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Hello,
I'd like to have two different layouts. Both would have two charts. The Stocks layout would have candlestick bars, and the other layout would be mutual fund with line charts.
My questions
1. When I convert the stocks layout to candlestick charts and save it, I go to the mutual fund layout and the charts there have automatically converted to candlestick from line. I then convert the mutual fund charts to line and save, then go to the stocks layout and those charts are now line! Is there a way to keep the chart formatting separate from one layout to another? I've tried templates with no success.
2. Is there a way to link symbols of different charts in one layout?
Thanks in advance,
GaryDimitris Tsokakis <TSOKAKIS@xxxxxxxxx> wrote:
For the MA(C,20) MA(C,30) cross we have had for the N100, from Jan2000 till now
Total MAcross predictions 3538False predictions 2.26%
For the respective MAs of StochD() the results were even better
Total MAcross predictions 5008False predictions 0.80%
Not bad at all !!
Dimitris Tsokakis
----- Original Message -----
From: Dimitris Tsokakis
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, July 22, 2003 10:06 AM
Subject: Fw: Predictions [the Composites]
We may have another verification that the MAcross Prediction works:
Let us see the whole N100 market and create 4 composite tickers
"~DescPR", the population of the stocks with a Descending MAcross Prediction [black]
"~Dcr", the population of the stocks with a confirmed Descending MAcross [red]
"~AcrPR", the population of the stocks with an Ascending MAcross Prediction [light blue]
"~Acr", the population of the stocks with an confirmed Ascending MAcross [blue]
The anticipating character of the Prediction curves is obvious in the attached gif, qualitatively and quantitatively.
Dimitris Tsokakis
----- Original Message -----
From: Dimitris Tsokakis
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, July 20, 2003 1:25 PM
Subject: Predictions [the maths]
APPENDIX I [the mathematical proof of the basic tClose relation]
The main principle of this predictions series is the
tClose=(p*(k-1)*MA(C,k-1)-k*(p-1)*MA(C,p-1))/(k-p);
for tomorrows Close necessary for an MAk, MAp touch.For those interested, here is the mathematical proof:
LetMAk=MA(C,k)and MAp=MA(C,p)For tomorrow, the respective values for C, MAk and MAp will be calledtC, tMAk and tMApApplying the definition of moving average for tMAk and tMAp, we shall havetMAk=(tC+C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(k-2))/ktMAp=(tC+C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(p-2))/pIf tMAk=tMAp, then(tC+C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(k-2))/k=(tC+C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(p-2))/p, orp*(tC+C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(k-2))=k*(tC+C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(p-2)), orp*tC+p*(C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(k-2))=k*tC+k*(C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(p-2))Let k>p. Thenp*(C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(k-2))-k*(C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(p-2))=(k-p)*tC [relation R0]SinceMA(k-1)=(C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(k-2))/(k-1) [relationA0]and MA(p-1)=(C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(p-2))/(p-1) [relation
B0]or(k-1)*MA(k-1)=C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(k-2) [relationA1]and(p-1)*MA(p-1)=C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(p-2) [relation B1]Substituting relA1 and relB1 into relR0 we havep*(k-1)*MA(k-1)-k*(p-1)*MA(p-1)=(k-p)*tC or, in AFL termsp*(k-1)*MA(C,k-1)-k*MA(C,p-1)=(k-p)*tC or, finally
tC=(p*(k-1)*MA(C,k-1)-k*MA(C,p-1))/(k-p), for k>p
Dimitris Tsokakis
PART II : PREDICTIONS FOR THE CROSS OF TWO INDICATOR MOVING AVERAGES
The same principle may be used to predict a cross of two MAs of an indicator.
Example : The StochD() indicator and its MAk=MA(StochD(),k) and MAp=MA(StochD(),p).
We just need to replace C by StochD() in the original Prediction formula.
The results are impressive, false predictions are rare.
The majority of Accurate predictions are confirmed the very next bar, the Acc2Desc and Acc2Asc,
ie predictions verified two bars later is totally removed from the N100 study and, actually, are included
here just for the comparison [both columns are zero for ALL N100 stocks, for the last 43 months...]
After this extended test, we may say that the cross of two StochD() MAs is successfully predicted.
