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Thank you Thomasz the OptZig works now with no error.
Have you looked at this error message and code?
> 2) The second Indicator error is reported as:
>
> Line 174, Column 19:
> /////////////////////
>
> PlotShapes( IIf( BuyNow, shapeSmallUpTriangle + shapePositonAbove,
> shapeNone ), colorBrightGreen );
> --------------------------------------------------------------------
--
> ----------------------------^
>
> Variable 'shapepositonabove' used without having been initialized.
>
>
> For code:
>
> /* Asymetrical Market Profile Band System v1*/
>
> /* Author Marc Valley */
>
> per1 = 256; //Optimize("Per1",1,1,20,1);
> per2 = Optimize("Per2",14,1,20,1);
> HistVol= 100*sqrt(260 )*StDev((Close-Ref(Close,-1))/Close,per1 );
> Ga = DEMA(HistVol,per1 );
> G1 = DEMA(RSI(per2 ),per2 );
> G2= (((G1 *Avg)* MA(V,per1))*Ga);
> G0 = BBandTop(G2, 11, 1.00);
> G3 = BBandBot(G2, 11, .95);
> G4 = ValueWhen(LLV(G2,2), G2, 1);
> /*HistVol= 100*sqrt(260)*StDev((Close-Ref(Close,-1))/Close,256);
> Ga = DEMA(HistVol,256);
> G1 = DEMA(DEMA(RSI(14),14),14);
> G2= (((G1 *Avg)* MA(V,256))*Ga);
> G0 = BBandTop(G2, 11, 1.00);
> G3 = BBandBot(G2, 11, .95);
> G4 = ValueWhen(LLV(G2,2), G2, 1);
> /********************/
> /* A theoretical trading system for RSI(14)*/
>
> /*(it is not proper for real trading)*/
> //perc=3;//calibrate the sensitivity
> //Var= G2; //RSI(14);//Your variable input
> //C1=PeakBars(Var,perc)==0;//peak condition
> //C2=TroughBars(Var,perc)==0;//trough condition
> /*Filter=C1 OR C2;//To find peak or trough dates
> AddColumn(IIf(C1,Var,0),"PEAK",1.2);//To read peak values
> AddColumn(IIf(C2,Var,0),"TROUGH",1.2);//To read trough values
> Buy=C2;//Buy at trough
> Sell=C1;//Sell at peak
> Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
> Short=Sell;//A first approach short condition
> Cover=Buy;//A first approach cover condition
> Short=ExRem(Short,Cover);Cover=ExRem(Cover,Short); */
> //perc=40;//calibrate the sensitivity;
> //Var=RSI(14);//Your variable input
>
> Plot(G2,"G2",1,4); //BLACK
> ///////////Plot(Peak(g2,1,1),"Peak",2,4);
> ///////////Plot(Trough(g2,1,1),"Trough",2,4);
> Plot(G0,"BH",4,4); //RED
> Plot(G3,"BL",5,4); //GREEN
> //Plot(G4,"G4",colorLightGrey,styleHistogram);
> //Plot(Var,"BAND Trend System V1",1,1);
> //////////Plot(Zig(Var,perc),"Zig",2,4); //PLOT ZIG LINE FOR VIEWING
> PURPOSES ONLY
>
> //Plot(C1*g2,"C1",4,6);
> //Plot(C2*g2,"C2",5,6);
>
> ///////////////
> BuyNow = Cross(G2,G3); // OR Cross(G2,G0);
> SellNow = Cross(G0,G2);// OR Cross(G2,G3);
> Buy = BuyNow;
> Sell = SellNow;
> Short=Sell;
> //ShortPrice =Sell;
>
> Cover=Buy;
> //CoverPrice= Cover;
> Buy=ExRem(Buy,Sell);
> Sell=ExRem(Sell,Buy);
> Short=ExRem(Short,Cover);
> Cover=ExRem(Cover,Short);
> Equity(1);
>
> /////////////////////
>
> PlotShapes( IIf( BuyNow, shapeSmallUpTriangle + shapePositonAbove,
> shapeNone ), colorBrightGreen );
> PlotShapes( IIf( SellNow, shapeSmallDownTriangle +
shapePositonAbove,
> shapeNone ), colorRed )
> GraphXSpace = 2;
> GraphZOrder = 1;
>
>
>
>
>
>
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> In your VBScript section replace:
> ' Initialize Variables
> FirstBar = UBound(Trades) - (TestPeriod(0) - 1)
>
> with
>
> ' Initialize Variables
> FirstBar = UBound(Trades) - (TestPeriod - 1)
>
> (you get type mismatch because you are referencing TestPeriod
> as array while it is just scalar)
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "jnk1997" <jnk1997@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, May 18, 2003 6:26 PM
> Subject: [amibroker] Re: TJ; RE: AB 4.37 Release Bug Clarification
>
>
> > I apologize, I had a little trouble with my desktop AB after the
4.37
> > install and the following indicators (fired up my laptop, older
AB to
> > see which ones the were)
> > This IS accurate now complete with error codes, the firs code is
> > rather long but please scroll down to see the second indicator
error
> > also.
