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Don,
A ton of information here. Is it all
supposed to go on one chart?
Steve
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Don
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, April 11, 2003 1:18
AM
Subject: [amibroker] Re: Sharing System
Code
more borrowed from and added to.Don
/*The Saturation Indicator D_sat, by Dimitris Tsokakis, Dec
2002*/Plot(IIf(Day() >
Ref(Day(),-1),1,0),"",colorPink,styleHistogram|styleOwnScale);Plot(IIf(Month()
!=
Ref(Month(),-1),1,0),"",colorWhite,styleHistogram|styleOwnScale);P=30;CMO30=100*((Sum(IIf(C>Ref(C,-1),(C-Ref(C,-1)),0),P))-(Sum(IIf(C<Ref(C,-1),(Ref(C,-1)-C),0),P)))/((Sum(IIf(C>Ref(C,-1),(C-Ref(C,-1)),0),P)+(Sum(IIf(C<Ref(C,-1),(Ref(C,-1)-C),0),P))));C1=DEMA(CMO30,30);D_sat10=RSIa(C1,10);D_sat5=RSIa(C1,5);//Time_Study
=
Plot(D_sat10,"D_sat10",4,5);Plot(D_sat5,"D_sat5",5,5);Plot(D_sat5-D_sat10,"D_sat
difference",7,15);// Rribbon Code starts hereup
=Cross(d_sat5,d_sat10)OR d_sat5 > d_sat10;down =Cross(d_sat10,d_sat5)OR
d_sat10 > d_sat5;//Plot( Close, "Price", colorBlue, styleCandle
);Plot( 100, /* defines the height of the ribbon in percent of
pane width */"Ribbon",IIf( up, colorWhite, IIf( down, colorBlue, 0 )),
/* choose color*/styleOwnScale|styleArea|styleNoLabel, -0.5, 100
);Buy = d_sat5 < .45;Sell = d_sat5 > 99 AND D_sat10 >
95.20; PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorBrightGreen
,O,40);PlotShapes(IIf(Sell,shapeDownArrow, shapeNone), colorRed
);Title = WriteVal( Interval()/60,1 )+" "+ "Min.with"+"
Divergence"+"\nO="+WriteVal(O,1.2)+ "\nH="+WriteVal(H,1.2)+"\nL
="+WriteVal(L,1.2)+"\nC="+WriteVal(C,1.2);//plot shapes for CCI
> 160 < -160OffsetOBCCI = Param(" Red 1
",78,-100,100);OffsetOSCCI = Param(" Green 1
",-37,-100,100);PlotShapes( IIf(CCI(21)>160 , shapeDigit1+
shapePositionAbove, shapeNone), colorRed,H,OffsetOBCCI );PlotShapes(
IIf(CCI(21)<-160, shapeDigit1+ shapePositionAbove, shapeNone),
colorBrightGreen,L,OffsetOSCCI );//plot shapes for RSI >62 <
200OffsetOBRSI = Param(" Red 2 ",52,-100,100);OffsetOSRSI = Param("
Green 2 ",-3,-100,100);PlotShapes( IIf(RSI(14)>62 , shapeDigit2+
shapePositionAbove, shapeNone), colorRed,H,OffsetOBRSI );PlotShapes(
IIf(RSI(14)<23, shapeDigit2+ shapePositionAbove, shapeNone),
colorBrightGreen,L,OffsetOSRSI );//plot shapes for Stoch
OffsetOBStoch = Param(" Red 3 ",23,-100,100);OffsetOSStoch = Param("
Green 3 ",22,-100,100);PlotShapes( IIf(Stoch()>62 , shapeDigit3+
shapePositionAbove, shapeNone), colorRed,H,OffsetOBStoch );PlotShapes(
IIf(Stoch()<.70, shapeDigit3+ shapePositionAbove, shapeNone),
colorBrightGreen,L,OffsetOSStoch
);/************************************/ST33=CCI(21);TR1=LLVBars(ST33,4);TR2=IIf(ST33<30
AND TR1>0 AND
Ref(TR1,-1)==0,Ref(ST33,-1),0);TRC=IIf(TR2>0,C,0);vs=ValueWhen(tr2,
Ref(st33,-1), 1);dvs=vs-Ref(vs,-1);vc=ValueWhen(trc, LLV(C,3),
1);dvc=vc-Ref(vc,-1);diver=IIf(dvs>0 AND
dvc<0,30,0);DAS=BarsSince(Ref(TR2,-1)>0);DDCCI=IIf(DAS<20 AND
C>=Ref(C,-1),DIVER,0);Buy=DDCCI>0 ;/*Negative divergence for
use in Indicator Builder and Automatic Analysis (scan mode),by Dimitris
Tsokakis*/ST33=CCI(21);TR1=HHVBars(ST33,4);TR2=IIf(ST33>70
AND TR1>0 AND
Ref(TR1,-1)==0,Ref(ST33,-1),0);TRC=IIf(TR2>0,C,0);vs=ValueWhen(tr2,
Ref(st33,-1), 1);dvs=vs-Ref(vs,-1);vc=ValueWhen(trc, HHV(H,3),
1);dvc=vc-Ref(vc,-1);diver=IIf(dvs<0 AND
dvc>0,90,0);DAS=BarsSince(Ref(TR2,-1)>0);dddCCI=IIf(DAS<20
AND C<Ref(C,-1),DIVER,0);Negccidiv=dddCCI==90;OffsetCCI =
Param("Black 1",77,-100,300,1);PlotShapes( IIf(negccidiv, shapeDigit1+
shapePositionAbove, shapeNone), colorBlack,H,OffsetCCI
