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Hello,
Whenever you have a formula that uses CLOSE price
you can always convert it to use spread by simply replacing
all occurences of C (Close) array identifier by spread variable as shown below:
spread = Foreign("CZ03", "C") - Foreign("CU03", "C" );
Plot( spread, "Spread", colorBlack );
upperstderrband = MA(LinearReg(spread,8) + 2* StdErr(LinearReg(spread,8),8),3);
lowerstderrband = MA(LinearReg(spread,8) - 2* StdErr(LinearReg(spread,8),8),3);
Plot( upperstderrband , "", colorBlue );
Plot( lowerstderrband , "", colorBlue );
Hope this helps.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "traderix2003" <d.adam@xxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, July 25, 2003 4:52 PM
Subject: [amibroker] Re: INDICATOR FOR EXIT
Thxs. I need the formula for spreads:
spread = Foreign("SMZ03", "C") - Foreign("SMU03", "C" );
Plot( spread, "Spread", colorBlack
Can you adapt it for a spread formula?....
Thxs a lot
Daniel
> upperstderrband = MA(LinearReg(C,8) + 2* StdErr(LinearReg
(C,8),8),3);
> lowerstderrband = MA(LinearReg(C,8) - 2* StdErr(LinearReg
(C,8),8),3);
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "traderix2003" <d.adam@xxxx>
wrote:
> > Hi Steve,
> >
> > thank you very much for your answer. Have you a AFL formula for
the
> > Standard Error Bands?
> > I could see it by a friend but he had Tradestation.
> >
> > Regards
> >
> > Daniel
> >
> > >
> > > Try exiting after price closes above or below the Standard
Error
> > Bands (8
> > > period linear regression; 2 standard errors, and a 3 period
> sma).
> > If price
> > > continues to move in your direction, hugging the linear
> regression
> > line, it
> > > keeps you in the trade. If price spikes in your direction,
> you're
> > out. If
> > > price moves against you, hopefully, you have a stop-strategy
in
> > place.
> > >
> > > Take care,
> > >
> > > Steve
> > > ----- Original Message -----
> > > From: "traderix2003" <d.adam@xxxx>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Friday, July 25, 2003 3:28 AM
> > > Subject: [amibroker] INDICATOR FOR EXIT
> > >
> > >
> > > I´m still loking for a good indicator only to EXIT my trades
> > > (commodities).I tried almost everything and retain those three:
> > > . R SQUARED + LINEAR REGRESSION SLOPE
> > > . STOCH RSI
> > > . TRIX
> > >
> > > Who has experience with those indicators?
> > > Perhaps has somebody a better idea?
> > >
> > > Welcome to all innovative ideas!
> > >
> > > Regards. Daniel
> > >
> > >
> > >
> > > 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/)
> > > --------------------------------------------
> > > Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > > Your use of Yahoo! Groups is subject to
> > http://docs.yahoo.com/info/terms/
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
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---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
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