|
PureBytes Links
Trading Reference Links
|
as you remember, the request to improve your dll went from me. As you can
see in the attachment, aceTLBsl works fine as buy/sell stop, but sometimes
it moves away from prices and for a few days it becomes useless for setting
stops.
Best regards and thanks in advance
Franco
----- Original Message -----
From: "JJ" <jparent@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, October 26, 2002 8:15 PM
Subject: [amibroker] Re: three line break DLL plug-in now available
> Barry, sorry for not responding earlier. didn't see your post until now.
>
> before i answer you question, the line break method is a volatility
> adaptive system. in other words, the reversal criteria changes
> according to recent price movements. it is similar to point and
> figure, except there is no fixed dollar reversal amount.
>
> per your question, only variable 1 should be optimized. this is the
> number of line breaks for a reversal. for three line break, it is 3.
> the other thing is that variable 1 range should be from 2 to 5. i
> have not programmed 1-line break. anything above 5 doesn't really make
> sense. the second variable is a flag. only values of 4 for 'aligned'
> lead line and 5 for 'aligned' lag line should be used. when using in
> this type of system, use:
>
> buy=cross(aceTLB(opt1,4),aceTLB(opt1,5));
>
> version 1.1 has an additional variable, "aceTLBsl". this was added
> because of a request. it shows at which price you would see a
> potential reversal. to use it, the code would look like:
>
> A=aceTLB(opt1,4);
> buy=cross(aceTLBsl,C);
>
> reply back with your results!
>
> regards,
> /j.
> toronto.tasug.com
>
> --- In amibroker@xxxx, "bdunne_uk" <barry@xxxx> wrote:
> > Hi J,
> >
> > This looks really useful. However, I have a query:
> >
> > Before reading the pdf file, I set up an analysis that tried to
> > optimize everthing, even the flags. Here is the analysis code:
> >
> > Var1 = Optimize ("V1", 5, 1, 7, 1) ;
> > Var2 = Optimize ("V2", 2, 1, 7, 1) ;
> > Var3 = Optimize ("V3", 3, 1, 7, 1) ;
> >
> > A1 = aceTLB(Var1,Var2);
> > A2 = aceTLB(Var1,Var3);
> >
> > Buy = Cross(A1,A2);
> > Cover = Buy; /* Cover short when going long */
> > Sell = Cross(A2,A1);
> > Short = Sell; /* Open short when closing long */
> > _____________________________________________________________________
> >
> > The optimization produced 5,2,3 as shown above.
> >
> > Then I realised that 2,3 only define how the chart is plotted (I
> > think), so I looked to see what 5,4,5 produced in the results. Guess
> > what, it is vastly inferior to 5,2,3.
> >
> > Am I missing something here?
> >
> > Regards, Barry.
>
>
>
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (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 http://docs.yahoo.com/info/terms/
>
>
Attachment:
gif00510.gif
Attachment:
Description: "Description: GIF image"
|