|
PureBytes Links
Trading Reference Links
|
DT,
Wow - What a "Beautiful Mind" !!
I spent hours thinking about this : - (
Anyway, the charts look perfect now. I even figured out
how to adapt your formula for sell/short/cover. Thank you very
much!!!!
Steve
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
dtsokakis
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, April 28, 2002 9:59
AM
Subject: [amibroker] Re: can I do this
without script?
Steve,tryX=MA(C,30);Y=Flip(X<Ref(X,-1),X>Ref(X,-1));Buy=Y<Ref(Y,-1);DT---
In amibroker@xxxx..., "Steve Dugas" <<A
href="">sjdugas@xxxx...> wrote:> Hello All,>
> I am stuck on what was supposed to be some very simple code, and
grew into a problem. I wonder if someone would be kind enough to
give me some advise. Details are below, but to make a long story
short:> > Here is what I am trying to code (simple moving
average reversal - buy when average turns up):> > buy =
today's MA > yesterday's MA> AND> yesterday's
MA < MA of most recent day before yesterday whose MA
was not equal to yesterday's> > Here is what I have so
far:> > buy = ma(close,30) > ref(ma(close,30),-1)>
AND> ref(ma(close,30),-1) < ? (this is the tough part)>
> Tomasz says that 90% (or whatever) of things can be coded without
using scripts. Can this one be done in AFL? It looks like I need to
iterate the database, right?> > OK, here comes the whole sad
story for anyone who is interested:> > I originally thoughtthis
would be very simple to code, and I coded it as follows:> >
buy = ma(close,30) > ref(ma(close,30),-1)> AND>
ref(ma(close,30),-1) < ref(ma(close,30),-2)> > After I
ran this, and was looking at the resulting trade arrows on the chart,it
was obvious that I was missing some trades (and some BIG price
moves). I did a quick exploration to debug it, which revealed that
(for many stocks, over a long period) there are MANY instances where the
moving average does not change for 2, 3, even 10 or more days in a row. It
remains the same right out to 9 decimal places! One reason for this
appears to be that for some stocks, even though they trade frequently
enough now, they would sometimes go for days without a trade in their
early days. There may be other reasons too, I didnt follow up on all of
them. So this brings me to my current situation - my original simple code
only works correctly if the MA changes every day, which sometimes it
doesnt. In order to make this work properly, I need to look back,
day-by-day, starting with the day-before-yesterday, until I come to aday
whose moving average is different than yesterday's, and then use thatdays
MA in my formula. Any advise is greatly appreciated. Thanks very
much!> > SteveYour use of Yahoo! Groups is
subject to the Yahoo! Termsof
Service.
|