> >
> > Thanks
> > Jim
> >
> > 1) The error is reported as :
> >
> > Source: Microsoft VBScript runtime error
> > Line: 13 Char: 3
> > Error: 0 - Type mismatch: 'TestPeriod'
> >
> > --^
> > The Code:
> >
> > // Optimized ZigZag by Steve Dugas ( sjdugas@xxxx )
> >
> > TestPeriods = 126; // # of periods to use for backtest
> > SignalArray = Close; // array used to determine trade signals
and
> > also plot Zig
> > AcctEquity = 20000; // initial equity
> > Commission = 11; // dollars per trade
> > TradeDelay = 1; // number of days after signal to execute
trade
> > ExecuteArray = Open; // array used for executing trades
> > AmtPerTrade = 100; // specify amount to risk per trade (see
> > PctOrUnits, next)
> > PctOrUnits = 1; // for AmtPerTrade (above), 1 = %, 0 =
units of
> > currency
> > Margin = 100; // % equity to use (1-100), 100 = no
margin,
> > 50 = 50% margin
> >
> > ZigValue01 = Zig(SignalArray,1);
> > ZigValue02 = Zig(SignalArray,2);
> > ZigValue03 = Zig(SignalArray,3);
> > ZigValue04 = Zig(SignalArray,4);
> > ZigValue05 = Zig(SignalArray,5);
> > ZigValue06 = Zig(SignalArray,6);
> > ZigValue07 = Zig(SignalArray,7);
> > ZigValue08 = Zig(SignalArray,8);
> > ZigValue09 = Zig(SignalArray,9);
> > ZigValue10 = Zig(SignalArray,10);
> > ZigValue11 = Zig(SignalArray,11);
> > ZigValue12 = Zig(SignalArray,12);
> > ZigValue13 = Zig(SignalArray,13);
> > ZigValue14 = Zig(SignalArray,14);
> > ZigValue15 = Zig(SignalArray,15);
> > ZigValue16 = Zig(SignalArray,16);
> > ZigValue17 = Zig(SignalArray,17);
> > ZigValue18 = Zig(SignalArray,18);
> > ZigValue19 = Zig(SignalArray,19);
> > ZigValue20 = Zig(SignalArray,20);
> > ZigValue21 = Zig(SignalArray,21);
> > ZigValue22 = Zig(SignalArray,22);
> > ZigValue23 = Zig(SignalArray,23);
> > ZigValue24 = Zig(SignalArray,24);
> > ZigValue25 = Zig(SignalArray,25);
> > ZigValue26 = Zig(SignalArray,26);
> > ZigValue27 = Zig(SignalArray,27);
> > ZigValue28 = Zig(SignalArray,28);
> > ZigValue29 = Zig(SignalArray,29);
> > ZigValue30 = Zig(SignalArray,30);
> > ZigValue31 = Zig(SignalArray,31);
> > ZigValue32 = Zig(SignalArray,32);
> > ZigValue33 = Zig(SignalArray,33);
> > ZigValue34 = Zig(SignalArray,34);
> > ZigValue35 = Zig(SignalArray,35);
> > ZigValue36 = Zig(SignalArray,36);
> > ZigValue37 = Zig(SignalArray,37);
> > ZigValue38 = Zig(SignalArray,38);
> > ZigValue39 = Zig(SignalArray,39);
> > ZigValue40 = Zig(SignalArray,40);
> > ZigValue41 = Zig(SignalArray,41);
> > ZigValue42 = Zig(SignalArray,42);
> > ZigValue43 = Zig(SignalArray,43);
> > ZigValue44 = Zig(SignalArray,44);
> > ZigValue45 = Zig(SignalArray,45);
> > ZigValue46 = Zig(SignalArray,46);
> > ZigValue47 = Zig(SignalArray,47);
> > ZigValue48 = Zig(SignalArray,48);
> >
> > PeakSigs01 = ZigValue01 < Ref(ZigValue01,-1) AND Ref(ZigValue01,-
1) >
> > Ref(ZigValue01,-2);
> > PeakSigs02 = ZigValue02 < Ref(ZigValue02,-1) AND Ref(ZigValue02,-
1) >
> > Ref(ZigValue02,-2);
> > PeakSigs03 = ZigValue03 < Ref(ZigValue03,-1) AND Ref(ZigValue03,-
1) >
> > Ref(ZigValue03,-2);
> > PeakSigs04 = ZigValue04 < Ref(ZigValue04,-1) AND Ref(ZigValue04,-
1) >
> > Ref(ZigValue04,-2);
> > PeakSigs05 = ZigValue05 < Ref(ZigValue05,-1) AND Ref(ZigValue05,-
1) >
> > Ref(ZigValue05,-2);
> > PeakSigs06 = ZigValue06 < Ref(ZigValue06,-1) AND Ref(ZigValue06,-
1) >
> > Ref(ZigValue06,-2);
> > PeakSigs07 = ZigValue07 < Ref(ZigValue07,-1) AND Ref(ZigValue07,-
1) >
> > Ref(ZigValue07,-2);
> > PeakSigs08 = ZigValue08 < Ref(ZigValue08,-1) AND Ref(ZigValue08,-
1) >
> > Ref(ZigValue08,-2);
> > PeakSigs09 = ZigValue09 < Ref(ZigValue09,-1) AND Ref(ZigValue09,-
1) >
> > Ref(ZigValue09,-2);
> > PeakSigs10 = ZigValue10 < Ref(ZigValue10,-1) AND Ref(ZigValue10,-
1) >
> > Ref(ZigValue10,-2);
> > PeakSigs11 = ZigValue11 < Ref(ZigValue11,-1) AND Ref(ZigValue11,-
1) >
> > Ref(ZigValue11,-2);
> > PeakSigs12 = ZigValue12 < Ref(ZigValue12,-1) AND Ref(ZigValue12,-
1) >
> > Ref(ZigValue12,-2);
> > PeakSigs13 = ZigValue13 < Ref(ZigValue13,-1) AND Ref(ZigValue13,-
1) >
> > Ref(ZigValue13,-2);
> > PeakSigs14 = ZigValue14 < Ref(ZigValue14,-1) AND Ref(ZigValue14,-
1) >
> > Ref(ZigValue14,-2);
> > PeakSigs15 = ZigValue15 < Ref(ZigValue15,-1) AND Ref(ZigValue15,-
1) >
> > Ref(ZigValue15,-2);
> > PeakSigs16 = ZigValue16 < Ref(ZigValue16,-1) AND Ref(ZigValue16,-
1) >
> > Ref(ZigValue16,-2);
> > PeakSigs17 = ZigValue17 < Ref(ZigValue17,-1) AND Ref(ZigValue17,-
1) >
> > Ref(ZigValue17,-2);
> > PeakSigs18 = ZigValue18 < Ref(ZigValue18,-1) AND Ref(ZigValue18,-
1) >
> > Ref(ZigValue18,-2);
> > PeakSigs19 = ZigValue19 < Ref(ZigValue19,-1) AND Ref(ZigValue19,-
1) >
> > Ref(ZigValue19,-2);
> > PeakSigs20 = ZigValue20 < Ref(ZigValue20,-1) AND Ref(ZigValue20,-
1) >
> > Ref(ZigValue20,-2);
> > PeakSigs21 = ZigValue21 < Ref(ZigValue21,-1) AND Ref(ZigValue21,-
1) >
> > Ref(ZigValue21,-2);
> > PeakSigs22 = ZigValue22 < Ref(ZigValue22,-1) AND Ref(ZigValue22,-
1) >
