|
PureBytes Links
Trading Reference Links
|
--- In amibroker@xxxx, "Listes trading" <listes.trading@xxxx> wrote:
> Another solution is:
> Ind = RSI(10); // Define your indicator
> Ind_Buy_Value = iif(Buy,Ind,0);
> Ind_Short_Value = iif(Short,Ind,0);
>
> It will produce arrays with the value of the indicator on buy/short
bars and
> 0 elsewhere.
> You can tabulate it as stated by Steve using :
> Filter = Ind_Buy_Value!=0 OR Ind_Short_Value!=0;
>
> Your mail gives me a idea I want to work on:
> a.. create a "all-the-time-winning-system" (something like : buy
on
> troughs and sell on peaks)
> b.. record the value of any indicator on the buy/sell days
> c.. compute statistics to identify efficient thresholds
> A good way to test if old sayings like "buy when RSI is lower than
70" have
> some statistical soundness.
!! From Jan 2000 till now, ^NDX RSI() was above 70 only on 19/11/2001
[71.51]. The old saying is perhaps a bit different. [Except if at 60s
they were buying everyday...].
We could call 19/11 a birthday for ^NDX, but it is false. Birthday is
once a year, [except the Feb 29]
Anyway, to be serious again, the idea is nice if we have an
appropriate statistical method. Is there anything in mind?
Dimitris Tsokakis
>
> Waz
> -----Original Message-----
> From: Steve Dugas [mailto:sjdugas@x...]
> Sent: dimanche 28 avril 2002 23:38
> To: amibroker@xxxx
> Subject: Re: [amibroker] Indicator Values at Buys
>
>
> Hi Ken,
>
> If you set
>
> Filter = BUY or SELL;
>
> and then use AddColumn to add a column for each indicator, your
> exploration results will contain one line for each trade signal,
which will
> contain the value of your indicators on that day. If the actual
trade is
> delayed, you can set up AddColumn as follows:
>
> AddColumn(Ref( Your Indicator Here, Periods To Delay), "Header");
>
> Is this what you were looking for?
>
> Steve
>
>
> ----- Original Message -----
> From: Ken Close
> To: AmiBroker List
> Sent: Sunday, April 28, 2002 4:00 PM
> Subject: [amibroker] Indicator Values at Buys
>
>
> Can someone suggest a method and code to record and/or display
the value
> of
> one or more indicators when EACH Buy and Sell occurs. This is
not an
> exploration on any one day or number of days in the past. It
seems like
> it
> is a Buy/Sell system with the desireability of recording
conditions when
> each B/S occurs. ValueWhen function requires that you specify
the nth
> most
> recent occurance of a "Condition". How do you record the value
over
> every
> occurance of the condition?
>
> RSICondition = ValueWhen(BUY,RSI(),??????);
>
> In this case RSICondition is a scalar and not an array, correct?
> How would I make it an array and find every occurance??
>
> Help!
>
> Ken
>
>
>
>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
>
>
> Yahoo! Groups Sponsor
> ADVERTISEMENT
>
>
>
>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
|