Use the following exploration [n=1 last quotations] for the absolute # of crosses
// Prediction of MAcross of StochD()C1=StochD();p=20;MAp=MA(C1,p);k=30;MAk=MA(C1,k);y=p*MA(C1,p)-(p-1)*Ref(MA(C1,p-1),-1);tC1=(p*(k-1)*MA(C1,k-1)-k*(p-1)*MA(C1,p-1))/(k-p);DescCrossPrediction=Cross(tC1,C1);AscCrossPrediction=Cross(C1,tC1);ConfirmedDesc=Cross(MAk,MAp);ConfirmedAsc=Cross(MAp,MAk);DescTotalPredictions=Cum(DescCrossPrediction);Accurate0DescPredictions=Cum(ConfirmedDesc AND Ref(DescCrossPrediction,-1));Accurate1DescPredictions=Cum(ConfirmedDesc AND Ref(DescCrossPrediction,-2));Accurate2DescPredictions=Cum(ConfirmedDesc AND Ref(DescCrossPrediction,-3));UselessDescPredictions=Cum(ConfirmedDesc AND DescCrossPrediction);AscTotalPredictions=Cum(AscCrossPrediction);Accurate0AscPredictions=Cum(ConfirmedAsc AND Ref(AscCrossPrediction,-1));Accurate1AscPredictions=Cum(ConfirmedAsc AND Ref(AscCrossPrediction,-2));Accurate2AscPredictions=Cum(ConfirmedAsc AND
Ref(AscCrossPrediction,-3));UselessAscPredictions=Cum(ConfirmedAsc AND AscCrossPrediction);Filter=1;AddColumn(Accurate0DescPredictions,"Acc0 Desc",1.0);AddColumn(Accurate1DescPredictions,"Acc1 Desc",1.0);AddColumn(Accurate2DescPredictions,"Acc2 Desc",1.0);AddColumn(UselessDescPredictions,"Useless Desc",1.0);AddColumn(DescTotalPredictions-Column0-Column1-Column2-Column3,"False Desc",1.0);AddColumn(Accurate0AscPredictions,"Acc0 Asc",1.0);AddColumn(Accurate1AscPredictions,"Acc1 Asc",1.0);AddColumn(Accurate2AscPredictions,"Acc2 Asc",1.0);AddColumn(UselessAscPredictions,"Useless Asc",1.0);AddColumn(AscTotalPredictions-Column5-Column6-Column7-Column8,"False Asc",1.0);
[see some results in the upper gif]
and the following exploration for the % success
// % Prediction of MAcross of StochD()C1=StochD();p=20;MAp=MA(C1,p);k=30;MAk=MA(C1,k);y=p*MA(C1,p)-(p-1)*Ref(MA(C1,p-1),-1);tC1=(p*(k-1)*MA(C1,k-1)-k*(p-1)*MA(C1,p-1))/(k-p);DescCrossPrediction=Cross(tC1,C1);AscCrossPrediction=Cross(C1,tC1);ConfirmedDesc=Cross(MAk,MAp);ConfirmedAsc=Cross(MAp,MAk);DescTotalPredictions=Cum(DescCrossPrediction);Accurate0DescPredictions=Cum(ConfirmedDesc AND Ref(DescCrossPrediction,-1));Accurate1DescPredictions=Cum(ConfirmedDesc AND Ref(DescCrossPrediction,-2));Accurate2DescPredictions=Cum(ConfirmedDesc AND Ref(DescCrossPrediction,-3));UselessDescPredictions=Cum(ConfirmedDesc AND DescCrossPrediction);AscTotalPredictions=Cum(AscCrossPrediction);Accurate0AscPredictions=Cum(ConfirmedAsc AND Ref(AscCrossPrediction,-1));Accurate1AscPredictions=Cum(ConfirmedAsc AND Ref(AscCrossPrediction,-2));Accurate2AscPredictions=Cum(ConfirmedAsc AND
Ref(AscCrossPrediction,-3));UselessAscPredictions=Cum(ConfirmedAsc AND AscCrossPrediction);Filter=1;AddColumn(100*Accurate0DescPredictions/DescTotalPredictions,"Acc0 Desc %",1.0);AddColumn(100*Accurate1DescPredictions/DescTotalPredictions,"Acc1 Desc %",1.0);AddColumn(100*Accurate2DescPredictions/DescTotalPredictions,"Acc2 Desc %",1.0);AddColumn(100*UselessDescPredictions/DescTotalPredictions,"Useless Desc %",1.0);AddColumn(100-Column0-Column1-Column2-Column3,"False Desc %",1.0);AddColumn(100*Accurate0AscPredictions/AscTotalPredictions,"Acc0 Asc %",1.0);AddColumn(100*Accurate1AscPredictions/AscTotalPredictions,"Acc1 Asc %",1.0);AddColumn(100*Accurate2AscPredictions/AscTotalPredictions,"Acc2 Asc %",1.0);AddColumn(100*UselessAscPredictions/AscTotalPredictions,"Useless Asc %",1.0);AddColumn(100-Column5-Column6-Column7-Column8,"False Asc %",1.0);
[the respective results in the lower gif]
Dimitris Tsokakis
PART I : PREDICTIONS FOR THE CROSS OF TWO MOVING AVERAGES
To make the probable cross window more narrow, let us forget the unexpected +50% or -50% daily return.
