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hello,
the MS CBL that suits the Ms code looks like this one below( I have
not added the OR conditions, it seems correct
you'll find it only for short side,
in the trailing stop dll
with the name Plot(msCBLShort(),"cbl",colorRed,1);
steph
for(int i=0; i < 5; i++)
{
Cbl.array[i]=EMPTY_VAL;
}
for( i=5; i < nSize; i++)
{
loday=Low[i];
for(int j=1;j<5;j++)
{
if(Low[i-j]<loday)
loday=Low[i-j];
}
if(Low[i] > loday)
{
Cbl.array[i]=Cbl.array[i-1];
}
else
{
if( High[i-2]>High[i-1] && High[i-2]>High[i]
&& High[i-1]>High[i] )
Cbl.array[i]=High[i-2];
else if ( High[i-3]>High[i-2] && High[i-3]
>High[i-1] && High[i-3]>High[i])
Cbl.array[i]=High[i-3];
else if (High[i-4]>High[i-3] && High[i-4]
>High[i-2] && High[i-4]>High[i-1]
&& High[i-4]
>High[i])
Cbl.array[i]=High[i-4];
else if (High[i-5]>High[i-4] && High[i-5]
>High[i-3] && High[i-5]>High[i-2]
&& High[i-5]
>High[i-1] && High[i-5]>High[i])
Cbl.array[i]=High[i-5];
else
Cbl.array[i]=Cbl.array[i-1];
}
}
return Cbl;
}
> please, you have to believe I never sent any request before
searching. I've found the Metastock CBL formula, yesterday, just by
Google, at
>
> http://www.guppytraders.com/Metastock%20Formulas/metastock%
20formula%206.htm#Countback%20line%20for%20Metastock
>
> They actually say that the formula is a solution for Metastock.
Perhaps, the original could be found in the Guppy's book "Share
Trading: An Approach to Buying and Selling". They say, also, the
Metastock solution maybe isn't the best solution, but it's a working
solution.
> Then I've found the same formula, maybe well readable, at
>
> http://eis.pl/kr/AFM/e-w-Countback_line.html
>
> I think this URL is in your country.
>
> Finally, I found a Countback line method (not formula), described
exactly in the same way as Stephan in his dll's help file. This
method seems quite different from the Metastock one.
> Try, please, to look at the second URL. The formula is clear
enough and there is also a chart.
>
> Best regards and thanks in advance.
>
> Franco
> ----- Original Message -----
> From: Tomasz Janeczko
> To: amibroker@xxxx
> Sent: Saturday, September 28, 2002 8:32 PM
> Subject: Re: [amibroker] Re: countback line
>
>
> Franco,
>
> As it was mentioned on this list there is some doubt if MS
formula really represents the original,
> so I encourage you to go to www.google.com and do some searching.
>
> Please do a web search it is really useful. I remember someone
asking me for linear regression
> not too long ago. I typed "linear regression" in the Google and
in 3 top results I found
> very reasonable references.
>
> It is easy, quick and does not hurt.
>
> When you find some nice description - I will write the formula.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Franco Fornari
> To: amibroker@xxxx
> Sent: Saturday, September 28, 2002 8:22 PM
> Subject: Re: [amibroker] Re: countback line
>
>
> Tomasz,
>
> thanks for your kind reply. I'll try to re-write the formula
in a more readable form and I'll send to you. If you will have a
spare moment, I will be happy, but if you have to spend too much
time, never mind, it's not a matter of life and death.
>
> Thanks in advance and best regards,
>
> Franco
>
>
> ----- Original Message -----
> From: Tomasz Janeczko
> To: amibroker@xxxx
> Sent: Saturday, September 28, 2002 8:00 PM
> Subject: Re: [amibroker] Re: countback line
>
>
> Franco,
>
> MS has its PREV because in MS you can not write loops that
iterate through quotes.
> In AmiBroker you can - in VBScript or JScript or DLL.
>
> As for MS formula you quoted it is VERY, VERY unreadable and
if you want me to write
> VBScript I need some description of what it should in fact
do.
> I don't have time to reverse-engineer MS wrestling with PREV.
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Franco Fornari
> To: amibroker@xxxx
> Sent: Saturday, September 28, 2002 7:31 PM
> Subject: Re: [amibroker] Re: countback line
>
>
> Ken,
>
> as I wrote in my first message, I don't have forgotten
what Tomasz said about PREV and AMA. They are not identical. AMA is
an adaptive moving average, PREV works with other functions allowing
them to refer to themselves.
> About AMA, in fact its internal logic makes inessential
any function like PREV, but remains an adaptive moving average,
that's all. Metastock's CBL don't uses any average, it only refers
to hard values, and PREV have to do the same.