);ST33=RSI(15);TR1=HHVBars(ST33,4);TR2=IIf(ST33>70 AND
TR1>0 AND
Ref(TR1,-1)==0,Ref(ST33,-1),0);TRC=IIf(TR2>0,C,0);vs=ValueWhen(tr2,
Ref(st33,-1), 1);dvs=vs-Ref(vs,-1);vc=ValueWhen(trc, HHV(H,3),
1);dvc=vc-Ref(vc,-1);diver=IIf(dvs<0 AND
dvc>0,90,0);DAS=BarsSince(Ref(TR2,-1)>0);dddRSI=IIf(DAS<20
AND C<Ref(C,-1),DIVER,0);NegRSIdiv=dddRSI==90;OffsetRsi =
Param("Black 2",40,-100,300,1);PlotShapes( IIf(negRSIdiv, shapeDigit2+
shapePositionAbove, shapeNone), colorBlack,H,OffsetRsi
);ST33=Stoch(21);TR1=HHVBars(ST33,4);TR2=IIf(ST33>70 AND
TR1>0 AND
Ref(TR1,-1)==0,Ref(ST33,-1),0);TRC=IIf(TR2>0,C,0);vs=ValueWhen(tr2,
Ref(st33,-1), 1);dvs=vs-Ref(vs,-1);vc=ValueWhen(trc, HHV(H,3),
1);dvc=vc-Ref(vc,-1);diver=IIf(dvs<0 AND
dvc>0,90,0);DAS=BarsSince(Ref(TR2,-1)>0);dddSTOCH=IIf(DAS<20
AND C<Ref(C,-1),DIVER,0);NegSTOCHdiv=dddSTOCH==90;Offsetstoch =
Param("Black 3",16,-100,300,1);PlotShapes( IIf(negSTOCHdiv, shapeDigit3+
shapePositionAbove, shapeNone), colorBlack,H,Offsetstoch
);/***********************************/WriteIf(negSTOCHdiv,EncodeColor(colorRed)+"divergence",EncodeColor(colorBlack));---
In amibroker@xxxxxxxxxxxxxxx, Don <ddsmcl@xxxx> wrote:> >
Dimitris,> > the content of the thread was evaluation of
the test results to which Sidney replied. so yes Sidney provided me with
educational value.> > as stated it is something
simple, and the codeing was provided by yourself and many others freely to
this list, for which i thank you all.> > my intention
was to get comments if the dd was exceptible comparing a $5000.00 account
with a $10000.00 account.> > yes i agree.>
> Don> > > > --- In
amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:> > Don,> > do you assign any educational value in
posting results alone ?> > > > Will we trade better
tomorrow [better means with fewer mistakes]?> > Except if we begin a
new competition here, to scan and post a weekly > > [or monthly]
copy of our bank account.> > I really did not understand your
intention.> > If you use your system and things go better and better
for you, it is > > just fine, keep it steady or make it even
better, it will be really > > great. But, IMO, it is not a
reason to post single results and I hope > > you agree.>
> DT > > --- In amibroker@xxxxxxxxxxxxxxx, "Rick Parsons"
<RickParsons@xxxx> > > wrote:> > > Don and
all,> > > > > > Re: Don's post listed below.>
> > > > > No way to pick it apart without the system
code.> > > > > > This board seems to be paranoid
about sharing system code. It's as > > if everyone fears
they will be giving away a secret "holy grail". I > > know
I am guilty of the same.> > > > > > But think about
it: There are thousands upon thousands of system > >
developers out there. Whatever system one comes up with, chances are
> > it's been done before.> > > > > > And
chances are if one shares system code, others can and will chip >
> in with improvements or point out weaknesses.> > > >
> > > > > Rick> > > -----Original
Message-----> > > From: Don
[mailto:ddsmcl@xxxx]> > > Sent: Wednesday, April 09,
2003 11:30 PM> > > To:
amibroker@xxxxxxxxxxxxxxx> > > Subject: [amibroker]
Re: Larry Williams Inner Circle Review> > > > > >
> > > attached are the test reports of a simple
trading system trading > > only the short side of a single dow
contract off the 10 min chart > > from jan 1 to march 28.>
> > > > > the Annual system % return: increases
4 fold by reducing the > > Initial Equity in half.> > >
> > > pick it apart.> > > > >
> Don> > > > > > > >
> > > > > > > > > >
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