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Here's the afl
T = 30;
Title = "301-6 " + Name () + " "
+ "CCI" + " " + "periods:" + WriteVal(T,Format = 1)+ " "
+ "RSI (9): "+ WriteVal(RSI(9),FORMAT=1.2);
MaxGraph = 5;
Graph2 = CCI (T);
Uptrend = 100; Downtrend = -100;
Graph2BarColor = IIf (Graph2 > uptrend, 5,
IIf (Graph2 < downtrend,4,1));
Graph4 = Graph2;
Graph4BarColor = IIf (Graph4 > uptrend, 5,
IIf (Graph4 < downtrend,4,1));
Graph2Style = 4+2;
----- Original Message -----
From: David Holzgrefe
To: amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, October 04, 2001 4:35 AM
Subject: Re: [amibroker] Winning Systems
Hi Tom S
do you have a afl to suit the indicator 301-6 ?
attached is a Report from the afl by Tom Mc
It produced similar results on the ASX 200 over several different time
periods
Regards David
----- Original Message -----
From: "Tom Supera" <tom_supera@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, October 04, 2001 7:17 AM
Subject: Re: [amibroker] Winning Systems
> Hi Tom,
>
> I wonder, why the most people searching for trend-indicators. I think, you
> become better signals with cci.
> See the two files i've added.
>
> Let me hear, what you think about it
>
> Tom Supera
>
>
> ----- Original Message -----
> From: "Tom McDaniel" <tmtempe@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, October 03, 2001 2:41 AM
> Subject: Re: [amibroker] Winning Systems
>
>
> > Bryan-
> >
> > Here is an interesting system. I gravitate toward the simplicity and
> > underlying concept of the system.
> >
> > I think I have coded it accurately from an article in the most recent
> > issue of Technical Analysis of Stocks and Commodities. No guarantees.
> > The author seems to gravitate toward commodities rather than stocks and
> > shows no stock related results.
> >
> > Backtesting on my stock list shows a modest profit. Examining the graphs
> > by eye (Indicator Builder) shows that there is a significant lag in the
> > system (particularly on position entry). So, smart people should be
> > able to improve on it.
> >
> > I would be interested in hearing your and other's thoughts and the
> > results of any experimenting.
> >
> > Best regards,
> > -Tom McDaniel
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
>
>
> --------------------------------------------------------------------------
--
> ----
>
>
> > /* Trend Detection Index */
> > /* Developed by M.H. Pee */
> > /* From Technical Analysis of Stocks and Commodities, October, 1991 p.
54
> */
> > /* Coded by T.L. McDaniel September, 1991 */
> >
> >
> > MaxGraphs = 2;
> > Period = 20;
> >
> > TDM = ( Close - Ref (Close, -Period));
> > ATDM = ABS (TDM);
> > PTDI = SUM (TDM, Period);
> > ATDI = ABS (PTDI);
> > FDAM = SUM (ATDM, 40);
> > SATDM = SUM( ATDM, 20);
> > TDI = (ATDI + SATDM) - FDAM;
> >
> > Graph0 = TDI;
> > Graph1 = PTDI;
> >
> > Buy = iif (PTDI > 0 AND TDI >0, 1, 0);
> > /* Sell = Cross (0, PTDI); */
> > Short = iif (PTDI < 0 AND TDI >0, 1, 0);
> > Sell = Short;
> > /* Cover = Cross (PTDI, 0); */
> > Cover = Buy;
> >
> > Buy = ExRem (Buy, Sell);
> > Sell = ExRem (Sell, Buy);
> > Short = ExRem (Short, Cover);
> > Cover = ExRem (Cover, Short);
> >
>
>
>
>
> 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/
------=_NextPart_001_0012_01C14CBB.2E2D4A80
