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Dear Dimitris,
Sorry that I changed your code without an explanation of what I was
trying to accomplish - and then posting the change as if it was
"better" than your code. I will not do this again.
When I looked at the code and the results, I thought that the goal
was to find out what the gain would be 10 days later after each
harami signal.
Also, I noted that your gains were computed on max values over the
ten day span.
What I attempted to accomplish was to give the 10th day value, and
also give what the maximim gain would have been if we could have
captured it.
As a suggestion, maybe we could have a way to contact original
authors when code is changed, and let that author post changes to
the group if he/she approves.
Once again, sorry.
Frank
At 07:13 AM 8/13/01 +0000, you wrote:
>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.
>> >
>
>
>
>
>Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
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