> > Ref(ZigValue22,-2);
> > PeakSigs23 = ZigValue23 < Ref(ZigValue23,-1) AND Ref(ZigValue23,-
1) >
> > Ref(ZigValue23,-2);
> > PeakSigs24 = ZigValue24 < Ref(ZigValue24,-1) AND Ref(ZigValue24,-
1) >
> > Ref(ZigValue24,-2);
> > PeakSigs25 = ZigValue25 < Ref(ZigValue25,-1) AND Ref(ZigValue25,-
1) >
> > Ref(ZigValue25,-2);
> > PeakSigs26 = ZigValue26 < Ref(ZigValue26,-1) AND Ref(ZigValue26,-
1) >
> > Ref(ZigValue26,-2);
> > PeakSigs27 = ZigValue27 < Ref(ZigValue27,-1) AND Ref(ZigValue27,-
1) >
> > Ref(ZigValue27,-2);
> > PeakSigs28 = ZigValue28 < Ref(ZigValue28,-1) AND Ref(ZigValue28,-
1) >
> > Ref(ZigValue28,-2);
> > PeakSigs29 = ZigValue29 < Ref(ZigValue29,-1) AND Ref(ZigValue29,-
1) >
> > Ref(ZigValue29,-2);
> > PeakSigs30 = ZigValue30 < Ref(ZigValue30,-1) AND Ref(ZigValue30,-
1) >
> > Ref(ZigValue30,-2);
> > PeakSigs31 = ZigValue31 < Ref(ZigValue31,-1) AND Ref(ZigValue31,-
1) >
> > Ref(ZigValue31,-2);
> > PeakSigs32 = ZigValue32 < Ref(ZigValue32,-1) AND Ref(ZigValue32,-
1) >
> > Ref(ZigValue32,-2);
> > PeakSigs33 = ZigValue33 < Ref(ZigValue33,-1) AND Ref(ZigValue33,-
1) >
> > Ref(ZigValue33,-2);
> > PeakSigs34 = ZigValue34 < Ref(ZigValue34,-1) AND Ref(ZigValue34,-
1) >
> > Ref(ZigValue34,-2);
> > PeakSigs35 = ZigValue35 < Ref(ZigValue35,-1) AND Ref(ZigValue35,-
1) >
> > Ref(ZigValue35,-2);
> > PeakSigs36 = ZigValue36 < Ref(ZigValue36,-1) AND Ref(ZigValue36,-
1) >
> > Ref(ZigValue36,-2);
> > PeakSigs37 = ZigValue37 < Ref(ZigValue37,-1) AND Ref(ZigValue37,-
1) >
> > Ref(ZigValue37,-2);
> > PeakSigs38 = ZigValue38 < Ref(ZigValue38,-1) AND Ref(ZigValue38,-
1) >
> > Ref(ZigValue38,-2);
> > PeakSigs39 = ZigValue39 < Ref(ZigValue39,-1) AND Ref(ZigValue39,-
1) >
> > Ref(ZigValue39,-2);
> > PeakSigs40 = ZigValue40 < Ref(ZigValue40,-1) AND Ref(ZigValue40,-
1) >
> > Ref(ZigValue40,-2);
> > PeakSigs41 = ZigValue41 < Ref(ZigValue41,-1) AND Ref(ZigValue41,-
1) >
> > Ref(ZigValue41,-2);
> > PeakSigs42 = ZigValue42 < Ref(ZigValue42,-1) AND Ref(ZigValue42,-
1) >
> > Ref(ZigValue42,-2);
> > PeakSigs43 = ZigValue43 < Ref(ZigValue43,-1) AND Ref(ZigValue43,-
1) >
> > Ref(ZigValue43,-2);
> > PeakSigs44 = ZigValue44 < Ref(ZigValue44,-1) AND Ref(ZigValue44,-
1) >
> > Ref(ZigValue44,-2);
> > PeakSigs45 = ZigValue45 < Ref(ZigValue45,-1) AND Ref(ZigValue45,-
1) >
> > Ref(ZigValue45,-2);
> > PeakSigs46 = ZigValue46 < Ref(ZigValue46,-1) AND Ref(ZigValue46,-
1) >
> > Ref(ZigValue46,-2);
> > PeakSigs47 = ZigValue47 < Ref(ZigValue47,-1) AND Ref(ZigValue47,-
1) >
> > Ref(ZigValue47,-2);
> > PeakSigs48 = ZigValue48 < Ref(ZigValue48,-1) AND Ref(ZigValue48,-
1) >
> > Ref(ZigValue48,-2);
> >
> > TroughSigs01 = ZigValue01 > Ref(ZigValue01,-1) AND Ref
(ZigValue01,-1)
> > < Ref(ZigValue01,-2);
> > TroughSigs02 = ZigValue02 > Ref(ZigValue02,-1) AND Ref
(ZigValue02,-1)
> > < Ref(ZigValue02,-2);
> > TroughSigs03 = ZigValue03 > Ref(ZigValue03,-1) AND Ref
(ZigValue03,-1)
> > < Ref(ZigValue03,-2);
> > TroughSigs04 = ZigValue04 > Ref(ZigValue04,-1) AND Ref
(ZigValue04,-1)
> > < Ref(ZigValue04,-2);
> > TroughSigs05 = ZigValue05 > Ref(ZigValue05,-1) AND Ref
(ZigValue05,-1)
> > < Ref(ZigValue05,-2);
> > TroughSigs06 = ZigValue06 > Ref(ZigValue06,-1) AND Ref
(ZigValue06,-1)
> > < Ref(ZigValue06,-2);
> > TroughSigs07 = ZigValue07 > Ref(ZigValue07,-1) AND Ref
(ZigValue07,-1)
> > < Ref(ZigValue07,-2);
> > TroughSigs08 = ZigValue08 > Ref(ZigValue08,-1) AND Ref
(ZigValue08,-1)
> > < Ref(ZigValue08,-2);
> > TroughSigs09 = ZigValue09 > Ref(ZigValue09,-1) AND Ref
(ZigValue09,-1)
> > < Ref(ZigValue09,-2);
> > TroughSigs10 = ZigValue10 > Ref(ZigValue10,-1) AND Ref
(ZigValue10,-1)
> > < Ref(ZigValue10,-2);
> > TroughSigs11 = ZigValue11 > Ref(ZigValue11,-1) AND Ref
(ZigValue11,-1)
> > < Ref(ZigValue11,-2);
> > TroughSigs12 = ZigValue12 > Ref(ZigValue12,-1) AND Ref
(ZigValue12,-1)
> > < Ref(ZigValue12,-2);
> > TroughSigs13 = ZigValue13 > Ref(ZigValue13,-1) AND Ref
(ZigValue13,-1)
> > < Ref(ZigValue13,-2);
> > TroughSigs14 = ZigValue14 > Ref(ZigValue14,-1) AND Ref
(ZigValue14,-1)
> > < Ref(ZigValue14,-2);
> > TroughSigs15 = ZigValue15 > Ref(ZigValue15,-1) AND Ref
(ZigValue15,-1)
> > < Ref(ZigValue15,-2);
> > TroughSigs16 = ZigValue16 > Ref(ZigValue16,-1) AND Ref
(ZigValue16,-1)
> > < Ref(ZigValue16,-2);
> > TroughSigs17 = ZigValue17 > Ref(ZigValue17,-1) AND Ref
(ZigValue17,-1)
> > < Ref(ZigValue17,-2);
> > TroughSigs18 = ZigValue18 > Ref(ZigValue18,-1) AND Ref
(ZigValue18,-1)
> > < Ref(ZigValue18,-2);
> > TroughSigs19 = ZigValue19 > Ref(ZigValue19,-1) AND Ref
(ZigValue19,-1)
> > < Ref(ZigValue19,-2);
> > TroughSigs20 = ZigValue20 > Ref(ZigValue20,-1) AND Ref
(ZigValue20,-1)
> > < Ref(ZigValue20,-2);
> > TroughSigs21 = ZigValue21 > Ref(ZigValue21,-1) AND Ref
(ZigValue21,-1)
> > < Ref(ZigValue21,-2);
> > TroughSigs22 = ZigValue22 > Ref(ZigValue22,-1) AND Ref
(ZigValue22,-1)
> > < Ref(ZigValue22,-2);
> > TroughSigs23 = ZigValue23 > Ref(ZigValue23,-1) AND Ref