Content-Type: text/html;
charset="iso-8859-1"
Content-Transfer-Encoding: quoted-printable
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<HTML><HEAD>
<META http-equiv=Content-Type content="text/html; charset=iso-8859-1">
<META content="MSHTML 6.00.2600.0" name=GENERATOR>
<STYLE></STYLE>
</HEAD>
<BODY bgColor=#ffffff>
<DIV><FONT face=Arial size=2>Hi David</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Here's the afl</FONT></DIV>
<DIV><FONT face=Arial size=2><FONT size=2>
<P>T = </FONT><FONT color=#ff00ff size=2>30</FONT><FONT size=2>;</FONT></P>
<P><FONT size=2><B>Title</B> = </FONT><FONT color=#ff00ff size=2>"301-6
"</FONT><FONT size=2> + </FONT><FONT color=#0000ff size=2>Name</FONT><FONT
size=2> () + </FONT><FONT color=#ff00ff size=2>" "</FONT><FONT size=2> </P>
<P>+ </FONT><FONT color=#ff00ff size=2>"CCI"</FONT><FONT size=2> + </FONT><FONT
color=#ff00ff size=2>" "</FONT><FONT size=2> + </FONT><FONT color=#ff00ff
size=2>"periods:"</FONT><FONT size=2> + </FONT><FONT color=#0000ff
size=2>WriteVal</FONT><FONT size=2>(T,Format = </FONT><FONT color=#ff00ff
size=2>1</FONT><FONT size=2>)+ </FONT><FONT color=#ff00ff size=2>" "</FONT><FONT
size=2> </P>
<P>+ </FONT><FONT color=#ff00ff size=2>"RSI (9): "</FONT><FONT size=2>+
</FONT><FONT color=#0000ff size=2>WriteVal</FONT><FONT size=2>(</FONT><FONT
color=#0000ff size=2>RSI</FONT><FONT size=2>(</FONT><FONT color=#ff00ff
size=2>9</FONT><FONT size=2>),FORMAT=</FONT><FONT color=#ff00ff
size=2>1.2</FONT><FONT size=2>); </P><B>
<P>MaxGraph</B> = </FONT><FONT color=#ff00ff size=2>5</FONT><FONT
size=2>;</P><B>
<P>Graph2</B> = </FONT><FONT color=#0000ff size=2>CCI</FONT><FONT size=2>
(T);</P>
<P>Uptrend = </FONT><FONT color=#ff00ff size=2>100</FONT><FONT size=2>;
Downtrend = -</FONT><FONT color=#ff00ff size=2>100</FONT><FONT size=2>; </P><B>
<P>Graph2BarColor</B> = </FONT><FONT color=#0000ff size=2>IIf</FONT><FONT
size=2> (<B>Graph2</B> > uptrend, </FONT><FONT color=#ff00ff
size=2>5</FONT><FONT size=2>, </P>
<P></FONT><FONT color=#0000ff size=2>IIf</FONT><FONT size=2> (<B>Graph2</B> <
downtrend,</FONT><FONT color=#ff00ff size=2>4</FONT><FONT size=2>,</FONT><FONT
color=#ff00ff size=2>1</FONT><FONT size=2>));</P><B>
<P>Graph4</B> = <B>Graph2</B>;</P><B>
<P>Graph4BarColor</B> = </FONT><FONT color=#0000ff size=2>IIf</FONT><FONT
size=2> (<B>Graph4</B> > uptrend, </FONT><FONT color=#ff00ff
size=2>5</FONT><FONT size=2>, </P>
<P></FONT><FONT color=#0000ff size=2>IIf</FONT><FONT size=2> (<B>Graph4</B> <
downtrend,</FONT><FONT color=#ff00ff size=2>4</FONT><FONT size=2>,</FONT><FONT
color=#ff00ff size=2>1</FONT><FONT size=2>));</P><B>
<P>Graph2Style</B> = </FONT><FONT color=#ff00ff size=2>4</FONT><FONT
size=2>+</FONT><FONT color=#ff00ff size=2>2</FONT><FONT
size=2>;</P></FONT></FONT></DIV>
<DIV> </DIV>
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
<A title=dtholz@xxxx href="mailto:dtholz@xxxx";>David
Holzgrefe</A> </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A title=amibroker@xxxxxxxxxx
href="mailto:amibroker@xxxxxxxxxxxxxxx";>amibroker@xxxxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Thursday, October 04, 2001 4:35
AM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> Re: [amibroker] Winning
Systems</DIV>
<DIV><BR></DIV>Hi Tom S<BR><BR>do you have a afl to suit the indicator 301-6