Each stock has a history, including gapups and gapdowns.
The new hypothesis is that the stock will not double its historical highest ROC(C,1).
For the Upper [Lower] limit we have
UR=2*Highest(ROC(C,1));LR=2*Lowest(ROC(C,1));
and the respective coefficients will beUcoeff=1+UR/100;Lcoeff=1+LR/100;
and the more realistic condition will beFilter=tClose<Lcoeff*C OR tClose>Ucoeff*C;
You will see now very few bars to expect an MAcross [the black candles in the att. gif]
The updated Title helps for info through the interpretation window.[it is also an extended use of Boolean operators]
// Probable MAcross bars
p=20;MAp=MA(C,p);k=30;MAk=MA(C,k);y=p*MA(C,p)-(p-1)*Ref(MA(C,p-1),-1);tClose=(p*(k-1)*MA(C,k-1)-k*(p-1)*MA(C,p-1))/(k-p);DescCrossPrediction=Cross(tClose,C);AscCrossPrediction=Cross(C,tClose);ExpectMAcross=DescCrossPrediction OR AscCrossPrediction;Confirmed=Cross(MAk,MAp) OR Cross(MAp,MAk);UR=2*Highest(ROC(C,1));LR=2*Lowest(ROC(C,1));Ucoeff=1+UR/100;Lcoeff=1+LR/100;Filter=tClose<Lcoeff*C OR tClose>Ucoeff*C;AddColumn(MAp,"MAp");AddColumn(MAk,"MAk");Plot(C,"",7*Filter+1,64);Plot(MAp,"",4,1);Plot(MAk,"",5,1);bars=BarsSince(Cross(MAp,MAk) OR Cross(MAk,MAp));expect=NOT(Filter);Title=Name()+" , "+WriteIf(expect AND NOT(expectMAcross) AND NOT(Confirmed) AND bars>3 AND tClose<C,"EXPECT a bearish MAcross SOON","")+WriteIf(expect AND NOT(expectMAcross) AND NOT(Confirmed) AND bars>3 AND tClose>C,"EXPECT a bullish MAcross
SOON","")+WriteIf(DescCrossPrediction,"EXPECT a bearish MAcross TOMORROW","")+WriteIf(AscCrossPrediction,"EXPECT a bullish MAcross TOMORROW","")+WriteIf(Confirmed,"MAcross","");In many cases now, there is one "EXPECT SOON" and one "EXPECT TOMORROW".
Dimitris Tsokakis
---- Original Message -----
From: Dimitris Tsokakis
To: amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, July 17, 2003 2:35 PM
Subject: Fw: Predictions I
Let us see now the more realististic approach:
Hypothesis : We do not expect for tomorrow a daily return greater than +50% OR less than -50% .
Then you will find out very few days to expect the MAcrossover.
Some times we see two or three premature signals before the main one.
This observation helps to speculate in advance the upcoming MAcross and find best intraday prices for your movement.
We may have 3 types of signals
*EXPECT an MAcross SOON
*EXPECT an MAcross TOMORROW
*an MAcross confirmation
to check the value of the method.
