|
PureBytes Links
Trading Reference Links
|
Again, thank you very much, Anthony. The chart shown on daily data is
very clear and good for me now.
Again, thank you for your help.
Greg
--- In amibroker@xxxx, Anthony Faragasso <ajf1111@xxxx> wrote:
> Greg,
>
> Here is a formula for the indicator builder: load into indicator
builder
> , select show dates and click apply.
>
> /****************************************/
>
> LastBar = Cum(1)==LastValue(Cum(1));
>
> WeeklyOpen=ValueWhen(DayOfWeek() > Ref( DayOfWeek(),1)OR
> lastbar ,Open);
>
> Weeklyhigh=ValueWhen(DayOfWeek() > Ref( DayOfWeek(),1)OR
> Lastbar,High);
> WeeklyLow=ValueWhen(DayOfWeek() > Ref( DayOfWeek(),1)OR
> Lastbar ,Low);
> WeeklyClose=ValueWhen(DayOfWeek() > Ref( DayOfWeek(),1)OR
> Lastbar,Close);
>
> Weekly_avg=(WeeklyOpen+Weeklyhigh+WeeklyLow+WeeklyClose)/4;
>
> Filter=Cross(weekly_avg, EMA (weekly_avg,40) );
> Buy=Filter;
> Sell=0;
> AddColumn( weekly_avg, "weekly_avg" );
> AddColumn( EMA (weekly_avg,40), "ema (weekly_avg,40)" );
>
> Plot(weekly_avg,"weeklyAvg",4,1);
> Plot(EMA (weekly_avg,40) ,"ema",5,1);
> Plot(Buy*weekly_avg,"",7,2);
>
> Under the Range heading in AA, set n last quotations and n=150, ( n
> last days and n=150 produces June 21 ) .
>
> let me know
>
> Anthony
> liugq_99 wrote:
>
> > Thank you very much, Anthony. It helps a lot.
> >
> > I do have a question. I load your formula and run to explore
against
> > KO for 150 bars (30 weeks). I get one crossing on June 21 while
if I
> > run an AFL codes( x=(O+H+L+C)/4; y=ema(x,40); plot(x,"",1,1);plot
> > (y,"",3,1);) to weekly data I get at least two crossings on March
8
> > and July 12. Why this happen?
> >
> > After I change from 40 bars to 200 bars(40 weeks) for the filter,
> > (the code: Filter=Cross(weekly_avg, EMA (weekly_avg,200));)
> > I get March 8 crossing but no July 12 crossing. Do you have any
idea?
> > Thanks a lot.
> >
> > Greg Liu
> >
> >
> >
> >
> > --- In amibroker@xxxx, Anthony Faragasso <ajf1111@xxxx> wrote:
> > > Greg,
> > >
> > > The last post had an unwanted line of code in it. Try this
formula,
> > this
> > > uses up to current data.
> > >
> > > /****************************************/
> > >
> > > LastBar = Cum(1)==LastValue(Cum(1));
> > >
> > > WeeklyOpen=ValueWhen(DayOfWeek() > Ref( DayOfWeek(),1)OR
> > Lastbar ,Open);
> > >
> > > Weeklyhigh=ValueWhen(DayOfWeek() > Ref( DayOfWeek(),1)OR
> > Lastbar,High);
> > > WeeklyLow=ValueWhen(DayOfWeek() > Ref( DayOfWeek(),1)OR
> > Lastbar ,Low);
> > > WeeklyClose=ValueWhen(DayOfWeek() > Ref( DayOfWeek(),1)OR
> > > Lastbar,Close);
> > >
> > > Weekly_avg=(WeeklyOpen+Weeklyhigh+WeeklyLow+WeeklyClose)/4;
> > >
> > > Filter=Cross(weekly_avg, EMA (weekly_avg,40) );
> > >
> > > AddColumn( weekly_avg, "weekly_avg" );
> > > AddColumn( EMA (weekly_avg,40), "ema (weekly_avg,40)" );
> > >
> > > Anthony
> > >
> > >
> > > "Greg Q. Liu" wrote:
> > >
> > > > I try to write an AFL fomula to scan weekly crossing for 4
week
> > > > periods by using daily data
> > > > as weekly_avg=
> > (weekly_high+weekly_low+weekly_open+weekly_close)/4;filter=cross
> > (weekly_avg,
> > > > ema (weekly_avg,40) );addcolumn(
> > weekly_avg, "weekly_avg" );addcolumn(
> > > > ema (weekly_avg,40), "ema (weekly_avg,40)" ); But I only have
> > daily
> > > > data, how this can be done? Thanks. GL
> > > >
> > > >
> > > > Yahoo! Groups Sponsor
> > > ADVERTISEMENT
> > >
> > > >
> > > > 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.
|