>
> Best regards,
>
> Franco
> ----- Original Message -----
> From: Ken Close
> To: amibroker@xxxx
> Sent: Saturday, September 28, 2002 6:58 PM
> Subject: RE: [amibroker] Re: countback line
>
>
> Franco:
>
> Tomasz will jump in here sometime and say that the AMA
or ___? other function in Amibroker does exactly what PREV does in
MS and does it faster. I do not use it and so do not have it
committed to memory. You could search in the amibroker yahoo group
for PREV or AMA or wait and perhaps Tomasz or someone else will post
a past message on this topic.
>
> Ken
> -----Original Message-----
> From: Franco Fornari [mailto:ffpsi@x...]
> Sent: Saturday, September 28, 2002 12:09 PM
> To: amibroker@xxxx
> Subject: Re: [amibroker] Re: countback line
>
>
> Hello,
>
> yes, I know there isn't in AFL a function equivalent to
PREV. I tried to use a VB Script, but I'm not able enough. Do you
know if there is, somewhere on the WEB, the original Guppy's formula?
>
> Best regards,
>
> Franco
> ----- Original Message -----
> From: Stephane Carrasset
> To: amibroker@xxxx
> Sent: Saturday, September 28, 2002 4:51 PM
> Subject: [amibroker] Re: countback line
>
>
> hello,
>
> there is not prev function in Amibroker
> prev is a recursive function,
> BUT you can defind it with a scripting language
> my choise was since one year was C++
> but there is jscript and vbscript
>
> about the cbl, I think the ms version is not matching
the guppy
> principles but only an adaptation .
> this is not the best trailing stop...
>
> steph
> >
> > thanks for your reply. Maybe you are referring to
the dll shared
> by Stephan. I know it, but its logic seems rather
different and I'd
> like to match it against Metastock's CBL.
> >
> > Thanks again and best regards
> >
> > Franco
> > ----- Original Message -----
> > From: grant
> > To: amibroker@xxxx
> > Sent: Saturday, September 28, 2002 4:14 PM
> > Subject: Re: [amibroker] countback line
> >
> >
> > Franco,
> > CBL has been converted somewhere here before
but I can't
> find it at the moment,
> > maybe if you check AB website formular page. I
have a feeling it
> was also in one
> > of Steven's DLL's. Sorry I'm not much help to you
but at least
> you know it's here
> > somewhere, I'll keep looking.
> > Grant
> > Franco Fornari wrote:
> >
> > Hello Tomasz and All, sorry if I propose the
same question
> again, but I'd need to know if it's possible to
convert from
> Metastock language to AFL any formula containing PREV
function.
> Tomasz showed many times, in past, how work AMA and
AMA2 but, if I'm
> not wrong, this case seems different, because
in "Countback line"
> Metastock formula, PREV doesn't refer to any averages
but to hard
> values. Is it possible to translate the following
formula to AFL?
> LowDays := Input("Enter # days to cover last LOW for
CBL calc'n:",
> 3, 55, 13);
> > If(LOW > LLV(LOW, LowDays), {then ...} PREV,
{previous CBLlo,
> else...} If(Ref(H,-2) > Ref(H,-1) AND Ref(H,-2) > H
AND Ref(H,-1) >
> H, {then ...} Ref(H,-2), {2nd day back high,else...} If
((Ref(H,-3)>
> Ref(H,-2) AND Ref(H,-3) > Ref(H,-1) AND Ref(H,-3) > H)
AND (Ref(H,-2)
> > H OR Ref(H,-1) > H), {then ... } Ref(H,-3), {3rd day
back
> high,else...} If((Ref(H,-4)> Ref(H,-3) AND Ref(H,-4) >
Ref(H,-2) AND
> Ref(H,-4) > Ref(H,-1) AND Ref(H,-4) > H) AND (Ref(H,-3)
> H OR Ref(H,-
> 2) > H OR Ref(H,-1) > H), {then... } Ref(H,-4), {4th
day back
> high,else...} If((Ref(H,-5)> Ref(H,-4) AND Ref(H,-5) >
Ref(H,-3) AND
> Ref(H,-5) > Ref(H,-2) AND Ref(H,-5) > Ref(H,-1) AND Ref
(H,-5) > H)
> AND (Ref(H,-4)> H OR Ref(H,-3) > H OR Ref(H,-2) > H OR
Ref(H,-1) >
> H), {then ...} Ref(H,-5), {5th day back high,else...}
PREV ))))) Any
> suggestion will be wellcome. Best regards, Franco
> >
> >
> >
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