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Walt,
thank you very much!!
I probably found some bugs in
the indicator.Look at the pic I
sent you ...the gap is closed and the blue lines show up.
I think 5 to 10 minutes is a
balanced timeframe in regards to slippage, commisions, noise in indicators.
Anyway, perhaps you can fine tune your entry with lower timeframe (ie, 1
minute). My idea is to look for very high prob trades ( return expectancy
>0) in a bunch of "range" and "trend" systems. They trade rarely. But if you
combine the best ones...looks good. <FONT face=Batang color=#0000ff
size=2>I finished a new system today, but i have to code it..... perhaps i would
ask for more help.
What kind of systems do u
develop.....trend , range or?? Any insights to share?
I used MS as my first soft, NOT good
as I thought. There is no flexibility and the language is very tough. Amibroker
is one of the best or the best. I never tried TS nor Ensign...have you?
Wealthlab very difficult...and I
think that's all there are no other well known soft.
Here;s what I was coding for
gaps.....does not work....but perhaps it can be "fixed" easily.
x1 = IIf(<FONT
color=#0000ff>GapUp(),1,<FONT
color=#0000ff>IIf(GapDown(),-<FONT
color=#ff00ff>1,0));
x2 = IIf(x1!=0,<FONT
color=#0000ff>Date(),0);
x3 = IIf(<FONT
color=#0000ff>TimeNum()=93000 AND
x1!=0,<FONT
color=#0000ff>Ref(High,-1),<FONT
color=#0000ff>IIf(x2=Date(),<FONT
color=#0000ff>Ref(x3,-1),<FONT
color=#ff00ff>0);
x4= IIf(TimeNum()=<FONT
color=#ff00ff>93000 AND x1!=0,<FONT
color=#0000ff>Ref(Low,-1),<FONT
color=#0000ff>IIf(x2=Date(),<FONT
color=#0000ff>Ref(x4,-1),<FONT
color=#ff00ff>0);
Thanks
Juan
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
walt
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, June 13, 2003 1:13 AM
Subject: RE: [amibroker] Gaps
Here
you are Juan;
<FONT face=Arial color=#0000ff
size=2>
This
will show blue when there is a gap and green when gap is
resolved...
It
will only work for intraday charts and you have to catch the last quote of the
previous day.
<FONT face=Arial color=#0000ff
size=2>
BTW;
Why did you pick 10 minute intervals?
<FONT face=Arial color=#0000ff
size=2>
<SPAN
class=156060904-13062003>
Walt
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#008000
size=2>//*********************************************<SPAN
class=156060904-13062003>
// for intraday
charts
//this assumes that the the last
quote is yesterday & the first quote is today
//lb_gapClo = <FONT
color=#008000>1 when gap has been
closed...
// Walt Schwarz
6/12/2003
// blue shows when there is a gap,
green when gap is resolved
ln_YestClose=0;<FONT
face="Courier New">
ln_TodayOpen=0;<FONT
face="Courier New">
Lb_test=0;<FONT
face="Courier New">
lb_dayChg=(DateNum() !=
Ref(DateNum(),-1)) & (0 != Ref(Close,-1) );<FONT
face="Courier New">
lb_hasGap = IIf(lb_dayChg
& GapUp(),1,IIf(lb_dayChg & GapDown(),-1,0));<FONT
face="Courier New">
<FONT face=Arial color=#0000ff
size=2>ln_YestClose=ValueWhen(lb_hasGap!=0,Ref(Close,-1));<FONT
face="Courier New">
<FONT face=Arial color=#0000ff
size=2>ln_TodayOpen=ValueWhen(lb_hasGap!=0,Close);<FONT
face="Courier New">
<FONT face=Arial color=#0000ff
size=2>ln_diff=ln_TodayOpen-ln_yestClose;
Lb_test=((ln_diff > 0
& Close<=ln_yestClose)|(ln_diff < 0 &
Close+.05>=ln_yestClose));
<FONT face=Arial color=#0000ff
size=2>Lb_test2=ValueWhen(ExRem(Lb_test,0),Lb_test);<FONT
face="Courier New">
<FONT face=Arial color=#0000ff
size=2>Lb_gapClo=IIf(IsEmpty(ValueWhen(ExRem(Lb_test2,0),Lb_test2)),0,1);
<FONT
face="Courier New">
Plot<FONT face=Arial
size=2>(Lb_gapClo,"Gap
Closed",colorGreen,styleHis<FONT
face="Courier New">togram);<FONT face="Courier New"
color=#0000ff>
Plot<FONT
size=2>(ln_todayOpen>0,<FONT
color=#ff00ff>"YC="+<FONT
color=#0000ff>WriteVal(ln_YestClose,<FONT
color=#ff00ff>8.2)+" TO="+<FONT
color=#0000ff>WriteVal(ln_TodayOpen),<FONT
color=#0000ff>IIf(lb_gapClo,colorGreen,colorBlue),styleHistogram<FONT
face="Courier New" size=1>);
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Tahoma
size=2>-----Original Message-----From: emarco
[mailto:emarco@xxxxxxxxxxxxxxx]Sent: Thursday, June 12, 2003 8:20
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] Gaps
thanks buddy!
