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RE: [amibroker] AFL Question



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<SPAN 
class=861490703-12042003>Rakesh,
<SPAN 
class=861490703-12042003> 
First 
you want the cross then you want the new high. Currently your code looks for 
either/or. Perhaps you could use barssince() to test that the cross has occurred 
over the last X periods. If true then your signal happens when cond 2 
happens
so 
something like .......
<SPAN 
class=861490703-12042003> 
<FONT 
color=#282828 size=2> 
BC1= Cross(<FONT 
size=2>PDI(),MDI<FONT 
color=#282828 size=2>());<FONT 
color=#282828 face=Arial size=2>
Count=BarsSince<FONT face=Arial 
size=2>(bc1)<10<FONT color=#282828 
face=Arial size=2>;<FONT color=#282828 
size=2>
BC11= Cross(<FONT 
size=2>C,<FONT 
size=2>ValueWhen(BC1,<FONT 
size=2>H,1<FONT color=#282828 
size=2>));
Buy=<FONT face=Arial 
size=2>count AND<FONT 
color=#282828 size=2> bc11 ;
 <FONT color=#0000ff face=Arial 
size=2>Jayson 
<FONT face=Tahoma 
size=2>-----Original Message-----From: Rakesh Sahgal 
[mailto:rakeshsahgal@xxxxxxxxx]Sent: Friday, April 11, 2003 8:41 
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker] 
AFL Question
Jehmac and Jayson,Thanks for your responses.I was able 
to sort out the problem with theelimination of the "==" from the formula 
.Jayson another question - Ihave defined the signal asa crossover of 
PDI and MDI or vice-versa andvalidation beiung the first close above the 
high orlow point of the signal day as the case may be.However the 
buy/sell signals are coming on the thecrossover bar itself. Could you please 
check out thecode to see if I have made a mistake here as 
well?Thanks in advance> > > 
Plot(ADX(),"ADX",colorWhite,1);> 
Plot(PDI(),"PDI",colorBrightGreen,1);> 
Plot(MDI(),"MDI",colorRed,1);> > BSC1=MDI() > PDI() AND 
Cross(ADX(),MDI());> BSC1B= Cross(C,ValueWhen(BSC1,H,1));> BSC1S= 
Cross(ValueWhen(BSC1,L,1), C);> BSC2=PDI()>MDI() AND 
Cross(ADX(),PDI()) ;> BSC2B= Cross(C,ValueWhen(BSC2,H,1));> BSC2S= 
Cross(ValueWhen(BSC2,L,1), C);> > BC1= 
Cross(PDI(),MDI());> BC11= 
Cross(C,ValueWhen(BC1,H,1));<FONT color=#0000ff 
face=Arial size=2> 
 > 
SC1=Cross(MDI(),PDI());> SC11= Cross(ValueWhen(SC1,L,1), C);> 
> Buy= BSC1B OR BSC2B OR BC1 ;> Sell=BSC1S OR BSC2S OR 
SC1;> Buy=ExRem(Buy,Sell);> Sell=ExRem(Sell,Buy);> > 
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone)> 
,colorBrightGreen);>PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed);> 
> > Jayson> -----Original Message-----> From: Rakesh 
Sahgal [mailto:rakeshsahgal@xxxxxxxxx]> Sent: Friday, April 11, 2003 2:06 
AM> To: amibroker@xxxxxxxxxxxxxxx> Subject: [amibroker] AFL 
Question> > > I had approached the group on this subject 
earlier> on> also. Basically I am trying to set up trade> 
initiation> triggers based up on the interplay of the ADX, PDI> 
and> the DMI.> > This is part is not ambiguous.The 
conditions are as> follows:> > Buy condition -  PDI 
crossing over MDI.> Validation - First close above the high of 
the> crossover day subsequent to the crossover.> > Sell 
condition -  MDI crossing over PDI.> Validation - First close below 
the low of the> crossover day subsequent to the crossover.> 
> Now the part where ambiguity comes in.> > 1. PDI is 
greater than MDI. ADX rises above PDI.> This> can act as a trigger 
point for both further upside> or> termination of present rise. 
The validation points> being (a) close above the high of the crossover 
day> for upmove and (b) close below the low of the> crossover day 
for end of upmove.> > 2. MDI is greater than PDI. ADX rises obove 
MDI.> This> again can act as a trigger point for both 
further> downisde or termination of present fall. The> validation 
points being (a) close above the high of> the crossover day for end of 
downmove and (b) close> below the low of the crossover day for 
further> downmove.> > The conditions here are fairly simple 
and I think I> have been able to correctly put them into AFL 
code.> I> am appending below the code for verification. I 
will> appreciate if one of the experts on the group could> please 
take the time and give it a glance.> > Secondly - This is where I 
am completly at a loss> for> ideas. I want the buy/sell arrows 
ONLY on the first> day of the validation triggers. What I am getting 
is> buy and sell arrows every day all over the chart.> > Is 
my coding aboslutely wrong ? What is it that I am> not doing right 
here?> > I hope someone will please help me out on this 
one.> Thanks in advance> > Rakesh> > > 
> --------> AFL CODE> --------> > 
Plot(ADX(),"ADX",colorWhite,1);> 
Plot(PDI(),"PDI",colorBrightGreen,1);> 
Plot(MDI(),"MDI",colorRed,1);> > BSC1=MDI() > PDI() AND 
Cross(ADX(),MDI());> BSC1B= Cross(C,ValueWhen(BSC1=1,H,1));> 
BSC1S= Cross(ValueWhen(BSC1=1,L,1), C);> > BSC2=PDI()>MDI() AND 
Cross(ADX(),PDI()) ;> BSC2B= Cross(C,ValueWhen(BSC2=1,H,1));> 
BSC2S= Cross(ValueWhen(BSC2=1,L,1), C);> > BC1= 
Cross(PDI(),MDI());> BC11= Cross(C,ValueWhen(BC1=1,H,1));> 
> > SC1=Cross(MDI(),PDI());> SC11= 
Cross(ValueWhen(SC1=1,L,1), C);> > Buy= BSC1B==1 OR BSC2B==1 OR 
BC1==1 ;> Sell=BSC1S==1 OR BSC2S=1 OR SC1==1;> > 
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone)> 
,colorBrightGreen);>PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed);> 
> > > > 
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