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Hello,
Is this something you are trying to do, load into AA, set apply to all
stocks, and n last quotations, n=1, click explore.You will have a list
of stocks producing a buy or sell signal. Load the same formula into
indicator builder, so when you click on a stock in the results list a
chart window will open up, with the current ticker and the base market.
If you are trying to do something further, let me know.( watch for word
wrap )
Anthony.
P=Foreign("^ndx","c");//Base Market
Cond1=P AND PDI(14)> MDI(14)AND ADX(14)<PDI(14)AND
ADX(14)>Ref(ADX(14),-1)AND ADX(14)>15;//Base market condition to be
true.
Buy=IIf(Cond1,Cross(C,MA(C,5)),0);//If base market condition true, then
buy when current market cross condition.
Sell=Cross(MA(C,5),C);
Short=0;Cover=0;
Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
Filter=Buy > 0 OR Sell > 0;//will produce list of only those tickers
which have a buy or sell signal.
AddColumn(Buy,"Buy");
AddColumn(Sell,"Sell");
//Graphing
barcolor=IIf(Cond1,7,6);
Graph0=p;
Graph0Style=1;
Graph0BarColor=ValueWhen(barcolor !=0,barcolor);//Highlights when
condition for base market is true.
Graph1=C;
Graph1Style=1;
Graph1 = (LastValue(Highest(Graph0))/LastValue(Highest(Graph1))) *
Graph1;//Scaling on chart
Title="Base Market ="+WriteVal(p,1.2)+" // "+"Current Market :"+"
"+Name()+" ="+WriteVal(C,1.2);
echelon2003 wrote:
> Thanks nenapacwanfr.
> I was thinking of something like below , but i dont think its what
> i want.
>
>
> A=Foreign( "XAO", "Close" ) ;
> b=PDI(14)>MDI(14) AND ADX(14)<PDI(14) AND ADX(14)>Ref(ADX(14),-1)
> AND ADX(14)>15;
> Cc=IIf(b,1,0);
> dd=IIf(b==1,Foreign("all","Cross(C,MA(C,1))"),0);
>
> ee=IIf(dd,1,0);
> AddColumn(C,"c");
> Filter=ee;
> Buy=ee;
> Sell=Cross(MA(C,5),C);
>
>
>
> I am Using the crossing of a ma and c only for an easy anylysis
> on the charts.
>
> I dont know how to place the index in another window so
> I opened ami twice and sized each program so i could view the
> index and the stock i choose after running a back test.
> It looks as if it is only placing a buy when the formula of the index
> is true.
> I need to really figure out how to have both windows of the index
> and stock open in the same program to do a more accurate comparison.
> the lines of code( up to the cc=) must be doing something to the
> rest of the code because there are many ma crossings that dont
> trigger probably due to this part of the index code.( or has it
> ignored the actaul index and only using the adx code on the stocks i
> am testing)
>
>
>
>
> I dont know what i am doing and dont know if this test actually
> is only buying a stock when the index rule is true.( but it is doing
> something).
>
>
> this code below is what i used for the index only( and i used it on
> a second ami prog i opened) and after running a back test compared it
> to the combined test
> A=Foreign( "XAO", "Close" ) ;
> b=PDI(14)>MDI(14) AND ADX(14)<PDI(14) AND ADX(14)>Ref(ADX(14),-1)
> AND ADX(14)>5;
> Cc=IIf(b==1,1,0);
>
> Filter=Cc;
> AddColumn(C,"c");
> Buy=cc;
> Sell=Cross(MA(C,3),C);
>
>
> thanks.
>
> peter.