Since have you been developing
systems?
What do u trade?
Regards
Juan
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=WSCHWARZ@xxxxxxxxxxxxx
href="">walt
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, June 12, 2003 9:14
PM
Subject: RE: [amibroker] Gaps
<FONT face=Arial color=#0000ff
size=2>I'm working on something...
<FONT face=Arial color=#0000ff
size=2>The gap should only be checked when the day changes from one day to
the next.
<FONT face=Arial color=#0000ff
size=2>I also want to keep track of an open gap so I'll keep you "in the
loop"...
<FONT face=Arial color=#0000ff
size=2>
<SPAN
class=968440600-13062003>
Walt
<FONT face=Tahoma
size=2>-----Original Message-----From: emarco
[mailto:emarco@xxxxxxxxxxxxxxx]Sent: Thursday, June 12, 2003
7:58 PMTo: <A
href="">amibroker@xxxxxxxxxxxxxxxSubject:
Re: [amibroker] Gaps
10 minute
can u help me?
thxs
jb
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=WSCHWARZ@xxxxxxxxxxxxx
href="">walt
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, June 12, 2003
8:19 PM
Subject: RE: [amibroker]
Gaps
<FONT face=Arial color=#0000ff
size=2>What time frame is your chart? 1 minute?
<FONT face=Tahoma
size=2>-----Original Message-----From: emarco
[mailto:emarco@xxxxxxxxxxxxxxx]Sent: Thursday, June 12,
2003 6:26 PMTo: <A
href="">amibroker@xxxxxxxxxxxxxxxSubject:
Re: [amibroker] Gaps
thnks!!
is there any way to keep the gap true
value until it closes the gap. If during the day is not close,
change to false gap value?
thnks again
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Bob
Jagow
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, June 12, 2003
7:09 PM
Subject: RE: [amibroker]
Gaps
<FONT face=Arial color=#0000ff
size=2>You have to assign IIF, Juan.
x = <FONT face="Courier New" color=#0000ff
size=2>IIf<FONT face="Courier New" color=#000000
size=2>(<FONT face="Courier New" color=#0000ff
size=2>GapUp<FONT face="Courier New" color=#000000
size=2>(),<FONT face="Courier New" color=#ff00ff
size=2>1<FONT face="Courier New" color=#000000
size=2>,<FONT face="Courier New" color=#0000ff
size=2>IIf<FONT face="Courier New" color=#000000
size=2>(<FONT face="Courier New" color=#0000ff
size=2>GapDown<FONT face="Courier New" color=#000000
size=2>(),-<FONT face="Courier New" color=#ff00ff
size=2>1<FONT face="Courier New" color=#000000
size=2>,<FONT face="Courier New" color=#ff00ff
size=2>0<FONT face="Courier New" color=#000000
size=2>));<FONT face="Courier New" color=#0000ff
size=2>
Plot<FONT face="Courier New" color=#000000
size=2>(x,<FONT face="Courier New" color=#ff00ff
size=2>"Gaps"<FONT face="Courier New" color=#000000
size=2>,1<FONT
face="Courier New" color=#000000 size=2>,<FONT
color=#ff00ff size=2>5<FONT face="Courier New"
color=#000000 size=2>);
<FONT
face=Tahoma size=2>-----Original Message-----From:
emarco [mailto:emarco@xxxxxxxxxxxxxxx]Sent: Thursday,
June 12, 2003 2:19 PMTo: <A
href="">amibroker@xxxxxxxxxxxxxxxSubject:
[amibroker] Gaps
hello,
1) I am trying to identify
gaps in my system. Why i can't plot
"x"?
IIf(<FONT
color=#0000ff>GapUp(),x=<FONT
color=#ff00ff>1,IIf(<FONT
color=#0000ff>GapDown(),x=-<FONT
color=#ff00ff>1,x=<FONT
color=#ff00ff>0));
Plot(x,<FONT
color=#ff00ff>"Gaps",1,<FONT
color=#ff00ff>3);
2) is there any way to:
a) identify only 4:10PM to
9:30 AM gaps.
b) keep the gap true
value until it closes the gap. If during the day is not
close, change to false gap value.
Thanks
JuanSend BUG
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Attachment:
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