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Very impressive Graham, you are a clever dude
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> Just thought I would throw in this loop for plotting support
resistance
> lines on price chart
>
> //Support and resistance levels.
>
> //using RSI
>
> //Load into Indicator Builder
>
> //Sensitivity of the levels can be changed with the variables
>
> //Can test different numbers live with the Param function ctrl-R
with open
> pane
>
> RSIperiod = Param("RSI p",14,3,30,1);
>
> EMAperiod = Param("EMA p",5,3,10,1);
>
> Percent = Param("ZIG %",9,5,15,1);
>
> HHVperiod = Param("HHV p",6,3,10,1);
>
> NumLine = Param("Num Lines",8,1,20,1);
>
>
>
> //Base = RSI(RSIperiod);
>
> Base = EMA(RSI(RSIperiod),EMAperiod);
>
>
>
> GraphXSpace=0.5;
>
> Plot(C,"",colorBlack,styleCandle);
>
>
>
> for( i = 1; i <= numline; i++ )
>
> {
>
> ResBase = LastValue(Peak(Base,Percent,i));
>
> SupBase = LastValue(Trough(Base,Percent,i));
>
> Plot(ValueWhen( ResBase==Base, HHV(H,HHVperiod) ), "Resist Level",
colorRed,
> styleLine);
>
> Plot(ValueWhen( supbase==Base, LLV(L,HHVperiod) ), "Support Level",
> colorGreen, styleLine);
>
> }
>
> Title = Name() + "; " + Date() + ": Support & Resistance Levels
using RSI: "
> + EncodeColor(colorGreen)+ "Support Levels are Green;
> "+EncodeColor(colorRed)+ "Resistance Levels are Red:
> "+EncodeColor(colorBlack)+"Number of lines of each ="+WriteVal
(numline,1) ;
>
>
>
> Cheers,
> Graham
>
> <http://groups.msn.com/ASXShareTrading>
> http://groups.msn.com/ASXShareTrading
>
> <http://groups.msn.com/FMSAustralia>
http://groups.msn.com/FMSAustralia
>
> -----Original Message-----
> From: Herman vandenBergen [mailto:psytek@x...]
> Sent: Saturday, 26 April 2003 12:30 PM
> To: Amibroker@xxxxxxxxxxxx Com
> Subject: [amibroker] Atc Loop Demo
>
>
>
> DT Challenged me for a loop demo :-) so here is one, attached.
>
>
>
> This shows how to optimize a system using loops, substitute your
own trading
> system and vary the parameter's function and values. This was my
first
> application for testing the new looping function. Here I use a
Loop in an
> Exploration to optimize the system to three degrees. As i go along
I save
> the best Equities obtained with the 2nd and 3rd opt parameters in a
> stock-specific Calibration file - using the AddToComposite(). I
read back
> the data from the Composite and display the results in The result
table.
>
>
>
> The lower part is repeats the trading system and shows how you can
read back
> parameters and use them into your system.
>
>
>
> Throughout you will find some tricks, such as to display zero-based
> exploration data at the current date range in your result table.
>
>
>
> Now you ask: why do all this work? Some reasons:
>
>
>
> 1) You can backtest groups of stocks and save their individual
optimization
> values (somebody wished for this on the list)
>
> 2) You don't ever have to type in optimized values, they are read
from your
> disk.
>
> 3) Opt1 in the Optimization part is, in this demo, assigned to a
period, but
> it could just as well be the value of a trend indicator. This
would allow
> you to create calibration values to perform under various trending
> conditions. You would optimize a large number of stocks and create
> (automatically) a calibration file for each stock. Then when you
are using
> your trading system you would obtain the Opt1 from your trending
indicator
> and based on it, you would select the other two parameters. What
do you
> have: an adaptive trading system.
>
>
>
> Have fun, I hope some others can explain any questions that may
come up. I
> have to get back to another project :-)
>
>
>
> best regards,
>
> Herman.
>
>
>
> Ps. If you click the Check button you'll get a Look-Ahead error, I
believe
> this is due to the using the Atc. The trading system is incidental
anyway -
> you should substitute your own!
>
>
>
>
>
>
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>
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