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Re: [amibroker] Winning Systems



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Hi,
 
Just one comment:
You don't need to write:
WriteVal<FONT 
size=2>(T,Format = 1<FONT 
size=2>);
 
It is enough to write simply:
WriteVal( T, <FONT 
color=#ff00ff>1 )
 
Best regards,
Tomasz Janeczko
amibroker.com
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
Tom Supera 

To: <A title=amibroker@xxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 
Sent: 04 October, 2001 09:58
Subject: Re: [amibroker] Winning 
Systems

Hi David
 
 
Here's the afl

T = 30;
Title = "301-6 
" + Name<FONT 
size=2> () + " " 
+ "CCI" + 
" " + <FONT 
color=#ff00ff size=2>"periods:" + <FONT 
color=#0000ff size=2>WriteVal(T,Format = <FONT 
color=#ff00ff size=2>1)+ <FONT color=#ff00ff 
size=2>" " 
+ "RSI (9): "+ 
WriteVal(<FONT 
color=#0000ff size=2>RSI(<FONT color=#ff00ff 
size=2>9),FORMAT=<FONT color=#ff00ff 
size=2>1.2); 
MaxGraph = 5<FONT 
size=2>;
Graph2 = CCI 
(T);
Uptrend = 100; 
Downtrend = -100; 

Graph2BarColor = IIf<FONT 
size=2> (Graph2 > uptrend, <FONT color=#ff00ff 
size=2>5, 
IIf (Graph2 
< downtrend,4<FONT 
size=2>,1));
Graph4 = Graph2;
Graph4BarColor = IIf<FONT 
size=2> (Graph4 > uptrend, <FONT color=#ff00ff 
size=2>5, 
IIf (Graph4 
< downtrend,4<FONT 
size=2>,1));
Graph2Style = 4<FONT 
size=2>+2<FONT 
size=2>;
 
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
David 
Holzgrefe 
To: <A title=amibroker@xxxxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, October 04, 20014:35 
AM
Subject: Re: [amibroker] Winning 
Systems
Hi Tom Sdo you have a afl to suit the indicator 301-6 
?attached is a Report from the afl by Tom McIt produced similar 
results on the ASX 200 over several different timeperiodsRegards 
David----- Original Message -----From: "Tom Supera" <<A 
href="">tom_supera@xxxx>To: <<A 
href="">amibroker@xxxxxxxxxxxxxxx>Sent: 
Thursday, October 04, 2001 7:17 AMSubject: 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 
tohttp://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 
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