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Almost
right... But it should be:
<FONT face=Arial color=#0000ff
size=2>
<SPAN
class=328523000-14062003>
stop=iif(Lb_gapInPlay==1,
applystop,0)
<FONT
face="Courier New">
(use
two equal signs)This will
assign the value of "applystop" to stop when the gap
is there
BUT if there is no gap today or the gap is completed, "stop" will be
0...
<FONT face=Tahoma
size=2>-----Original Message-----From: emarco
[mailto:emarco@xxxxxxxxxxxxxxx]Sent: Friday, June 13, 2003 8:27
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Re: Gaps
(Fixed)Walt,
How do I use the Lb_gapInPlay variable in a true/ false condition inmy
system?stop=iif(Lb_gapInPlay=1, applystop,0)can u help
me?thxsJuan----- Original Message ----- From:
"hairy_mug" <WSCHWARZ@xxxxxxxxxxxxx>To:
<amibroker@xxxxxxxxxxxxxxx>Sent: Friday, June 13, 2003 12:34
PMSubject: [amibroker] Re: Gaps (Fixed)>
Juan,>> Here is a better version...> Tested it somewhat
but I don't have the data to do a full check...> Try it and let me
know...>>
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> // Lb_gapInPlay = 1 when
gap is not resolved> // Lb_gapInPlay = 0 when No gap or gap has been
resolved>>> ln_YestClose=0;>
ln_TodayOpen=0;> Lb_test=0;> Ldt_dates=DateNum();>
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_gapDate=ValueWhen(lb_hasGap!=0,DateNum());>>
ln_diff=ln_TodayOpen-ln_yestClose;> Lb_test=((ln_diff > 0 &
Close<=ln_yestClose)|(ln_diff < 0 &>
Close>=ln_yestClose));> Lb_test2=Cross(Lb_test,0) ;>
Lb_gapInPlay=IIf(IsEmpty(ValueWhen(Lb_test2!=Lb_test,Lb_test2)),1,0)&>
Ldt_dates==ln_gapDate;>> //Lb_gapInPlay = 1 when gap is not
resolved>> Plot(0,"Gap Closed",colorRed,styleLine);>
Plot(Lb_gapInPlay,"YC="+WriteVal(ln_YestClose,8.2)+" TO="+WriteVal>
(ln_TodayOpen)+" Gap Date="+WriteVal>
(ln_gapDate,8.0,False),colorBlue,styleHistogram);>>> ---
In amibroker@xxxxxxxxxxxxxxx, "hairy_mug" <WSCHWARZ@xxxx> wrote:>
> 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@xxxx]> > > 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@xxxx]> >
> 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@xxxx]> >
>
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@xxxx]> >
>
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> > >> > >> > >> >
>
Send BUG REPORTS to bugs@xxxx> >
>
Send SUGGESTIONS to suggest@xxxx> >
>
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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