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Hello Stephan,
your dll's is certainly very helpful and friendly.
I have recently tried scCBLShort() and scCBLLong() as buy/cover and sell/short
triggers respectively, into a simple trading system without any oscillator,and
it gave me interesting results.
Since you think to improve your CBL formula, why
you don't extend the initialization to High(i-5) and Low(i-5), as in Metastock
formula? Do you think it's needless?
Best regards and thanks in advance,
Franco
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Stephane
Carrasset
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, September 29, 2002 7:32
AM
Subject: [amibroker] Re: countback
line
Hi, David,these mails about CBL give me the idea to
add a functionnality to the cbl.dllyou can always get the default
value of 2 countback lines as Guppy
withPlot(scCBLShort(),"cbl",7,1);Plot(scCBLLong(),"cbl",8,1);but
you can jump to 3 or n countback line
withPlot(scCBLShort(3),"cbl",7,1);Plot(scCBLLong(3),"cbl",8,1);stephaneof
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 longto 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 > > > >
> > > > <A
href="">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> > > > >>
> > <A
href="">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.> > > > > > > > Whenyou
find some nice description - I will write the > formula.> >
> > > > > > Best regards,> > >
> Tomasz Janeczko> > > >
amibroker.com> > > > ----- Original
Message ----- > > > > From: Franco
Fornari > > > > To: amibroker@xxxxx
> > > > Sent: Saturday, September28,
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 descriptionof
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 functionlike
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 orwait
and perhaps Tomasz or someone else will > > post > >
> a past message on this topic.> > > > > > >
> Ken>
> > >
-----Original Message-----> > >
> From: Franco
Fornari [mailto:ffpsi@xxxx]> > >
> 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 somewherehere
> 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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