>
> --- In amibroker@xxxx, "nenapacwanfr" <nenapacwanfr@xxxx> wrote:
> > Hi,
> >
> > perhaps you can use rel perf
> >
> > A slightly more advanced version of Relative Performace Chart is a
> > baseline version that displays the performance of several
> securities
> > compared to one "base" security (in the example below this is
> ^DJI) -
> > showing exactly what stocks outperform or underperform the base
> > stock/index. The formula for the baseline relative performance
> chart
> > is as follows:
> >
> > /* Baseline Relative Performance charts
> > ** with ^DJI as a base line
> > ** AFL implementation by Tomasz Janeczko
> > **
> > ** Use Automatic scaling, Grid: Percent, Limits, Middle
> > **
> > ** This example plots 4 lines
> > ** bold red - currently selected ticker
> > ** blue - DJIA - Base Line
> > ** black - IBM
> > ** green - MSFT
> > ** you can of course change the tickers as you wish
> > */
> > maxgraph = 4; // as many as you wish to use
> > startpoint = 10; // the start point of comparision will be 10th bar
> > // here is a base line
> > price = foreign("^DJI", "C");
> > baseline = 100 * ( price/ValueWhen( cum(1) == startpoint, price ) -
> > 1 );
> > price = close;
> > graph0 = 100 * ( price/ValueWhen( cum(1) == startpoint, price ) -
> > 1 ) - baseline;
> > graph0style = 4;
> > // base line chart (flat line)
> > graph1 = baseline - baseline;
> > graph1style = 1;
> > // you can change the ticker below
> > price = foreign("IBM", "C");
> > graph2 = 100 * ( price/ValueWhen( cum(1) == startpoint, price ) -
> > 1 ) - baseline;
> > graph2style = 1;
> > // you can change the ticker below
> > price = foreign("MSFT", "C");
> > graph3 = 100 * ( price/ValueWhen( cum(1) == startpoint, price ) -
> > 1 ) - baseline;
> > graph3style = 1;
> > graph3color = 6;
> >
> >
> >
> >
> > > This is a good question as i too would like to know how to do
> this.
> > > Is it possible to only have stocks that may be choosen by the
> ROC
> > or
> > > other sys to compare against an index only if the index is rising
> > by
> > > using an adx formula or similar.
> > > I am fairly new to ami and dont understand the capabilities
> of
> > > ami yet.
> > > I can create a custom index but the results when looking at
> > the
> > > chart are very choppy and has eratic short price jumps from 1
> > extreme
> > > to the other.
> > > The prob is how can i use a custom or even the normal index
> as
> > a
> > > base ( but only a base when it is in a rising trend) then only
> when
> > > the formula of the index is true will it then seek to buy stocks
> > > from whatever group of stocks you choose.
> > > I would like this as an exploration, and also to backtest all
> > the
> > > qoutes.
> > > I would think this is impossible as it would probably have to
> be
> > > done in 2 steps and save the index results in a separate watchlist
>
> (
> > > but i dont think you can save a watchlist of the index or any
> other
> > > stock that has the history with only the individual date ranges
> or
> > > true results after running a formula e.g. ADX)
> > > In this case it would only have stored the ranges of the index
> > > after running an ADX formula.
> > > so then i can compare all the stocks or certain groups against
> > this
> > > broken index knowing it will only buy if the index has a rising
> > trend.
> > > If there is any other way to do this can someone please be
> > helpful
> > > and post a formula or the way to do this in a basic explanation.
> > >
> > > sorry if this is a stupid question.
> > >
> > > Thankyou
> > >
> > > peter.
> > >
> > >
> > >
> > > --- In amibroker@xxxx, "mik954" <mik-u@xxxx> wrote:
> > > > Hi,
> > > >
> > > > Did you try to store Exploration results in Watch List and then
> > > > caclulate the results using back-test for this list?
> > > >
> > > > Mike
> > > >
> > > > --- In amibroker@xxxx, "witold_dabrowski"
> <witold_dabrowski@xxxx>
> > > > wrote:
> > > > > Hi,
> > > > >
> > > > > I want back-test a trend-following system who watch an index
> to
> > > > > determine trend. When the trend is found, system ranks the
> > stocks
> > > > > from index and choose one the best. The buy-signal is
> > generated
> > > > only
> > > > > for this stock. Exit signal is generated with 'ApplyStop()'
> > > > function.
> > > > >
> > > > > I have troubles with programming buy signal. It's simple to
> > watch
> > > > > cross-over on the index, but how to tell to AmiBroker to buy
> a
> > > > stock
> > > > > XYZ? For this moment I see only one solution: write this as
> > > > > Exploration (it's simple) and calculate the results of back-
> > > testing
> > > > > mannualy...
>
>
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