|
PureBytes Links
Trading Reference Links
|
Hello, just come back of a mountain bike race
I am old now...
Franco,
it is not very hard, I'll add in the plugin the long and short
version of Mstock's CBL, and right now you can find the short side
with
Plot(msCBLShort(5),"cbl",colorRed,1);
Plot(Close,"",1,64);
you 'll see that you can change the number of LowDays for LOW > LLV
(LOW, LowDays)
Perhaps it will be better in backtest than the right Guppy CBL ( and
I think that the dll follows the rules of two countback lines, it is
not always the case with the MS code)
Stephane
>
> 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
> ----- Original Message -----
> From: Stephane Carrasset
> To: amibroker@xxxx
> 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.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
> > > > > >
> > > > > >
> > > > > >
> > > > > > 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.
>
>
> 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.
|