|
PureBytes Links
Trading Reference Links
|
Peter,
Here is my thoughts for the question*:
The idea for AA is, [for N100 database]
for K=1 to 100, step 1
Id=K==Status("STOCKNUM");// Identify K
N[K]=WriteIf( Id,Name(),"");// Name() or nothing
//no H, L, C substitution here
RSI[K]=Id*RSI();//the individual RSI
s[K]=Id*(RSI0>65);//the individual RSIobi
Add RSI[K] for each iteration cycle to find the SUM of RSI[K] which
will give the MeanRSI
Add s[K] for each iteration cycle to find SUM of s[K], which is the
RSIobi
Unforunately, the same logic can not applied in IB window: If you
select one stock from the symbol tree, then
the only accepted K is K=0 [Status("STOCKNUM") now see only one
stock, the selected in symbol tree !!!]
I will leave the discussion here and revert with the upcoming 4.40,
hoping for better free time to absorb all these
[interesting and imporatant ] new features.
Dimitris Tsokakis
*I avoid to use ANY black-box dll.If something goes wrong, I am
exposed to an unknown script which is written
by somebody else, not easily visible in the black-box darkness. As
you probably know, I use codes for *real*
applications and, for the specific question, I need to decide for a
fast "Sell/Buy at close". I need to be 100%
concentrated to my charts [thats why I do not want even to scan
AddToComposite() codes] and be sure that
the IB formula WILL WORK in one way or another !!!
On the other side, a stand-alone software does not need any 3rd party
plug-in. If some procedures can not be
executed today, it is OK, they will be probably available in the
future [or not], but they will have the operation
guarantee. BTW, the Composite tickers update without ANY scan is the
future of AFL and it will be available
sooner or later .
PS. As for the weather transfer, I have written some code but I do
not remember the ...filename !!Until then, we may apply the old,
tested and well known solution to avoid 11C+rain : Visit Greece OR
wait !!
Many thanks again for the great assistance.
--- In amibroker@xxxxxxxxxxxxxxx, "bluesinvestor" <investor@xxxx>
wrote:
> Dimitris,
>
> With UM's ABTool.dll plugin loaded, this should work:
>
> /* WRITE ONCE */
> function ForeignADX( symbol, period )
> {
> /* save original price arrays */
> SC = C;
> SO = O;
> SH = H;
> SL = L;
>
> C = Foreign( symbol, "C" );
> H = Foreign( symbol, "H" );
> L = Foreign( symbol, "L" );
> O = Foreign( symbol, "O" );
>
> Result = ADX( period ); // REPLACE THIS BY ANY AFL FUNCTION
>
> /* restore original arrays */
> C = SC;
> O = SO;
> H = SH;
> L = SL;
>
> return Result;
> }
>
> wl = 0; // put your watchlist number (0..63) here; it should
contain
> some tickers
> // (my WL 1 contains the 100 Nasdaq100 tickers)
>
> xxABtoolInit();
> Filter = 1;
> xtickercount = xxTickerCount(wl);
>
> ticker = xxTickerFirst(wl);
> MeanADX = 0;
> Cntr=0;
> while(ticker != "")
> {
> currADX = ForeignADX( ticker, 14 );
> MeanADX = MeanADX + currADX;
>
> Cntr++;
> ticker = xxTickerNext(wl);
> }
>
> AddColumn(MeanADX/Cntr,"MeanADX");
>
> xxABtoolInit(); //cleanup
>
> Regards,
> Peter
>
>
> -----Original Message-----
> From: bluesinvestor [mailto:investor@x...]
> Sent: Monday, May 12, 2003 2:34 AM
> To: 'amibroker@xxxxxxxxxxxxxxx'
> Subject: RE: [amibroker] Re: The use of the Powsmooth
>
> Dimitris,
>
> Unfortunately it is late here and I cannot come with a simple
solution
> to 'step' through foreign tickers to get the ADX variable. We would
> have to list all the tickers involved.
>
> If there is a way (which I do not know or cannot think of at the
moment)
> then the situation would be easy to solve.
>
> Maybe someone will have a suggestion or solution by morning.
>
> Regards,
> Peter
>
> -----Original Message-----
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> Sent: Monday, May 12, 2003 1:59 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: The use of the Powsmooth
>
> Peter,
> to materialize this idea
> http://groups.yahoo.com/group/amibroker/message/40198
> in N100 database we need to write 100 lines with
> ADX0=
> ADX1=
> ADX2=
> ...
> ADX99=
> MeanADX=(ADX0+ADX1+ADX2+...+ADX99)/100;
> Since you swim better in the iterations world, is there a more
> elegant way to do it [through stocknum perhaps...]
> Of course, even if we take it as is, the advantage is great,
> especially for intraday use.
> I suppose we make a STEP here.
