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Hi, David,
these mails about CBL give me the idea to add a functionnality to
the cbl.dll
you can always get the default value of 2 countback lines as Guppy
with
Plot(scCBLShort(),"cbl",7,1);
Plot(scCBLLong(),"cbl",8,1);
but you can jump to 3 or n countback line with
Plot(scCBLShort(3),"cbl",7,1);
Plot(scCBLLong(3),"cbl",8,1);
stephane
of course the CBL short is always initialized to High[i-2]
if High[i-2]>High[i-1]) && (High[i-1]>High[i]) )
and vice versa for CBL long
to Low[i-2]
if (Low[i-2]<Low[i-1]) && (Low[i-1]<Low[i]) )
> 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
> > > > >
> > > > >
> > > > >
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