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Hi Franco & All,
now the CBL long and short with Ms Code are available on thethird
party http://www.amibroker.net/3rdparty.php
I have checked them with Metastock and different period,
they are apparently the same
they are included in the trailingstop dll
the names are
Plot(msCBLShort(13),"cbl",7,1);
Plot(msCBLLong(13),"cbl",8,1);
Plot(Close,"",1,64);
stephane
ps: I'll try your idea.
>
> 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 could we desire more?
>
> Thanks again and best regards,
>
> Franco
> ----- Original Message -----
> From: Tomasz Janeczko
> To: amibroker@xxxx
> 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 Janeczko
> amibroker.com
> ----- Original Message -----
> From: Franco Fornari
> To: amibroker@xxxx
> 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
using CBL 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
> ----- Original Message -----
> From: Stephane Carrasset
> To: amibroker@xxxx
> Sent: Sunday, September 29, 2002 7:04 PM
> Subject: [amibroker] Re: countback line
>
>
> 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
> > > > > > >
> > > > > > >
> > > > > > >
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> > > > > >
> > > > > >
> > > > > >
> > > > > > 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
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> Terms
> > > of
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> > > > > >
> > > > > > 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
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> Terms
> > of
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> >
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> > Yahoo! Groups Sponsor
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> >
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> >
> > 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.
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