Use for your ind. builder [interpretation window] the code
// MA cross Expectationp=20;MAp=MA(C,p);k=30;MAk=MA(C,k);y=p*MA(C,p)-(p-1)*Ref(MA(C,p-1),-1);tClose=(p*(k-1)*MA(C,k-1)-k*(p-1)*MA(C,p-1))/(k-p);DescCrossPrediction=Cross(tClose,C);AscCrossPrediction=Cross(C,tClose);ExpectMAcross=DescCrossPrediction OR AscCrossPrediction;Filter=tClose<0.5*C OR tClose>1.5*C;AddColumn(MAp,"MAp");AddColumn(MAk,"MAk");Plot(C,"",7*Filter+1,64);Plot(MAp,"",4,1);Plot(MAk,"",5,1);bars=BarsSince(Cross(MAp,MAk) OR Cross(MAk,MAp));expect=NOT(Filter) AND NOT(ExpectMAcross);Title=Name()+" , "+WriteIf(expect AND bars>=2,"EXPECT an MAcross SOON","")+WriteIf(ExpectMAcross,"EXPECT an MAcross TOMORROW","");
to read the respective signals.
In the att. gif, all the olive candles are far from any probable MAcross, the big black candle gives
the premature expectation signal and the very next bar predicts [successfully] that an MAcross will occur tomorrow.
Dimitris Tsokakis
----- Original Message -----
From: Dimitris Tsokakis
To: amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, July 17, 2003 11:17 AM
Subject: Fw: Predictions I
The conditions DescCrossPrediction or AscCrossPrediction give a quite reliable warning for an upcoming MA cross, bullish or bearish.
There are some periods when this cross is IMPOSSIBLE and may be accurately idendified.
This tClose is the virtual next bar Close which will fulfill the condition MA(C,p)=MA(C;k).
The argument is quite simple:
If tClose is negative, then it is IMPOSSIBLE to see an MAcross tomorrow.
[Of course there are many other cases we may exclude, for example tClose=0.1*C, since we do not expect a -90% daily return for CSCO !!!
but, in this formula we just want to investigate the theoretical IMPOSSIBLE]
For your indicator builder [or AA] use the
// Impossible MA cross Prediction p=20;MAp=MA(C,p);k=30;MAk=MA(C,k);y=p*MA(C,p)-(p-1)*Ref(MA(C,p-1),-1);tClose=(p*(k-1)*MA(C,k-1)-k*(p-1)*MA(C,p-1))/(k-p);Filter=tClose<0;AddColumn(MAp,"MAp");AddColumn(MAk,"MAk");Plot(C,"",6*Filter+1,64);Plot(MAp,"",4,1);Plot(MAk,"",5,1);
In AA explore the database for the n=1 last quotations to see all these stocks you do not expect an MA cross, bullish or bearish.
Any MAcross technique should be applied to the rest...
For July16 there were 18 N100 stocks indifferent for an MAcross.
Dimitris Tsokakis
----- Original Message -----
From: Dimitris Tsokakis
To: amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, July 16, 2003 11:04 AM
Subject: Fw: Predictions I
The condition
DescCrossPrediction=Cross(tClose,C);
predicts that a Descending MA cross will occur tomorrow.
It will be named
Accurate0DescPredictions, if it is confirmed tomorrow
Accurate1DescPredictions, if it is confirmed 1 day later
Accurate2DescPredictions, if it is confirmed 2 days later
UselessDescPredictions, if it is simultaneous with the prediction
False, if it does not belong in one above category.
[Last bar predictions are also considered as false, although the majority will be confirmed tomorrow...]
Similar terminology is used for the Ascending crosses.
The N100 results from Jan2000 till now are enthusiastic and, in practical terms, we may say that we can have a safe prediction
for the [unknown] next bar MA cross.
