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Shouldn't Barssince(s) be Barssince(S==1)
Graham
----- Original Message -----
From: "wdbaker8" <wdbaker8@xxxx>
Date: Monday, October 21, 2002 11:41 am
Subject: [amibroker] Re: Trendline, in over my head
> <html><body>
>
>
> <tt>
> Ara,
>
> I checked the filter, it is ok, the problem is the barssince()
>
> When I replace barssince() with an actual value it works fine, but
> I
>
> need the value to vary, thats why I was trying to use the
> barssince
>
> so that it would give me varying counts to divide by. Here is an
>
> example of what did work, maybe someone knows of a different
> function
>
> to use other than barssince or a different way to use it.
>
> Below you can see that I removed the (BarsSince(s)-BarsSince(t))
> and
>
> placed a 10 there. Same with the one below it. Trying to calculate
>
> the slope as it changes.
>
>
>
> Thanks
>
> wdbaker
>
> Example that worked:
>
> Filter=TimeNum()>080000 AND TimeNum()<=150000;
>
> PositionSize=2500;
>
> s=Peak(Close,.01,3);
>
> t=Peak(Close,.01,2);
>
>
>
> slope=(t-s)/10;//(BarsSince(s)-BarsSince(t));//
>
> slope2=(C-s)/16;//BarsSince(s);
>
> test1=slope2<slope and s>t;
>
> Buy=Filter AND test1;
>
> Sell=TimeNum()>150000;
>
>
>
>
>
> Short=0;//Filter AND test2;
>
> Cover=0;//test4 OR TimeNum()>150000;
>
>
>
> --- In amibroker@xxxx, "akaloustian" <ara1@xxxx> wrote:
>
> > Not sure, but the word "Filter" may be used
> improperly because it's
>
> a
>
> > reserved word, so Buy = Filter and ... may be a problem. Just
> pick
>
> > any other word.
>
> >
>
> > Ara
>
> >
>
> > --- In amibroker@xxxx, "wdbaker8"
> <wdbaker8@xxxx> wrote:
>
> > > Ara,
>
> > > thanks, you are correct, I have changed this below.
>
> > > It still doesn't produce any results on a backtest though,
>
> > > so still looking for more ideas. If I can get it to
> produce any
>
> > > results, then I can look at that and work from there.
>
> > >
>
> > > thanks
>
> > > wdbaker
>
> > > Filter=TimeNum()>=080000 AND TimeNum()<=150000;
>
> > > PositionSize=2500;
>
> > > s=Peak(Close,.01,3);
>
> > > t=Peak(Close,.01,2);
>
> > > slope=(t-s)/(BarsSince(s)-BarsSince(t));
>
> > > slope2=(C-s)/BarsSince(s);
>
> > > test1=slope2<slope AND s>t;
>
> > > Buy=Filter AND test1;
>
> > > Sell=TimeNum()>150000;
>
> > >
>
> > > Short=0;
>
> > > Cover=0;
>
> > > --- In amibroker@xxxx, "akaloustian"
> <ara1@xxxx> wrote:
>
> > > > Seems like C is generally less than s or t, since s
> and t are
>
> > > defined
>
> > > > as peaks, so slope2 will generally be less than slope.
>
> > > >
>
> > > > You may find some otherwise if you use a sizable
> data set.
>
> > > >
>
> > > > Suggest you plot the zig-zag function to see where
> the peaks
>
> are
>
> > to
>
> > > > get a feel for what is going on...
>
> > > >
>
> > > > Ara
>
> > > >
>
> > > > --- In amibroker@xxxx, "wdbaker8"
> <wdbaker8@xxxx> wrote:
>
> > > > > All,
>
> > > > > Attempting to figure out how to use the slope
> between two
>
> past
>
> > > > points
>
> > > > > and then buy when the slope between the
> farthest point and
>
> the
>
> > > > > current close becomes less than the slope
> between the
>
> original
>
> > > two
>
> > > > > points, I'm not getting any errors, just not
> getting anything
>
> > at
>
> > > > > all. Thought maybe there was an obvious problem.
>
> > > > >
>
> > > > > Thanks for reviewing this and before you ask,
>
> > > > > I never finished high school so the slope
> equations etc...
>
> > could
>
> > > be
>
> > > > > wrong.
>
> > > > >
>
> > > > > Thanks
>
> > > > > Bill Baker
>
> > > > > Filter=TimeNum()>=080000 AND
> TimeNum()<=150000;
>
> > > > > PositionSize=2500;
>
> > > > > s=Peak(Close,.01,3);
>
> > > > > t=Peak(Close,.01,2);
>
> > > > >
>
> > > > > slope=(t-s)/(BarsSince(s)-BarsSince(t));
>
> > > > > slope2=(C-s)/BarsSince(s);
>
> > > > > test1=slope2>slope AND s>t;
>
> > > > > Buy=Filter AND test1;
>
> > > > > Sell=TimeNum()>150000;
>
> > > > >
>
> > > > >
>
> > > > > Short=0;
>
> > > > > Cover=0;
>
>
>
> </tt>
>
>
>
>
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