|
PureBytes Links
Trading Reference Links
|
Ken,
Yahoo mail is a bloody service, some of my messages took two days to
appear on messages list.
Anyway, I already tried a system like that one you posted. It's
fairly good but, as you will see, it fails several rebounds, mainly
when there are large spreads between peaks and troughs. To avoid this
limit, I'm trying to use troughs as resistances and peaks as
supports, too, as I explained in my previous message. At this moment,
however, that message seem still lost in space.
Finally, a little suggestion: I prefer to use Cross() function,
instead of < and >.
Best regards,
Franco
--- In amibroker@xxxx, "Ken Close" <closeks@xxxx> wrote:
> Perhaps my ISP is having problems getting my msgs to yahoo or yahoo
is slow
> in receiving and displaying them.
>
> Ken
>
> Time sent: 2:54 EDT
>
> -----Original Message-----
> From: Ken Close [mailto:closeks@x...]
> Sent: Friday, April 19, 2002 1:31 PM
> To: amibroker@xxxx
> Subject: Peaks and Troughs System
>
>
> Franco/All:
>
> This makes an interesting little trading system. Play with it.
Some of the
> equity curves are quite smooth. Some are not.
>
> Ken
>
> Chg = Optimize("Chg",3.5,0.5,6,0.5);
> res = Ref(Peak(H, Chg, 1), -1);
> sup = Ref(Trough(L, Chg, 1), -1);
> Plot(C,"Close",1,64);
> Plot(res,"res",6,1);
> Plot(sup,"sup",4,1);
>
> Buy = H > res;
> Sell = L < sup;
>
> Buy = ExRem(Buy,Sell);
> Sell=ExRem(Sell,Buy);
>
>
>
>
> -----Original Message-----
> From: Ken Close [mailto:closeks@x...]
> Sent: Friday, April 19, 2002 11:02 AM
> To: amibroker@xxxx
> Subject: RE: [amibroker] Peaks and Troughs detection
>
>
> Franco:
>
>
> What a clever set of indicator lines!! Nice idea.
>
> I modified the code as follows:
>
> Chg = 5;
> res = Ref(Peak(H, Chg, 1), -1);
> sup = Ref(Trough(L, Chg, 1), -1);
> Plot(res,"res",6,1);
> Plot(sup,"sup",4,1);
>
> What is the change percent (Chg) that you think is "best"?? I see
you used
> 2.5.
>
> Ken
>
> -----Original Message-----
> From: franco fornari [mailto:ffpsi@x...]
> Sent: Friday, April 19, 2002 9:33 AM
> To: amibroker@xxxx
> Subject: [amibroker] Peaks and Troughs detection
>
>
> Tomasz,
>
> look, please, at the attached chart. You will see two
> lines wich represent resistance and support
> respectively. They are obtained by the formulas:
>
> res = ref(Peak(H, 2.5, 1), -1);
> sup = ref(Trough(L, 2.5, 1), -1);
>
> My purpose is to use them depending on level of the
> last closing price. Since a support, once broken,
> became a resistance and vice versa, I need a formula
> wich is able to find the lowest (and nearest) peak or
> trough, but higher than the last closing price.
> On the attached chart, the nearest resistance is,
> actually, as you can see, an old support previously
> broken (yellow line).
> All that is for long trades, the opposite for short,
> obviously.
> Hoping to have been more clear,
>
> best regards and thanks in advance
>
> Franco
>
>
______________________________________________________________________
> Vinci i Mondiali - La Grande Sfida dei Mondiali FIFA
> http://it.yahoo.com/mail_it/foot/?http://lasfida.yahoo.net/
>
>
>
> 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/
|