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Thanks DT and Frank for your interest in my afl search
----- Original Message -----
From: "Frank" <fesnay@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, August 14, 2001 5:31 AM
Subject: Re: [amibroker] Re: Bullish Harami(Final ?)
> 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/
> >
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
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