(ZigValue23,-1)
> > < Ref(ZigValue23,-2);
> > TroughSigs24 = ZigValue24 > Ref(ZigValue24,-1) AND Ref
(ZigValue24,-1)
> > < Ref(ZigValue24,-2);
> > TroughSigs25 = ZigValue25 > Ref(ZigValue25,-1) AND Ref
(ZigValue25,-1)
> > < Ref(ZigValue25,-2);
> > TroughSigs26 = ZigValue26 > Ref(ZigValue26,-1) AND Ref
(ZigValue26,-1)
> > < Ref(ZigValue26,-2);
> > TroughSigs27 = ZigValue27 > Ref(ZigValue27,-1) AND Ref
(ZigValue27,-1)
> > < Ref(ZigValue27,-2);
> > TroughSigs28 = ZigValue28 > Ref(ZigValue28,-1) AND Ref
(ZigValue28,-1)
> > < Ref(ZigValue28,-2);
> > TroughSigs29 = ZigValue29 > Ref(ZigValue29,-1) AND Ref
(ZigValue29,-1)
> > < Ref(ZigValue29,-2);
> > TroughSigs30 = ZigValue30 > Ref(ZigValue30,-1) AND Ref
(ZigValue30,-1)
> > < Ref(ZigValue30,-2);
> > TroughSigs31 = ZigValue31 > Ref(ZigValue31,-1) AND Ref
(ZigValue31,-1)
> > < Ref(ZigValue31,-2);
> > TroughSigs32 = ZigValue32 > Ref(ZigValue32,-1) AND Ref
(ZigValue32,-1)
> > < Ref(ZigValue32,-2);
> > TroughSigs33 = ZigValue33 > Ref(ZigValue33,-1) AND Ref
(ZigValue33,-1)
> > < Ref(ZigValue33,-2);
> > TroughSigs34 = ZigValue34 > Ref(ZigValue34,-1) AND Ref
(ZigValue34,-1)
> > < Ref(ZigValue34,-2);
> > TroughSigs35 = ZigValue35 > Ref(ZigValue35,-1) AND Ref
(ZigValue35,-1)
> > < Ref(ZigValue35,-2);
> > TroughSigs36 = ZigValue36 > Ref(ZigValue36,-1) AND Ref
(ZigValue36,-1)
> > < Ref(ZigValue36,-2);
> > TroughSigs37 = ZigValue37 > Ref(ZigValue37,-1) AND Ref
(ZigValue37,-1)
> > < Ref(ZigValue37,-2);
> > TroughSigs38 = ZigValue38 > Ref(ZigValue38,-1) AND Ref
(ZigValue38,-1)
> > < Ref(ZigValue38,-2);
> > TroughSigs39 = ZigValue39 > Ref(ZigValue39,-1) AND Ref
(ZigValue39,-1)
> > < Ref(ZigValue39,-2);
> > TroughSigs40 = ZigValue40 > Ref(ZigValue40,-1) AND Ref
(ZigValue40,-1)
> > < Ref(ZigValue40,-2);
> > TroughSigs41 = ZigValue41 > Ref(ZigValue41,-1) AND Ref
(ZigValue41,-1)
> > < Ref(ZigValue41,-2);
> > TroughSigs42 = ZigValue42 > Ref(ZigValue42,-1) AND Ref
(ZigValue42,-1)
> > < Ref(ZigValue42,-2);
> > TroughSigs43 = ZigValue43 > Ref(ZigValue43,-1) AND Ref
(ZigValue43,-1)
> > < Ref(ZigValue43,-2);
> > TroughSigs44 = ZigValue44 > Ref(ZigValue44,-1) AND Ref
(ZigValue44,-1)
> > < Ref(ZigValue44,-2);
> > TroughSigs45 = ZigValue45 > Ref(ZigValue45,-1) AND Ref
(ZigValue45,-1)
> > < Ref(ZigValue45,-2);
> > TroughSigs46 = ZigValue46 > Ref(ZigValue46,-1) AND Ref
(ZigValue46,-1)
> > < Ref(ZigValue46,-2);
> > TroughSigs47 = ZigValue47 > Ref(ZigValue47,-1) AND Ref
(ZigValue47,-1)
> > < Ref(ZigValue47,-2);
> > TroughSigs48 = ZigValue48 > Ref(ZigValue48,-1) AND Ref
(ZigValue48,-1)
> > < Ref(ZigValue48,-2);
> >
> > Trades01 = IIf(Ref(PeakSigs01,-TradeDelay),1,IIf(Ref
(TroughSigs01,-
> > TradeDelay),-1,0));
> > Trades02 = IIf(Ref(PeakSigs02,-TradeDelay),1,IIf(Ref
(TroughSigs02,-
> > TradeDelay),-1,0));
> > Trades03 = IIf(Ref(PeakSigs03,-TradeDelay),1,IIf(Ref
(TroughSigs03,-
> > TradeDelay),-1,0));
> > Trades04 = IIf(Ref(PeakSigs04,-TradeDelay),1,IIf(Ref
(TroughSigs04,-
> > TradeDelay),-1,0));
> > Trades05 = IIf(Ref(PeakSigs05,-TradeDelay),1,IIf(Ref
(TroughSigs05,-
> > TradeDelay),-1,0));
> > Trades06 = IIf(Ref(PeakSigs06,-TradeDelay),1,IIf(Ref
(TroughSigs06,-
> > TradeDelay),-1,0));
> > Trades07 = IIf(Ref(PeakSigs07,-TradeDelay),1,IIf(Ref
(TroughSigs07,-
> > TradeDelay),-1,0));
> > Trades08 = IIf(Ref(PeakSigs08,-TradeDelay),1,IIf(Ref
(TroughSigs08,-
> > TradeDelay),-1,0));
> > Trades09 = IIf(Ref(PeakSigs09,-TradeDelay),1,IIf(Ref
(TroughSigs09,-
> > TradeDelay),-1,0));
> > Trades10 = IIf(Ref(PeakSigs10,-TradeDelay),1,IIf(Ref
(TroughSigs10,-
> > TradeDelay),-1,0));
> > Trades11 = IIf(Ref(PeakSigs11,-TradeDelay),1,IIf(Ref
(TroughSigs11,-
> > TradeDelay),-1,0));
> > Trades12 = IIf(Ref(PeakSigs12,-TradeDelay),1,IIf(Ref
(TroughSigs12,-
> > TradeDelay),-1,0));
> > Trades13 = IIf(Ref(PeakSigs13,-TradeDelay),1,IIf(Ref
(TroughSigs13,-
> > TradeDelay),-1,0));
> > Trades14 = IIf(Ref(PeakSigs14,-TradeDelay),1,IIf(Ref
(TroughSigs14,-
> > TradeDelay),-1,0));
> > Trades15 = IIf(Ref(PeakSigs15,-TradeDelay),1,IIf(Ref
(TroughSigs15,-
> > TradeDelay),-1,0));
> > Trades16 = IIf(Ref(PeakSigs16,-TradeDelay),1,IIf(Ref
(TroughSigs16,-
> > TradeDelay),-1,0));
> > Trades17 = IIf(Ref(PeakSigs17,-TradeDelay),1,IIf(Ref
(TroughSigs17,-
> > TradeDelay),-1,0));
> > Trades18 = IIf(Ref(PeakSigs18,-TradeDelay),1,IIf(Ref
(TroughSigs18,-
> > TradeDelay),-1,0));
> > Trades19 = IIf(Ref(PeakSigs19,-TradeDelay),1,IIf(Ref
(TroughSigs19,-
> > TradeDelay),-1,0));
> > Trades20 = IIf(Ref(PeakSigs20,-TradeDelay),1,IIf(Ref
(TroughSigs20,-
> > TradeDelay),-1,0));
> > Trades21 = IIf(Ref(PeakSigs21,-TradeDelay),1,IIf(Ref
(TroughSigs21,-
> > TradeDelay),-1,0));
> > Trades22 = IIf(Ref(PeakSigs22,-TradeDelay),1,IIf(Ref
(TroughSigs22,-
> > TradeDelay),-1,0));
> > Trades23 = IIf(Ref(PeakSigs23,-TradeDelay),1,IIf(Ref
(TroughSigs23,-
> > TradeDelay),-1,0));
> > Trades24 = IIf(Ref(PeakSigs24,-TradeDelay),1,IIf(Ref