Explore your database for the n=1 last quotations with
// MA cross Prediction Statistics, by Dimitris Tsokakis, July 2003
p=20;MAp=MA(C,p);
k=30;MAk=MA(C,k);
y=p*MA(C,p)-(p-1)*Ref(MA(C,p-1),-1);
tClose=(p*(k-1)*MA(C,k-1)-k*(p-1)*MA(C,p-1))/(k-p);
DescCrossPrediction=Cross(tClose,C);
AscCrossPrediction=Cross(C,tClose);
ConfirmedDesc=Cross(MAk,MAp);
ConfirmedAsc=Cross(MAp,MAk);
DescTotalPredictions=Cum(DescCrossPrediction);
Accurate0DescPredictions=Cum(ConfirmedDesc AND Ref(DescCrossPrediction,-1));
Accurate1DescPredictions=Cum(ConfirmedDesc AND Ref(DescCrossPrediction,-2));
Accurate2DescPredictions=Cum(ConfirmedDesc AND Ref(DescCrossPrediction,-3));
UselessDescPredictions=Cum(ConfirmedDesc AND DescCrossPrediction);
AscTotalPredictions=Cum(AscCrossPrediction);
Accurate0AscPredictions=Cum(ConfirmedAsc AND Ref(AscCrossPrediction,-1));
Accurate1AscPredictions=Cum(ConfirmedAsc AND Ref(AscCrossPrediction,-2));
Accurate2AscPredictions=Cum(ConfirmedAsc AND Ref(AscCrossPrediction,-3));
UselessAscPredictions=Cum(ConfirmedAsc AND AscCrossPrediction);
Filter=1;
AddColumn(100*Accurate0DescPredictions/DescTotalPredictions,"Acc0 Desc %",1.0);
AddColumn(100*Accurate1DescPredictions/DescTotalPredictions,"Acc1 Desc %",1.0);
AddColumn(100*Accurate2DescPredictions/DescTotalPredictions,"Acc2 Desc %",1.0);
AddColumn(100*UselessDescPredictions/DescTotalPredictions,"Useless Desc %",1.0);
AddColumn(100-Column0-Column1-Column2-Column3,"False Desc %",1.0);
AddColumn(100*Accurate0AscPredictions/AscTotalPredictions,"Acc0 Asc %",1.0);
AddColumn(100*Accurate1AscPredictions/AscTotalPredictions,"Acc1 Asc %",1.0);
AddColumn(100*Accurate2AscPredictions/AscTotalPredictions,"Acc2 Asc %",1.0);
AddColumn(100*UselessAscPredictions/AscTotalPredictions,"Useless Asc %",1.0);
AddColumn(100-Column5-Column6-Column7-Column8,"False Asc %",1.0);
----- Original Message -----
From: Dimitris Tsokakis
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, July 15, 2003 5:35 PM
Subject: Predictions I
We may calculate the next bar Close necessary for a MA(C,p) to cross another MA(C,k).
I will overcome this procedure and I will try just to predict if a cross will occur tomorrow.
For your AA window explore for the n=1 last quotations with
// Prediction for a cross of two moving averages
p=20;MAp=MA(C,p);Plot(MAp,"",1,8);k=30;MAk=MA(C,k);Plot(MAk,"",2,8);y=p*MA(C,p)-(p-1)*Ref(MA(C,p-1),-1);//Plot(Ref(C,0),"",7,8);tClose=(p*(k-1)*MA(C,k-1)-k*(p-1)*MA(C,p-1))/(k-p);DescCrossPrediction=Cross(tClose,C);AscCrossPrediction=Cross(C,tClose);ConfirmedDesc=Cross(MAk,MAp);ConfirmedAsc=Cross(MAp,MAk);Title=Name()+WriteIf(ConfirmedDesc,", Confirmed descending MAcross","")+WriteIf(DescCrossPrediction,", A descending MAcross will occur tomorrow","")+WriteIf(ConfirmedAsc,", Confirmed ascending MAcross","")+WriteIf(AscCrossPrediction,", An ascending MAcross will occur tomorrow","");Filter=1;AddColumn(Cum(DescCrossPrediction),"Predicted DescCrosses",1.0);AddColumn(Cum(ConfirmedDesc),"Confirmed DescCrosses",1.0);AddColumn(100*Cum(DescCrossPrediction)/Cum(ConfirmedDesc),"Desc %");AddColumn(Cum(AscCrossPrediction),"Predicted AscCrosses",1.0);AddColumn(Cum(ConfirmedAsc),"Confirmed
AscCrosses",1.0);AddColumn(100*Cum(AscCrossPrediction)/Cum(ConfirmedAsc),"Asc %",1.0);
to see the commulative predicted/actual cross relation.
Replace the Filter=1; line with the
Filter=AscCrossPrediction OR DescCrossPrediction;
to see the predictions for tomorrow, or with the
Filter=Ref(AscCrossPrediction OR DescCrossPrediction,-1);
to see the confirmed crosses
The commulative view for my favorites selection is in the attached gif.
A detailed analysis will follow.
Use the same formula in Indicator Builder or Interpretation window.
Dimitris Tsokakis
[to be continued]
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