[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Asymmetrical Deviation Bands



PureBytes Links

Trading Reference Links

Jim,
I have modified the formula for use with Eurostoxx50 futures. 
Possibly it brings you further.
Willem Jan
Message: 15
   Date: Sun, 06 Apr 2003 18:38:06 -0000
   From: "jnk1997" <jnk1997@xxxxxxxxx>
Subject: 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;







------------------------ Yahoo! Groups Sponsor ---------------------~-->
Save Smiley. Help put Messenger back in the office.
http://us.click.yahoo.com/4PqtEC/anyFAA/i5gGAA/GHeqlB/TM
---------------------------------------------------------------------~->

Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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:
1 min ZZ NP 03.afl

Attachment: Description: "Description: Binary data"