(TroughSigs24,-
> > TradeDelay),-1,0));
> > Trades25 = IIf(Ref(PeakSigs25,-TradeDelay),1,IIf(Ref
(TroughSigs25,-
> > TradeDelay),-1,0));
> > Trades26 = IIf(Ref(PeakSigs26,-TradeDelay),1,IIf(Ref
(TroughSigs26,-
> > TradeDelay),-1,0));
> > Trades27 = IIf(Ref(PeakSigs27,-TradeDelay),1,IIf(Ref
(TroughSigs27,-
> > TradeDelay),-1,0));
> > Trades28 = IIf(Ref(PeakSigs28,-TradeDelay),1,IIf(Ref
(TroughSigs28,-
> > TradeDelay),-1,0));
> > Trades29 = IIf(Ref(PeakSigs29,-TradeDelay),1,IIf(Ref
(TroughSigs29,-
> > TradeDelay),-1,0));
> > Trades30 = IIf(Ref(PeakSigs30,-TradeDelay),1,IIf(Ref
(TroughSigs30,-
> > TradeDelay),-1,0));
> > Trades31 = IIf(Ref(PeakSigs31,-TradeDelay),1,IIf(Ref
(TroughSigs31,-
> > TradeDelay),-1,0));
> > Trades32 = IIf(Ref(PeakSigs32,-TradeDelay),1,IIf(Ref
(TroughSigs32,-
> > TradeDelay),-1,0));
> > Trades33 = IIf(Ref(PeakSigs33,-TradeDelay),1,IIf(Ref
(TroughSigs33,-
> > TradeDelay),-1,0));
> > Trades34 = IIf(Ref(PeakSigs34,-TradeDelay),1,IIf(Ref
(TroughSigs34,-
> > TradeDelay),-1,0));
> > Trades35 = IIf(Ref(PeakSigs35,-TradeDelay),1,IIf(Ref
(TroughSigs35,-
> > TradeDelay),-1,0));
> > Trades36 = IIf(Ref(PeakSigs36,-TradeDelay),1,IIf(Ref
(TroughSigs36,-
> > TradeDelay),-1,0));
> > Trades37 = IIf(Ref(PeakSigs37,-TradeDelay),1,IIf(Ref
(TroughSigs37,-
> > TradeDelay),-1,0));
> > Trades38 = IIf(Ref(PeakSigs38,-TradeDelay),1,IIf(Ref
(TroughSigs38,-
> > TradeDelay),-1,0));
> > Trades39 = IIf(Ref(PeakSigs39,-TradeDelay),1,IIf(Ref
(TroughSigs39,-
> > TradeDelay),-1,0));
> > Trades40 = IIf(Ref(PeakSigs40,-TradeDelay),1,IIf(Ref
(TroughSigs40,-
> > TradeDelay),-1,0));
> > Trades41 = IIf(Ref(PeakSigs41,-TradeDelay),1,IIf(Ref
(TroughSigs41,-
> > TradeDelay),-1,0));
> > Trades42 = IIf(Ref(PeakSigs42,-TradeDelay),1,IIf(Ref
(TroughSigs42,-
> > TradeDelay),-1,0));
> > Trades43 = IIf(Ref(PeakSigs43,-TradeDelay),1,IIf(Ref
(TroughSigs43,-
> > TradeDelay),-1,0));
> > Trades44 = IIf(Ref(PeakSigs44,-TradeDelay),1,IIf(Ref
(TroughSigs44,-
> > TradeDelay),-1,0));
> > Trades45 = IIf(Ref(PeakSigs45,-TradeDelay),1,IIf(Ref
(TroughSigs45,-
> > TradeDelay),-1,0));
> > Trades46 = IIf(Ref(PeakSigs46,-TradeDelay),1,IIf(Ref
(TroughSigs46,-
> > TradeDelay),-1,0));
> > Trades47 = IIf(Ref(PeakSigs47,-TradeDelay),1,IIf(Ref
(TroughSigs47,-
> > TradeDelay),-1,0));
> > Trades48 = IIf(Ref(PeakSigs48,-TradeDelay),1,IIf(Ref
(TroughSigs48,-
> > TradeDelay),-1,0));
> >
> > EnableScript("vbscript");
> > <%
> > function CalcProfit
(ZigValue,Trades,TestPeriod,ExecArray,AcctEquity, _
> > Commission,AmtPerTrade,PctOrUnits,Margin)
> >
> > ' Mark the trade that closes the final Open position
> > if ZigValue(UBound(ZigValue)) > ZigValue(UBound(ZigValue)-1)
Then
> > Trades(UBound(Trades)) = 1
> > else
> > Trades(UBound(Trades)) = -1
> > End if
> >
> > ' Initialize Variables
> > FirstBar = UBound(Trades) - (TestPeriod(0) - 1)
> > TotalProfit = 0
> > PricePriorTrade = ExecArray(FirstBar)
> > if PctOrUnits Then
> > EquityToUse = AcctEquity*(AmtPerTrade/100)
> > else
> > EquityToUse = AmtPerTrade
> > End if
> >
> > ' Calculate profit for this Zig % change
> > for Bar = (FirstBar + 1) To UBound(Trades)
> > if Trades(Bar) = 1 Then
> > Shares = int((EquityToUse*(100/Margin))/PricePriorTrade)
> > TradeProfit = ((ExecArray(Bar)-PricePriorTrade)*Shares)-
> > (Commision*2)
> > TotalProfit = TotalProfit + TradeProfit
> > AcctEquity = AcctEquity + TradeProfit
> > PricePriorTrade = ExecArray(Bar)
> > ElseIf Trades(Bar) = -1 Then
> > Shares = int((EquityToUse*(100/Margin))/PricePriorTrade)
> > TradeProfit = ((PricePriorTrade-ExecArray(Bar))*Shares)-
> > (Commision*2)
> > TotalProfit = TotalProfit + TradeProfit
> > AcctEquity = AcctEquity + TradeProfit
> > PricePriorTrade = ExecArray(Bar)
> > End if
> > Next
> >
> > CalcProfit = TotalProfit
> >
> > End function
> > %>
> >
> > TestPeriod = Min(TestPeriods,LastValue(Cum(1)));
> >
> > Script = GetScriptObject();
> > Profit01 = script.CalcProfit
> > (ZigValue01,Trades01,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit02 = script.CalcProfit
> > (ZigValue02,Trades02,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit03 = script.CalcProfit
> > (ZigValue03,Trades03,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit04 = script.CalcProfit
> > (ZigValue04,Trades04,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit05 = script.CalcProfit
> > (ZigValue05,Trades05,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit06 = script.CalcProfit
> > (ZigValue06,Trades06,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit07 = script.CalcProfit
> > (ZigValue07,Trades07,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit08 = script.CalcProfit
> > (ZigValue08,Trades08,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit09 = script.CalcProfit
> > (ZigValue09,Trades09,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit10 = script.CalcProfit
