif(sell and
> tempg3,tempg3,0)));
> tempg1 = iif(barssince(buy) > 10,0,tempg1);
> tempg2 = iif(barssince(buy) > 10,0,tempg2);
> tempg3 = iif(barssince(buy) > 10,0,tempg3);
> column2=100*((column1-column0)/column0);
> column0name="Harami CLOSE"
> column1name="10th CLOSE"
> column2name=" % GAIN"
>
> COLUMN3=LASTVALUE(CUM(BUY));
> COLUMN4=(CUM(COLUMN2>0 AND SELL));
> COLUMN5=100*COLUMN4/COLUMN3;
> COLUMN6 = h2;
>
> COLUMN3NAME="Signals"
> COLUMN4NAME="# Profitable"
> COLUMN5NAME="% Profitable"
> COLUMN6NAME = "Max 10 Day High"
> COLUMN3FORMAT=1.0;
> COLUMN4FORMAT=1.0;
> COLUMN5FORMAT=1.2;
> COLUMN5FORMAT=1.2;
>
=====================================================================
> At 08:37 PM 8/12/01 +0300, you wrote:
> >
> > Hi David,
> > I think here we have what you ask.
> > "FROM" 4 haramis "GAINED" 3, i. e. the
> > "% G" is 75%.
> > The most I liked is COLUMN4 syntax.
> >
> > /*BULLISH HARAMI BUY CONDITION*/
> > /*GAIN 10 DAYS LATER*/
> > /*PERCENTAGE SUCCESS*/
> > u=5;/*PERCANTAGE DROP THE FIRST DAY*/
> > d1=10;/*DAYS TO WATCH*/
> > cond1=close<=(1-u/100)*open;
> > cond2=close>open and close<ref(open,-1) and open>ref(close,-1);
> > cond3=cond2 and ref(cond1,-1);
> > h1=hhv(close,d1);
> > filter=ref(COND3,-d1);
> > BUY=cond3;
> > sell=filter;
> > numcolumns=7;
> > column0=ref(close,-d1);
> > column1=h1;
> > column2=100*(column1/column0-1);
> > column0name="HARAMI CLOSE"
> > column1name="HIGHEST CLOSE"
> > column2name="MAX GAIN"
> > COLUMN3=LASTVALUE(CUM(BUY));
> > COLUMN4=LASTVALUE(CUM(COLUMN2>0 AND SELL));
> > COLUMN5=100*COLUMN4/COLUMN3;
> > COLUMN3NAME="FROM"
> > COLUMN4NAME="GAINED"
> > COLUMN5NAME="% G"
> > COLUMN6NAME="B/S F"
> > COLUMN3FORMAT=1.0;
> > COLUMN4FORMAT=1.0;
> > COLUMN5FORMAT=1.0;
> >
> > The majority of my 400 stocks, although in a 2 years bearish
> > period, were above 50%
> >
> > Dimitris Tsokakis
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to the
> > <http://docs.yahoo.com/info/terms/>Yahoo! Terms of Service.
> >
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