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Yes Juan,
The blue will display all day to indicate there
was a gap since it shows weather the gap price was set; ln_todayOpen>0
The Lb_gapClo is the real indicator; gap open (=0) or gap resolved
(=1)
I was just showing colors so you could see conditions...
I'm working on an esoteric "curve-fit" system whereby I match
the rsi produced by a combination of sines to the RSI of the stock
and then trade on the sine, not the stock price. Some interesting
progress so far... Lots of loops though and not for the "faint of
computer power" :-)
I am finding 5 minutes is good BUT grouping five 1 minute bars gives
me more information than 1 bar every five minutes.
Walt
--- In amibroker@xxxxxxxxxxxxxxx, "emarco" <emarco@xxxx> wrote:
> 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. 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(GapUp(),1,IIf(GapDown(),-1,0));
>
> x2 = IIf(x1!=0,Date(),0);
>
> x3 = IIf(TimeNum()=93000 AND x1!=0,Ref(High,-1),IIf(x2=Date(),Ref
(x3,-1),0);
>
> x4= IIf(TimeNum()=93000 AND x1!=0,Ref(Low,-1),IIf(x2=Date(),Ref(x4,-
1),0);
>
>
> Thanks
>
> Juan
>
>
> ----- Original Message -----
> From: walt
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, June 13, 2003 1:13 AM
> Subject: RE: [amibroker] Gaps
>
>
> Here you are Juan;
>
> 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.
>
> BTW; Why did you pick 10 minute intervals?
>
> Walt
>
>
> //*********************************************
> // for intraday charts
> //this assumes that the the last quote is yesterday & the first
quote is today
> //lb_gapClo = 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;
> ln_TodayOpen=0;
> Lb_test=0;
> lb_dayChg=(DateNum() != Ref(DateNum(),-1)) & (0 != Ref(Close,-
1) );
> lb_hasGap = IIf(lb_dayChg & GapUp(),1,IIf(lb_dayChg & GapDown(),-
1,0));
> ln_YestClose=ValueWhen(lb_hasGap!=0,Ref(Close,-1));
> ln_TodayOpen=ValueWhen(lb_hasGap!=0,Close);
> ln_diff=ln_TodayOpen-ln_yestClose;
> Lb_test=((ln_diff > 0 & Close<=ln_yestClose)|(ln_diff < 0 &
Close+.05>=ln_yestClose));
> Lb_test2=ValueWhen(ExRem(Lb_test,0),Lb_test);
> Lb_gapClo=IIf(IsEmpty(ValueWhen(ExRem(Lb_test2,0),Lb_test2)),0,1);
>
> Plot(Lb_gapClo,"Gap Closed",colorGreen,styleHistogram);
> Plot(ln_todayOpen>0,"YC="+WriteVal(ln_YestClose,8.2)+"
TO="+WriteVal(ln_TodayOpen),IIf
(lb_gapClo,colorGreen,colorBlue),styleHistogram);
>
>
> -----Original Message-----
> From: emarco [mailto:emarco@x...]
> Sent: Thursday, June 12, 2003 8:20 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Gaps
>
>
> thanks buddy!
> Since have you been developing systems?
> What do u trade?
> Regards
>
> Juan
> ----- Original Message -----
> From: walt
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Thursday, June 12, 2003 9:14 PM
> Subject: RE: [amibroker] Gaps
>
>
> I'm working on something...
> The gap should only be checked when the day changes from one
day to the next.
> I also want to keep track of an open gap so I'll keep you "in
the loop"...
>
> Walt
> -----Original Message-----
> From: emarco [mailto:emarco@x...]
> Sent: Thursday, June 12, 2003 7:58 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Gaps
>
>
> 10 minute
> can u help me?
> thxs
>
> jb
> ----- Original Message -----
> From: walt
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Thursday, June 12, 2003 8:19 PM
> Subject: RE: [amibroker] Gaps
>
>
> What time frame is your chart? 1 minute?
> -----Original Message-----
> From: emarco [mailto:emarco@x...]
> Sent: Thursday, June 12, 2003 6:26 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: 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
>
> ----- Original Message -----
> From: Bob Jagow
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Thursday, June 12, 2003 7:09 PM
> Subject: RE: [amibroker] Gaps
>
>
> You have to assign IIF, Juan.
> x = IIf(GapUp(),1,IIf(GapDown(),-1,0));
>
> Plot(x,"Gaps",1,5);
>
> -----Original Message-----
> From: emarco [mailto:emarco@x...]
> Sent: Thursday, June 12, 2003 2:19 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Gaps
>
>
> hello,
>
> 1) I am trying to identify gaps in my
system. Why i can't plot "x"?
>
> IIf(GapUp(),x=1,IIf(GapDown(),x=-1,x=0));
>
> Plot(x,"Gaps",1,3);
>
>
>
> 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
>
>
>
> Juan
>
>
>
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