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<SPAN
class=682091713-09072003>Anthony/Eugene,
You
may find the site www.pristine.com
to be of interest. They do a lot of work with patterns and would call this
a "Pristine Sell" setup. From their perspective you would Short during the setup
if the overall trend direction is falling. A buy would be 3-5 down days in an up
trend. FWIW I have found the setups to work far better if you follow the trend,
trying to buck that trend can be very challenging.....
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Anthony Faragasso
[mailto:ajf1111@xxxxxxxx]Sent: Wednesday, July 09, 2003 7:58
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Re: Calculating Stats
Eugene and Dom
I have attached an image showing the
pattern...
DOM: ( yes...I have your formula completed...except
I am stuck with returning 2 values..min and max values....).
Try this:
load into AA....n last quotations and n=1...click
explore.
// setup P<FONT
color=#ff0000 size=2>attern
pat=Ref(C,-<FONT
color=#ff00ff face="Courier New" size=2>5<FONT
size=2>)>Ref<FONT
size=2>(C,-<FONT color=#ff00ff face="Courier New"
size=2>4)AND <FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
face="Courier New" size=2>3)<<FONT
color=#0000ff size=2>Ref(C,-<FONT color=#ff00ff
face="Courier New" size=2>4) AND <FONT
color=#0000ff size=2>Ref(C,-<FONT color=#ff00ff
face="Courier New" size=2>2)><FONT
color=#0000ff size=2>Ref(C,-<FONT color=#ff00ff
face="Courier New" size=2>3) AND <FONT
color=#0000ff size=2>Ref(C,-<FONT color=#ff00ff
size=2>1)><FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>2) AND C ><FONT face="Courier New"
size=2> Ref<FONT
size=2>(C,-1<FONT
size=2>);
<FONT
size=2>/*********************************************************/<FONT
color=#ff0000 size=2>
// # of patterns
pat1=Cum<FONT
size=2>(pat);
//# of bars
bars=Cum<FONT
size=2>(1<FONT
size=2>);
//% Pattern
Cond1=(Cum<FONT
size=2>(pat)/Cum<FONT
size=2>(1<FONT
size=2>))*100<FONT
size=2>;
/************************************/<FONT color=#ff0000
face="Courier New" size=2>
//# Wins
// 1 day up after
pattern
Day1up=Cum<FONT
size=2>(Ref<FONT
size=2>(pat,-1) AND
C> Ref<FONT
size=2>(C,-1<FONT
size=2>));
// 2 days up after pattern
Day2up=Cum<FONT
size=2>(Ref<FONT
size=2>(pat,-2) AND
Ref(C,-<FONT
color=#ff00ff size=2>1)><FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>2) AND C> <FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>1));//2 days
up
// 3 days up after pattern
Day3up=Cum<FONT
size=2>(Ref<FONT
size=2>(pat,-3) AND
Ref(C,-<FONT
color=#ff00ff size=2>2)><FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>3) AND <FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>1)> <FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>2)AND C > <FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>1));//3 days
up
// 4 days up after pattern
Day4up=Cum<FONT
size=2>(Ref<FONT
size=2>(pat,-4) AND
Ref(C,-<FONT
color=#ff00ff size=2>3)><FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>4) AND <FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>2)> <FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>3)AND <FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>1) > <FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>2)AND C > <FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>1));//4 days
up
// % wins
Day1upPercent=(<FONT color=#0000ff
size=2>Cum(Ref<FONT
size=2>(pat,-1) AND
C > Ref<FONT
size=2>(C,-1<FONT
size=2>))/Cum<FONT
size=2>(pat))*100<FONT
size=2>;
Day2upPercent=(<FONT color=#0000ff
size=2>Cum(Ref<FONT
size=2>(pat,-2) AND
Ref(C,-<FONT
color=#ff00ff size=2>1)><FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>2) AND C> <FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>1))/<FONT color=#0000ff
size=2>Cum(pat))*<FONT color=#ff00ff
size=2>100;<FONT
size=2>
Day3upPercent=(Cum<FONT
size=2>(Ref<FONT
size=2>(pat,-3) AND
Ref(C,-<FONT
color=#ff00ff size=2>2)><FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>3) AND <FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>1)> <FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>2)AND C > <FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>1))<FONT face="Courier New"
size=2>/Cum<FONT
size=2>(pat))*100<FONT
size=2>;
Day4upPercent=(Cum<FONT
size=2>(Ref<FONT
size=2>(pat,-4) AND
Ref(C,-<FONT
color=#ff00ff size=2>3)><FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>4) AND <FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>2)> <FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>3)AND <FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>1) > <FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>2)AND C > <FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>1))<FONT face="Courier New"
size=2>/Cum<FONT
size=2>(pat))*100<FONT
size=2>;
Filter=1<FONT
size=2>;
AddColumn(pat1,<FONT color=#ff00ff
size=2>"#Pat",<FONT color=#ff00ff
size=2>1);
AddColumn(bars,<FONT color=#ff00ff
size=2>"#Bars",<FONT color=#ff00ff
size=2>1);
AddColumn(Cond1,<FONT color=#ff00ff
size=2>"%Pat",<FONT color=#ff00ff
size=2>1.2);
AddColumn(Day1up,<FONT color=#ff00ff
size=2>"#1up<FONT
color=#ff00ff size=2>",<FONT color=#ff00ff
size=2>1);
AddColumn(Day1upPercent,<FONT color=#ff00ff
size=2>"%<FONT color=#ff00ff face="Courier New"
size=2>1up",<FONT color=#ff00ff
size=2>1.2);
AddColumn(Day2up,<FONT color=#ff00ff
size=2>"#2up<FONT
color=#ff00ff size=2>",<FONT color=#ff00ff
size=2>1);
AddColumn(Day2upPercent,<FONT color=#ff00ff
size=2>"%2up<FONT
color=#ff00ff size=2>",<FONT color=#ff00ff
size=2>1.2);
AddColumn(Day3up,<FONT color=#ff00ff
size=2>"#3up<FONT
color=#ff00ff size=2>",<FONT color=#ff00ff
size=2>1);<FONT color=#0000ff
face="Courier New" size=2>
AddColumn(<FONT
size=2>Day3<FONT
size=2>upPercent,"%<FONT
color=#ff00ff face="Courier New" size=2>3<FONT color=#ff00ff
size=2>up",<FONT color=#ff00ff
size=2>1.2);
AddColumn(Day4up,<FONT color=#ff00ff
size=2>"#4up<FONT
color=#ff00ff size=2>",<FONT color=#ff00ff
size=2>1);<FONT color=#0000ff
face="Courier New" size=2>
AddColumn<FONT face="Courier New"
size=2>(Day4upPercent,<FONT color=#ff00ff face="Courier New"
size=2>"%4up",<FONT
color=#ff00ff face="Courier New" size=2>1.2<FONT face="Courier New"
size=2>);<FONT color=#000000 face=Arial
size=2>
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
dom1_1998
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, July 08, 2003 9:08
AM
Subject: [amibroker] Re: Calculating
Stats
I'm going to take a WAG at saying this. But I think
Eugene may wantto know, at least I do, what's the performance if held 1
day after thecondition, 2 days after, 3 days after etc etc up to the 5th
day aftersaid cond.Dominick
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