> > (ZigValue10,Trades10,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit11 = script.CalcProfit
> > (ZigValue11,Trades11,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit12 = script.CalcProfit
> > (ZigValue12,Trades12,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit13 = script.CalcProfit
> > (ZigValue13,Trades13,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit14 = script.CalcProfit
> > (ZigValue14,Trades14,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit15 = script.CalcProfit
> > (ZigValue15,Trades15,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit16 = script.CalcProfit
> > (ZigValue16,Trades16,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit17 = script.CalcProfit
> > (ZigValue17,Trades17,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit18 = script.CalcProfit
> > (ZigValue18,Trades18,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit19 = script.CalcProfit
> > (ZigValue19,Trades19,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit20 = script.CalcProfit
> > (ZigValue20,Trades20,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit21 = script.CalcProfit
> > (ZigValue21,Trades21,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit22 = script.CalcProfit
> > (ZigValue22,Trades22,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit23 = script.CalcProfit
> > (ZigValue23,Trades23,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit24 = script.CalcProfit
> > (ZigValue24,Trades24,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit25 = script.CalcProfit
> > (ZigValue25,Trades25,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit26 = script.CalcProfit
> > (ZigValue26,Trades26,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit27 = script.CalcProfit
> > (ZigValue27,Trades27,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit28 = script.CalcProfit
> > (ZigValue28,Trades28,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit29 = script.CalcProfit
> > (ZigValue29,Trades29,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit30 = script.CalcProfit
> > (ZigValue30,Trades30,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit31 = script.CalcProfit
> > (ZigValue31,Trades31,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit32 = script.CalcProfit
> > (ZigValue32,Trades32,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit33 = script.CalcProfit
> > (ZigValue33,Trades33,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit34 = script.CalcProfit
> > (ZigValue34,Trades34,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit35 = script.CalcProfit
> > (ZigValue35,Trades35,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit36 = script.CalcProfit
> > (ZigValue36,Trades36,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit37 = script.CalcProfit
> > (ZigValue37,Trades37,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit38 = script.CalcProfit
> > (ZigValue38,Trades38,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit39 = script.CalcProfit
> > (ZigValue39,Trades39,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit40 = script.CalcProfit
> > (ZigValue40,Trades40,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit41 = script.CalcProfit
> > (ZigValue41,Trades41,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit42 = script.CalcProfit
> > (ZigValue42,Trades42,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit43 = script.CalcProfit
> > (ZigValue43,Trades43,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit44 = script.CalcProfit
> > (ZigValue44,Trades44,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit45 = script.CalcProfit
> > (ZigValue45,Trades45,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit46 = script.CalcProfit
> > (ZigValue46,Trades46,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit47 = script.CalcProfit
> > (ZigValue47,Trades47,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> > Profit48 = script.CalcProfit
> > (ZigValue48,Trades48,TestPeriod,ExecuteArray,
> >
> > AcctEquity,Commission,AmtPerTrade,PctOrUnits,Margin);
> >
> > OptProfit = Max(Max(Max(Max(Max(Max(Profit01,Profit02),Max
> > (Profit03,Profit04)),
> > Max(Max(Profit05,Profit06),Max
> > (Profit07,Profit08))),
> > Max(Max(Max(Profit09,Profit10),Max
> > (Profit11,Profit12)),
> > Max(Max(Profit13,Profit14),Max
> > (Profit15,Profit16)))),
> > Max(Max(Max(Max(Profit17,Profit18),Max
> > (Profit19,Profit20)),
> > Max(Max(Profit21,Profit22),Max
> > (Profit23,Profit24))),
> > Max(Max(Max(Profit25,Profit26),Max
> > (Profit27,Profit28)),
> > Max(Max(Profit29,Profit30),Max
> > (Profit31,Profit32))))),
> > Max(Max(Max(Max(Profit33,Profit34),Max
> > (Profit35,Profit36)),
> > Max(Max(Profit37,Profit38),Max
> > (Profit39,Profit40))),
> > Max(Max(Max(Profit41,Profit42),Max
> > (Profit43,Profit44)),
> > Max(Max(Profit45,Profit46),Max
> > (Profit47,Profit48)))));
> >
