|
PureBytes Links
Trading Reference Links
|
Dingo,
RUTTR in it's simplest form is a long term MACD and Stochastic. Buys
are generated when BOTH MACD and the stochastic are in buy mode and
sells are generated whne BOTH are in sell mode. More recent
incarnations have included RSI and a zillion other things which we
won't go into here.
Here's the basic code that was written as a basic timing signal
against RUT ( i.e. small cap index ). The parameter values are not
original but have since been modified. You get the general idea.
/* RUTTR */
TheC = C;//Foreign("RUT","C");
StoLen1 = 75;//Optimize("StoLen1", 75, 5, 100, 5);//75
StoLen2 = 80;//Optimize("StoLen2", 80, 5, 100, 5);//80
StoLen3 = 10;//Optimize("StoLen3", 10, 5, 100, 5);//10
RHHV = HHV(TheC, StoLen1);
RLLV = LLV(TheC, StoLen1);
Sto = IIf(RHHV == TheC, 50, 100 * (TheC - RLLV) / (RHHV -
RLLV));
StoEMA = EMA(Sto, StoLen2);
StoTrig = EMA(StoEMA, StoLen3);
StoBuy = StoEMA > StoTrig;
MACDLen11 = 40;//Optimize("MACDLen1", 40, 5, 100, 5);//40
MACDLen12 = 50;//Optimize("MACDLen2", 50, 5, 100, 5);//50
MACDLen13 = 30;//Optimize("MACDLen3", 10, 5, 100, 5);//10
MACD1 = EMA(TheC, MACDLen11) - EMA(TheC, MACDLen12);
MACDTrig = EMA(MACD1, MACDLen13);
MACDBuy = MACD1 > MACDTrig;
Buy = StoBuy AND MACDBuy;
Sell = NOT StoBuy AND NOT MACDBuy;
Short = Sell;
Cover = Buy;
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> I don't know what TRADE is in addition to RUTTR
>
> Also, I'm not looking to do it manually either.
>
> d
>
> -----Original Message-----
> From: Fred [mailto:fctonetti@x...]
> Sent: Sunday, April 13, 2003 5:13 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Real World Systems - Ranking Symbols
>
>
> Dingo,
>
> In the meantime there is TRADE ... Personally I don't want to get
> into a manual back and forth effort every day in order to figure
out
> what I'm going to trade.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> > What I was thinking about was doing the "optimized exploration"
on
> some
> > prequlified basket of symbols - one symbol at a time and
exporting
> > those stats based on equity. Then in a spreadsheet / program
> evaluate
> > those stats and come up with some sort of ranking mechanism.
> Granted AB
> > can't do anything with the results. But until it can at least
I've
> got
> > the beginnings of method for selecting the best candidates to
trade.
> >
> > d
> >
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Get a FREE REFINANCE QUOTE - click here!
http://us.click.yahoo.com/2CXtTB/ca0FAA/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/
|