?<BR><BR>attached is a Report from the afl by Tom Mc<BR>It produced similar
results on the ASX 200 over several different time<BR>periods<BR><BR>Regards
David<BR>----- Original Message -----<BR>From: "Tom Supera" <<A
href="mailto:tom_supera@xxxx";>tom_supera@xxxx</A>><BR>To: <<A
href="mailto:amibroker@xxxxxxxxxxxxxxx";>amibroker@xxxxxxxxxxxxxxx</A>><BR>Sent:
Thursday, October 04, 2001 7:17 AM<BR>Subject: Re: [amibroker] Winning
Systems<BR><BR><BR>> Hi Tom,<BR>><BR>> I wonder, why the most people
searching for trend-indicators. I think, you<BR>> become better signals
with cci.<BR>> See the two files i've added.<BR>><BR>> Let me hear,
what you think about it<BR>><BR>> Tom Supera<BR>><BR>><BR>>
----- Original Message -----<BR>> From: "Tom McDaniel"
<tmtempe@xxxx><BR>> To:
<amibroker@xxxxxxxxxxxxxxx><BR>> Sent: Wednesday, October 03, 2001
2:41 AM<BR>> Subject: Re: [amibroker] Winning
Systems<BR>><BR>><BR>> > Bryan-<BR>> ><BR>> > Here is
an interesting system. I gravitate toward the simplicity and<BR>>
> underlying concept of the system.<BR>> ><BR>> > I think I
have coded it accurately from an article in the most recent<BR>> > issue
of Technical Analysis of Stocks and Commodities. No guarantees.<BR>>
> The author seems to gravitate toward commodities rather than stocks
and<BR>> > shows no stock related results.<BR>> ><BR>> >
Backtesting on my stock list shows a modest profit. Examining the
graphs<BR>> > by eye (Indicator Builder) shows that there is a
significant lag in the<BR>> > system (particularly on position
entry). So, smart people should be<BR>> > able to improve on
it.<BR>> ><BR>> > I would be interested in hearing your and
other's thoughts and the<BR>> > results of any experimenting.<BR>>
><BR>> > Best regards,<BR>> > -Tom McDaniel<BR>>
><BR>> ><BR>> ><BR>> ><BR>> ><BR>> > Your use
of Yahoo! Groups is subject to<BR>http://docs.yahoo.com/info/terms/<BR>>
><BR>> ><BR>><BR>><BR>>
--------------------------------------------------------------------------<BR>--<BR>>
----<BR>><BR>><BR>> > /* Trend Detection Index */<BR>> > /*
Developed by M.H. Pee */<BR>> > /* From Technical Analysis of Stocks and
Commodities, October, 1991 p.<BR>54<BR>> */<BR>> > /* Coded by T.L.
McDaniel September, 1991 */<BR>> ><BR>> ><BR>> > MaxGraphs =
2;<BR>> > Period = 20;<BR>> ><BR>> > TDM = ( Close - Ref
(Close, -Period));<BR>> > ATDM = ABS (TDM);<BR>> > PTDI =SUM
(TDM, Period);<BR>> > ATDI = ABS (PTDI);<BR>> > FDAM = SUM (ATDM,
40);<BR>> > SATDM = SUM( ATDM, 20);<BR>> > TDI = (ATDI + SATDM) -
FDAM;<BR>> ><BR>> > Graph0 = TDI;<BR>> > Graph1 =
PTDI;<BR>> ><BR>> > Buy = iif (PTDI > 0 AND TDI >0, 1,
0);<BR>> > /* Sell = Cross (0, PTDI); */<BR>> > Short = iif (PTDI
< 0 AND TDI >0, 1, 0);<BR>> > Sell = Short;<BR>> > /*Cover
= Cross (PTDI, 0); */<BR>> > Cover = Buy;<BR>> ><BR>> > Buy
= ExRem (Buy, Sell);<BR>> > Sell = ExRem (Sell, Buy);<BR>> > Short
= ExRem (Short, Cover);<BR>> > Cover = ExRem (Cover, Short);<BR>>
><BR>><BR>><BR>><BR>><BR>> Your use of Yahoo! Groups is
subject to
http://docs.yahoo.com/info/terms/<BR>><BR>><BR><BR>------------------------
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use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
<BR><BR></BLOCKQUOTE></BODY></HTML>
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