> > OptZigPct = IIf(OptProfit==Profit01,1,
> > IIf(OptProfit==Profit02,2,
> > IIf(OptProfit==Profit03,3,
> > IIf(OptProfit==Profit04,4,
> > IIf(OptProfit==Profit05,5,
> > IIf(OptProfit==Profit06,6,
> > IIf(OptProfit==Profit07,7,
> > IIf(OptProfit==Profit08,8,
> > IIf(OptProfit==Profit09,9,
> > IIf(OptProfit==Profit10,10,
> > IIf(OptProfit==Profit11,11,
> > IIf(OptProfit==Profit12,12,
> > IIf(OptProfit==Profit13,13,
> > IIf(OptProfit==Profit14,14,
> > IIf(OptProfit==Profit15,15,
> > IIf(OptProfit==Profit16,16,
> > IIf(OptProfit==Profit17,17,
> > IIf(OptProfit==Profit18,18,
> > IIf(OptProfit==Profit19,19,
> > IIf(OptProfit==Profit20,20,
> > IIf(OptProfit==Profit21,21,
> > IIf(OptProfit==Profit22,22,
> > IIf(OptProfit==Profit23,23,
> > IIf(OptProfit==Profit24,24,
> > IIf(OptProfit==Profit25,25,
> > IIf(OptProfit==Profit26,26,
> > IIf(OptProfit==Profit27,27,
> > IIf(OptProfit==Profit28,28,
> > IIf(OptProfit==Profit29,29,
> > IIf(OptProfit==Profit30,30,
> > IIf(OptProfit==Profit31,31,
> > IIf(OptProfit==Profit32,32,
> > IIf(OptProfit==Profit33,33,
> > IIf(OptProfit==Profit34,34,
> > IIf(OptProfit==Profit35,35,
> > IIf(OptProfit==Profit36,36,
> > IIf(OptProfit==Profit37,37,
> > IIf(OptProfit==Profit38,38,
> > IIf(OptProfit==Profit39,39,
> > IIf(OptProfit==Profit40,40,
> > IIf(OptProfit==Profit41,41,
> > IIf(OptProfit==Profit42,42,
> > IIf(OptProfit==Profit43,43,
> > IIf(OptProfit==Profit44,44,
> > IIf(OptProfit==Profit45,45,
> > IIf(OptProfit==Profit46,46,
> > IIf(OptProfit==Profit47,47,48)
> > ))))))))))))))))))))))))))))))))))))))))))))));
> >
> > OptPctProfit = (OptProfit / AcctEquity) * 100;
> > PctBarsTested = (TestPeriod / TestPeriods) * 100;
> > FinalEquity = AcctEquity + OptProfit;
> > AnnualOptPctProfit = 100 * ((FinalEquity / AcctEquity) ^ (251 /
> > TestPeriod) - 1);
> > AnnualOptProfit = (AnnualOptPctProfit / 100) * AcctEquity;
> >
> > Filter = 1;
> > AddTextColumn(FullName(),"Name");
> > AddTextColumn(SectorID(1),"Sector");
> > AddTextColumn(IndustryID(1),"Industry");
> > AddColumn(OptZigPct,"Opt Zig %",1.0);
> > AddColumn(OptPctProfit,"% Profit",1.2);
> > AddColumn(OptProfit,"$ Profit",1.2);
> > AddColumn(TestPeriod,"Bars Tested",1.0);
> > AddColumn(PctBarsTested,"% Test Pd",1.2);
> > AddColumn(AnnualOptPctProfit,"Ann % Profit",1.2);
> > AddColumn(AnnualOptProfit,"Ann $ Profit",1.2);
> >
> > CurrentTrendUp = Zig(SignalArray,LastValue(OptZigPct))
> > > Ref(Zig(SignalArray,LastValue(OptZigPct)),-1);
> > BaseZigPrice = IIf(CurrentTrendUp,
> > Trough(SignalArray,LastValue(OptZigPct),1),
> > Peak(SignalArray,LastValue(OptZigPct),1));
> > ZigConfirmedPrice = IIf(CurrentTrendUp,
> > BaseZigPrice + ((OptZigPct / 100) *
BaseZigPrice),
> > BaseZigPrice - ((OptZigPct / 100) *
> > BaseZigPrice));
> > ZigNotConfirmed = IIf(CurrentTrendUp,SignalArray <
ZigConfirmedPrice,
> > SignalArray >
ZigConfirmedPrice);
> > ZigColor = IIf(ZigNotConfirmed,colorBlack,colorYellow);
> > ZigConfirmedPriceColor = IIf(BaseZigPrice > Zig
(SignalArray,LastValue
> > (OptZigPct)),
> > colorRose,colorPaleTurquoise);
> >
> > Plot(ZigConfirmedPrice,"Conf
> > Price",ZigConfirmedPriceColor,styleStaircase);
> > Plot(Zig(SignalArray,LastValue(OptZigPct)),"Zig Value",
> > ZigColor,styleLine + styleDots);
> > Plot(SignalArray,"Price",colorBrown,styleCandle);
> > Title = EncodeColor(colorBlue) + Name()
> > + EncodeColor(colorBrightGreen) + " " + Date()
> > + EncodeColor(colorBlack) + " Price: "
> > + EncodeColor(colorRed) + WriteVal(SignalArray,1.2)
> > + EncodeColor(colorBlack) + " Zig Confirmed at: "
> > + EncodeColor(colorCustom11) + WriteVal
(ZigConfirmedPrice,1.2)
> > + EncodeColor(colorBlack) + " Opt Zig %: "
> > + EncodeColor(colorYellow) + WriteVal(OptZigPct,1.0)
> > +"\n" + EncodeColor(colorBlack) + "Name: "
> > + EncodeColor(colorBlue) + FullName()
> > +"\n" + EncodeColor(colorBlack) + "Sector: "
> > + EncodeColor(colorGold) + SectorID(1)
> > +"\n" + EncodeColor(colorBlack) + "Industry: "
> > + EncodeColor(colorBrown) + IndustryID(1);
> > /*
> > Plot() - syntax: Plot(array,title,color/barcolor,style)
> > - color/barcolor could be name/number (static) or
formula
> > (dynamic)
> > colorCustom1 = 0
> > colorCustom2 = 1
> > colorCustom3 = 2
> > colorCustom4 = 3
> > colorCustom5 = 4
> > colorCustom6 = 5
> > colorCustom7 = 6
> > colorCustom8 = 7
> > colorCustom9 = 8
> > colorCustom10 = 9
> > colorCustom11 = 10
> > colorCustom12 = 11
> > colorCustom13 = 12
> > colorCustom14 = 13
> > colorCustom15 = 14
> > colorCustom16 = 15
> > colorBlack = 16
> > colorBrown = 17
> > colorDarkOliveGreen = 18
> > colorDarkGreen = 19
> > colorDarkTeal = 20
> > colorDarkBlue = 21
> > colorIndigo = 22
> > colorDarkGrey = 23
> > colorDarkRed = 24
> > colorOrange = 25
> > colorDarkYellow = 26
> > colorGreen = 27
> > colorTeal = 28
> > colorBlue = 29
> > colorBlueGrey = 30
> > colorGrey40 = 31
> > colorRed = 32
> > colorLightOrange = 33
