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Tomasz,
thanks also to you, for your willingness, but I
think it's no longer essential . Now we have all we need. There are the
dll's (present and "in progress") generously shared by Stephan, and there is the
AFL version of Metastock's CBL formula, posted today by pacific. What couldwe
desire more?
Thanks again and best regards,
Franco
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tomasz Janeczko
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, September 29, 2002 7:46
PM
Subject: Re: [amibroker] Re: countback
line
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@xxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, September 29, 20027:36
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 using
CBL as triggers for buy and sell (and short and cover). Try also to mixMS
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@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, September 29, 2002 7:04
PM
Subject: [amibroker] Re: countback
line
Hello, just come back of a mountain bike raceIam
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 canfind
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, 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 canjump
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 Countbackline
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 quotedit
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@xxxxxx
> > > >
> 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@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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