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Stephane: thank you very much for your work
and willingness to share with the others.
Franco: do you still need me to write the formula when
Stephane provided a DLL version?
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Franco Fornari
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, September 29, 2002 7:36
PM
Subject: Re: [amibroker] Re: countback
line
Stephan,
first, thanks for your willingness.
About CBL, in the meantime I made some backtests
with your dll's and AFL version of Metastock formula (posted today by
pacific). If you have a little while, build a simple trading system usingCBL
as triggers for buy and sell (and short and cover). Try also to mix MS
code as buy signal and "two countback lines" as sell signal and vice
versa. You will get interesting results.
Best regards and thanks again,
Franco
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=nenapacwanfr@xxxx
href="">Stephane Carrasset
To: <A title=amibroker@xxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, September 29, 20027:04
PM
Subject: [amibroker] Re: countback
line
Hello, just come back of a mountain bike raceI 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
withPlot(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, intoa
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 > >
> > > > > > > > <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.> > > > > >
> > > > When you find some nice description - Iwill
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 inmy
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 factits
internal logic makes > > inessential
> > > > any function like PREV, but remainsan
adaptive moving > average, > >>
> that's all. Metastock's CBL don't uses any average, it only
> > refers > > > > tohard
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 anddoes
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@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 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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