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Peter,
the great news are at
http://groups.yahoo.com/group/amibroker/message/40466
DT
--- In amibroker@xxxxxxxxxxxxxxx, "bluesinvestor" <investor@xxxx>
wrote:
> Dimitris,
>
> I believe I understand what you want to accomplish. However I do
not
> think this is easily achievable without the ABTools.DLL or some
> additional code to access watchlists (please see
> http://groups.yahoo.com/group/amibroker/message/40438)
>
> Hopefully Tomasz will have time to chime in to give us advice or a
> heads-up that a 'pure' AFL function to access such Amibroker
information
> will be available.
>
> Best Regards,
> Peter
>
> PS Ahh ... weather in Greece - someday my friend. You will be the
first
> to know my itinerary - after the family gets notified of course ;)
>
> -----Original Message-----
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> Sent: Wednesday, May 14, 2003 6:02 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: The use of the Powsmooth
>
> 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
> > >
> > >
> > >
> >
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