|
PureBytes Links
Trading Reference Links
|
Hi all ,
I beleive it may have been me that orginaly asked for the CBL
formula to be written in AFL , for which Steph wrote one of his
great plugins..
If you want the definition of the CBL you can ask Darryl Guppy
himself he is very approachable , you will find him also in the
stockcentral forum in au
I can only comment the I fine the CBL.dll to work fine as dsecribe
by Darryl Guppy.
The ms formula is just someone interpritation of the CBL and will
vary depending on the periods defined in the look back.
Darryl has a version on Market analysis Guppy essential that has the
CBL line in it , which was over seen by him , i beleive theres a
demo version if you wish to check it out compared to the plugin ..
But i find the cbl.dll works great and would once again like to that
Guy's like stephane who spend time writting the for the AB users
Regards David
--- In amibroker@xxxx, "Stephane Carrasset" <nenapacwanfr@xxxx>
wrote:
> just added the period
>
> Plot(msCBLShort(5),"cbl",colorRed,1);
>
> steph
> > 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
> > > >
> > > >
> > > >
> > > > Post AmiQuote-related messages ONLY to:
> > amiquote@xxxx
> > > > (Web page:
> > http://groups.yahoo.com/group/amiquote/messages/)
> > > >
> > > > Check group FAQ at:
> > >
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > >
> > > > Your use of Yahoo! Groups is subject to the
> > Yahoo! Terms of
> > > Service.
> > >
> > >
> > >
> > > Post AmiQuote-related messages ONLY to:
> amiquote@xxxx
> > > (Web page:
> > http://groups.yahoo.com/group/amiquote/messages/)
> > >
> > > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > > Your use of Yahoo! Groups is subject to the Yahoo!
> > Terms of Service.
> > >
> > >
> > >
> > > Post AmiQuote-related messages ONLY to:
amiquote@xxxx
> > > (Web page:
> > http://groups.yahoo.com/group/amiquote/messages/)
> > >
> > > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > > Your use of Yahoo! Groups is subject to the Yahoo!
> Terms
> > of Service.
> > >
> > >
> > > Post AmiQuote-related messages ONLY to:
amiquote@xxxx
> > > (Web page:
> > http://groups.yahoo.com/group/amiquote/messages/)
> > >
> > > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > > Your use of Yahoo! Groups is subject to the Yahoo!
> Terms
> > of Service.
> > >
> > >
> > >
> > > Post AmiQuote-related messages ONLY to: amiquote@xxxx
> > > (Web page:
> > http://groups.yahoo.com/group/amiquote/messages/)
> > >
> > > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > > Your use of Yahoo! Groups is subject to the Yahoo!
Terms
> > of Service.
> > >
> > >
> > >
> > > Post AmiQuote-related messages ONLY to: amiquote@xxxx
> > > (Web page:
> http://groups.yahoo.com/group/amiquote/messages/)
> > >
> > > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > > Your use of Yahoo! Groups is subject to the Yahoo! Terms
> of
> > Service.
> > >
> > >
> > >
> > > Post AmiQuote-related messages ONLY to: amiquote@xxxx
> > > (Web page:
http://groups.yahoo.com/group/amiquote/messages/)
> > >
> > > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > > Your use of Yahoo! Groups is subject to the Yahoo! Terms
of
> > Service.
> > >
> > >
> > > Yahoo! Groups Sponsor
> > > ADVERTISEMENT
> > >
> > >
> > >
> > >
> > > Post AmiQuote-related messages ONLY to: amiquote@xxxx
> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > >
> > > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> > Service.
|