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "bluesinvestor" <investor@xxxx>
> wrote:
> > Dimitris,
> >
> > Without the JavaScript:
> >
> > /*PowSmooth and an application to Dratio*/
> > dratio=DEMA(1000*(H-L)/(H+L),20);
> >
> > for(i=2;i<BarCount;i++)
> > {
> > t0[i]=(dratio[i]*dratio[i-1]*dratio[i-2])^(1/3);
> > s0[i]=(dratio[i]*dratio[i-1])^(1/2);
> > }
> > PowSmooth=(s0+t0)/2;
> >
> > Filter=1;
> > AddColumn(dratio,"DRATIO");
> > AddColumn(s0,"SQRT");
> > AddColumn(t0,"THIRD");
> > AddColumn(Powsmooth,"PowSmooth");
> > Plot(dratio,"dratio",1,8);
> > Plot(PowSmooth,"PowSmooth",7,1);
> >
> > RRR=Powsmooth;// Replace this line with RRR=dratio; to see the
usual
> > Dratioresults
> > D1=35;
> > F1=RRR>=D1;F2=RRR<=D1;
> > Sell=F2;Buy=F1;Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
> > Short=Sell;Cover=Buy;Short=ExRem(Short,Cover);Cover=ExRem
> (Cover,Short);
> >
> > Regards,
> > Peter
> >
> > -----Original Message-----
> > From: Dimitris Tsokakis [mailto:TSOKAKIS@x...]
> > Sent: Saturday, May 10, 2003 7:19 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] The use of the Powsmooth
> >
> > The basic property of the Powsmooth
> > http://groups.yahoo.com/group/amibroker/message/40077
> > is to filter out fast zigzags, passing through them, without
> introducing
> > important lags.
> > When we use a cross level trading system, many times we loose
money
> > because of oscillation of our indicator around the
> > critical cross level.
> > If our cross level is "good", then we should expect [and we shall
> > see...] strong ask and bid when we are close to this level.
> > The result is the well known repeated whipsaws, which usually
> annihilate
> > our profits.
> > Unfortunately, the solution is not to smooth our nervous
indicator,
> it
> > will usually loose its charm to catch quickly the market changes.
> > In this case [traders who use fast indicators will understand
very
> well
> > this syndrom...] the PowSmooth may offer great assistance.
> > Its smart curve will gently pass between the accumulated ziggy
> points,
> > avoid cascade entries/exits and substantially increase our
profits.
> > See a characteristic example in the att. gif.
> > In the first case, the dratio gives 8 trades in two months, with
a
> final
> > +13%, oscillating around the critical level D=35.
> > The PowSmooth, for the same ^NDX period, gives two clear trades
and
> > maximizes the profits to +20%.
> > [settings buy/sell/short/cover at +1open, commission 0.5%, stops
> > disabled]
> > The level D=35 is critical for the market, the D_ratio frequntly
> > oscillates up and down, until the market takes the decision to go
> higher
> > or lower.
> > The usual D_ratio system gives for the whole market nice profits,
> +340%
> > since Jan2000.
> > The PowSmooth D_datio makes the difference : +940% for the same
> period
> > and settings.
> > For ^NDX we could nearly double the profits:
> > Usual D_ratio : +550%, 37trades/28winners/9losers
> > PowSmooth : +1165%, 27trades/23winners/4losers.
> > A +550% is not that bad, a +1165% is much better.
> > For CSCO, the signal generator of this transcendental system
[since
> we
> > "borrow" CSCO data for the basic curve] the situation needs
> > no further comments : the comparison is +370% vs +2000%.
> > If you use fast and ziggy indicators and Cross level systems,
take a
> > look at the PowSmooth, it may make you smile.
> > Dimitris Tsokakis
> > I use the trancendental CSCO D_ratio code
> > /*Powsmooth CSCO D_ratio, written and used by D.Tsokakis, Sept
> 2002*/
> > H=Foreign("CSCO","H");L=Foreign("CSCO","L");
> > dratio=DEMA(1000*(H-L)/(H+L),20);
> > EnableScript("jscript");
> > <%
> > dratio = VBArray( AFL( "dratio" ) ).toArray();
> > s=new Array();t=new Array();
> > s[0]=0;t[0]=0;
> > for(i=1;i<dratio.length;i++)
> > {
> > {t[i]=Math.pow((dratio[i]*dratio[i-1]*dratio[i-2]),1/3);}
> > {s[i]=Math.pow((dratio[i]*dratio[i-1]),1/2);}
> > }
> > AFL.Var("s0") =s ;
> > AFL.Var("t0")=t;
> > %>
> > Powsmooth=(s0+t0)/2;
> > RRR=Powsmooth;// Replace this line with RRR=dratio; to see the
usual
> > Dratioresults
> > D1=35;
> > F1=RRR>=D1;F2=RRR<=D1;
> > Sell=F2;Buy=F1;Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
> > Short=Sell;Cover=Buy;Short=ExRem(Short,Cover);Cover=ExRem
> (Cover,Short);
> >
> >
> >
> >
> > Yahoo! Groups Sponsor
> >
> >
> >
>
<http://rd.yahoo.com/M=251812.3170658.4537139.1261774/D=egroupweb/S=17
> 05
> > 632198:HM/A=1564415/R=0/*http:/www.netflix.com/Default?
> mqso=60164784&par
> > tid=3170658>
> >
> >
> > <http://us.adserver.yahoo.com/l?
> M=251812.3170658.4537139.1261774/D=egrou
> > pmail/S=:HM/A=1564415/rand=998789952>
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > 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 the Yahoo!
> > <http://docs.yahoo.com/info/terms/> Terms of Service.
>
>
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
> -----------------------------------------
> 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/
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Rent DVDs from home.
Over 14,500 titles. Free Shipping
& No Late Fees. Try Netflix for FREE!
http://us.click.yahoo.com/BVVfoB/hP.FAA/uetFAA/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/
|