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UM,
The AA really consists of no more then the following, I'll let you
decide whether it's valid or not.
G1 = DEMA(Avg,8);
Buy = Cross(G1, Trough(G1, 1, 1));
Sell = Cross(Peak(G1,1,1),G1);
Short = Sell;
Cover = Buy;
--- In amibroker@xxxxxxxxxxxxxxx, uenal.mutlu@xxxx wrote:
> Hi Jim,
> the "Check" button in AA says that it seems that the formula
> references future quotes IMHO because of the use of the
> following function:
> SYNTAX trough(ARRAY, change, n = 1)
> FUNCTION
> Gives the value of ARRAY n-th trough(s) ago.
> This uses the Zig Zag function (see Zig Zag) to determine
the troughs.
> Caveat: this function is based on Zig-Zag indicator and
may look into the future
>
> But, maybe it is only a wrong warning.
> The AFL/AA/BT guru's should check it too...
> IMHO the system looks too good to be true.
> Below is a version for both the IB and testing in AA.
> UM
>
>
> /*******************************************/
> /* Asymmetrical Deviation Bands v1 */
> /* Author Marc Valley 2003*/
> /* Buy, Sell, Filter, AddColumn lines added by UM */
> /**/
> //MaxGraph = 8;
> HUB = BBandTop(High, 24, .20);
> LUB = BBandTop(High, 15, .50);
> LLB = BBandTop(Low, 8, 1.00);
> G1 = DEMA(Avg,8);
> //G4 = DEMA(Close,4);
> SUB = BBandBot(High, 16, .50);
> SLB = BBandBot(Low, 16, .25);
> Plot(HUB ,"HUB ",7,4); // YELLOW LINE
> Plot(LUB ,"LUB ",2,4);
> Plot(LLB ,"LLB ",4,4);
> Plot(G1 ,"G1 ",1,4); //BLACK
> //Plot(G4 ,"G4 ",5,4);
> //Plot(SUB ,"SUB ",colorOrange,4);
> Plot(SLB,"SLB",5,4);
> //Plot(Peak(G1,1,1),"Peak",4,4);
> //Plot(Trough(G1,1,1),"Trough",5,4);
> Buy = Cross(G1, Trough(G1, 1, 1));
> Plot(Buy * G1,"Entry",5,6);
> Sell = Cross(Peak(G1,1,1),G1);
> Plot(Sell * G1,"Exit",4,6);
> GraphXSpace = 2;
> Filter = Buy or Sell;
> AddColumn(Buy, "B", 1.0);
> /*******************************************/
>
>
>
> ----- Original Message -----
> From: "jnk1997" <jnk1997@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, April 06, 2003 8:38 PM
> Subject: [amibroker] Asymmetrical Deviation Bands Trading System ?
>
>
> > Has anyone developed an AFL trading formula for the following
> > indicator generously supplied by Marc Valley? Visual buys and
sells
> > appear on the indicator, It would be nice to backtest and
posssibly
> > optimize for individual stocks.
> >
> > All input welcome, AFL trading formula, Optimization.. etc....
> >
> > Thanks
> > Jim
> >
> >
> >
> > /* Asymmetrical Deviation Bands v1 */
> > /* Author Marc Valley 2003*/
> >
> >
> > //MaxGraph = 8;
> >
> > HUB = BBandTop(High, 24, .20);
> > LUB = BBandTop(High, 15, .50);
> > LLB = BBandTop(Low, 8, 1.00);
> > G1 = DEMA(Avg,8);
> > //G4 = DEMA(Close,4);
> >
> > SUB = BBandBot(High, 16, .50);
> > SLB = BBandBot(Low, 16, .25);
> > Plot(HUB ,"HUB ",7,4); // YELLOW LINE
> > Plot(LUB ,"LUB ",2,4);
> > Plot(LLB ,"LLB ",4,4);
> > Plot(G1 ,"G1 ",1,4); //BLACK
> > //Plot(G4 ,"G4 ",5,4);
> > //Plot(SUB ,"SUB ",colorOrange,4);
> > Plot(SLB,"SLB",5,4);
> > //Plot(Peak(G1,1,1),"Peak",4,4);
> > //Plot(Trough(G1,1,1),"Trough",5,4);
> > Plot(Cross(G1,Trough(G1,1,1))*G1,"Entry",5,6);
> > Plot(Cross(Peak(G1,1,1),G1)*G1,"Exit",4,6);
> > GraphXSpace = 2;
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