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Re: [amibroker] Re: Moving Averages "Crash" Test



PureBytes Links

Trading Reference Links

Hi Dimitris,

The information of this sites looks very interesting.
Is there anywhere information about the code of the indicators (RSX, ...)

Thanks

Tom Supera
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, August 31, 2001 8:23 AM
Subject: [amibroker] Re: Moving Averages "Crash" Test


> You may find description and comparison examples in
> http://www.jurikres.com/catalog/ms_ama.htm#top
> http://www.jurikres.com/faq/faq_ama.htm#betterthan
> http://www.jurikres.com/catalog/ms_ama.htm#top
>
> Dimitris Tsokakis
> --- In amibroker@xxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx> wrote:
> > We will use some Test Functions to check out the
> > response of various moving averages.
> > 1. "Crash1" : The test stock moved from 10 to 20 in one day.
> > 2. "Crash 10" : The test stock moved from 10 to 20 in ten days.
> > 3. "Crash 20" : The test stock moved from 10 to 20 in twenty days.
> > But before use these modules, let use try to create them.
> > Select some stock with more than 100 data days and paste in
> > Indicator Builder the formula
> >
> > /*Response Test Lines*/
> > EnableScript("jscript");
> > <%
> > close = VBArray( AFL( "close" ) ).toArray();
> > s=new Array();
> > t=new Array();
> > s[0]=10;
> > t[0]=10;
> > for(i=1;i<close.length-100;i++)
> > {s[i]=10;}
> > for(i=close.length-100;i<close.length-90;i++)
> > {s[i]=1+s[i-1];}
> > for(i=close.length-90;i<close.length;i++)
> > {s[i]=20;}
> > AFL.Var("crash10") =s ;
> > for(i=1;i<close.length-100;i++)
> > {t[i]=10;}
> > for(i=close.length-100;i<close.length-80;i++)
> > {t[i]=0.5+t[i-1];}
> > for(i=close.length-80;i<close.length;i++)
> > {t[i]=20;}
> > AFL.Var("crash20") =t ;
> > %>
> > crash1=iif(cum(1)<lastvalue(cum(1))-99,10,20);
> > graph0=crash1;
> > graph1=crash10;
> > graph2=crash20;
> > graph2style=1;
> >
> > Select Automatic Scaling, mark Limits and see the 3 test lines.
> >
> > Dimitris Tsokakis
>
>
>
>
>
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>