> > colorLime = 34
> > colorSeaGreen = 35
> > colorAqua = 36
> > colorLightBlue = 37
> > colorViolet = 38
> > colorGrey50 = 39
> > colorPink = 40
> > colorGold = 41
> > colorYellow = 42
> > colorBrightGreen = 43
> > colorTurquoise = 44
> > colorSkyblue = 45
> > colorPlum = 46
> > colorLightGrey = 47
> > colorRose = 48
> > colorTan = 49
> > colorLightYellow = 50
> > colorPaleGreen = 51
> > colorPaleTurquoise = 52
> > colorPaleBlue = 53
> > colorLavender = 54
> > colorWhite = 55
> > - style is a combination of one or more of following
> > values:
> > styleLine = 1 - normal (line) chart
> > (default)
> > styleHistogram = 2 - histogram chart
> > styleThick = 4 - fat (thick)
> > styleDots = 8 - include dots
> > styleNoLine = 16 - no line
> > styleLog = 32 - semi-logarithmic
scale
> > styleCandle = 64 - candlestick chart
> > styleBar = 128 - traditional bar chart
> > styleNoDraw = 256 - no draw (perform
axis
> > scaling only)
> > styleStaircase = 512 - staircase (square)
chart
> > styleSwingDots = 1024 - middle dots for
> > staircase chart
> > styleNoRescale = 2048 - no rescale
> > styleNoLabel = 4096 - no value label
> > stylePointAndFigure = 8192 - point and figure
> > styleArea = 16384 - area chart
> > styleOwnScale = 32768 - use independent
scaling
> > styleLeftAxisScale = 65536 - use independant left
> > axis scale */
> >
> >
> > >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
> >
> > 2) The second Indicator error is reported as:
> >
> > Line 174, Column 19:
> > /////////////////////
> >
> > PlotShapes( IIf( BuyNow, shapeSmallUpTriangle +
shapePositonAbove,
> > shapeNone ), colorBrightGreen );
> > ------------------------------------------------------------------
----
> > ----------------------------^
> >
> > Variable 'shapepositonabove' used without having been initialized.
> >
> >
> > For code:
> >
> > /* Asymetrical Market Profile Band System v1*/
> >
> > /* Author Marc Valley */
> >
> > per1 = 256; //Optimize("Per1",1,1,20,1);
> > per2 = Optimize("Per2",14,1,20,1);
> > HistVol= 100*sqrt(260 )*StDev((Close-Ref(Close,-1))/Close,per1 );
> > Ga = DEMA(HistVol,per1 );
> > G1 = DEMA(RSI(per2 ),per2 );
> > G2= (((G1 *Avg)* MA(V,per1))*Ga);
> > G0 = BBandTop(G2, 11, 1.00);
> > G3 = BBandBot(G2, 11, .95);
> > G4 = ValueWhen(LLV(G2,2), G2, 1);
> > /*HistVol= 100*sqrt(260)*StDev((Close-Ref(Close,-1))/Close,256);
> > Ga = DEMA(HistVol,256);
> > G1 = DEMA(DEMA(RSI(14),14),14);
> > G2= (((G1 *Avg)* MA(V,256))*Ga);
> > G0 = BBandTop(G2, 11, 1.00);
> > G3 = BBandBot(G2, 11, .95);
> > G4 = ValueWhen(LLV(G2,2), G2, 1);
> > /********************/
> > /* A theoretical trading system for RSI(14)*/
> >
> > /*(it is not proper for real trading)*/
> > //perc=3;//calibrate the sensitivity
> > //Var= G2; //RSI(14);//Your variable input
> > //C1=PeakBars(Var,perc)==0;//peak condition
> > //C2=TroughBars(Var,perc)==0;//trough condition
> > /*Filter=C1 OR C2;//To find peak or trough dates
> > AddColumn(IIf(C1,Var,0),"PEAK",1.2);//To read peak values
> > AddColumn(IIf(C2,Var,0),"TROUGH",1.2);//To read trough values
> > Buy=C2;//Buy at trough
> > Sell=C1;//Sell at peak
> > Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
> > Short=Sell;//A first approach short condition
> > Cover=Buy;//A first approach cover condition
> > Short=ExRem(Short,Cover);Cover=ExRem(Cover,Short); */
> > //perc=40;//calibrate the sensitivity;
> > //Var=RSI(14);//Your variable input
> >
> > Plot(G2,"G2",1,4); //BLACK
> > ///////////Plot(Peak(g2,1,1),"Peak",2,4);
> > ///////////Plot(Trough(g2,1,1),"Trough",2,4);
> > Plot(G0,"BH",4,4); //RED
> > Plot(G3,"BL",5,4); //GREEN
> > //Plot(G4,"G4",colorLightGrey,styleHistogram);
> > //Plot(Var,"BAND Trend System V1",1,1);
> > //////////Plot(Zig(Var,perc),"Zig",2,4); //PLOT ZIG LINE FOR
VIEWING
> > PURPOSES ONLY
> >
> > //Plot(C1*g2,"C1",4,6);
> > //Plot(C2*g2,"C2",5,6);
> >
> > ///////////////
> > BuyNow = Cross(G2,G3); // OR Cross(G2,G0);
> > SellNow = Cross(G0,G2);// OR Cross(G2,G3);
> > Buy = BuyNow;
> > Sell = SellNow;
> > Short=Sell;
> > //ShortPrice =Sell;
> >
> > Cover=Buy;
> > //CoverPrice= Cover;
> > Buy=ExRem(Buy,Sell);
> > Sell=ExRem(Sell,Buy);
> > Short=ExRem(Short,Cover);
> > Cover=ExRem(Cover,Short);
> > Equity(1);
> >
> > /////////////////////
> >
> > PlotShapes( IIf( BuyNow, shapeSmallUpTriangle +
shapePositonAbove,
> > shapeNone ), colorBrightGreen );
> > PlotShapes( IIf( SellNow, shapeSmallDownTriangle +
shapePositonAbove,
> > shapeNone ), colorRed )
> > GraphXSpace = 2;
> > GraphZOrder = 1;
> >
> >
> >
> >
> >
> >
> >
> >
> > .
> >
> >
> >
> > 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/)
> > --------------------------------------------
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> >
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http://docs.yahoo.com/info/terms/
> >
> >
> >
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