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Tony,
I just discovered that and was about to post it. Where were you
earlier? :)
-ace
Here's some code that works:
// Trendline trading study
//-------------------------
// This system uses up to 20 trendlines. 10 Uptrend lines and
// 10 downtrend lines. The buy condition is a breakout above
// a downtrend labelled "Dn" and the sell condition is a breakdown
// below an uptrend line labelled "Un". Where n is an integer from
// 0 to 9.
//-------------------------
// The trendlines must be manually labelled "U0" thru "U9"
// and "D0" thru "D9"
//-------------------------
b=Close*0;
s=Close*0;
Buy=0;
for( i = 0; i < 9; i++ )
{
id="U"+i;
LinUp=Study(id,1);
id="D"+i;
LinDn=Study(id,1);
// Make Buy & Sell equal the sum of all the trades from
// the individual TL signals
b = Cross( Close, LinDn) OR b;
s = Cross( LinUp, Close) OR s;
}
Buy=b;
Sell=s;
Short=0;
Cover=0;
--- In amibroker@xxxxxxxxxxxxxxx, "aew_o" <awenos@xxxx> wrote:
> Hi Bill,
> This might be an answer.
>
> Try replacing the + in your buy statements with an OR or
> perhaps an AND. It depends on what you are looking for.
>
> Regards,
>
> Tony
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "acesheet" <acesheet@xxxx> wrote:
> > Tomasz (or anybody),
> >
> > Now I'm really confused. I can get AFL to recognize either of
these
> > trend line break signals alone, when the other is not involved,
but
> > when I put them together, only one of them registers.
> >
> > This works by itself:
> >
> > Buy=Cross(C,Study("D1",1));
> > Sell=Cross(Study("U1",1),C);
> >
> > And this works by itself:
> >
> > Buy=Cross(C,Study("D2",1));
> > Sell=Cross(Study("U2",1),C);
> >
> > But this doesn't work.
> >
> > Buy=Cross(C,Study("D1",1))+Cross(C,Study("D2",1));
> > Sell=Cross(Study("U1",1),C)+Cross(Study("U2",1),C);
> >
> > Am I doing something wrong? It seems like you can never use one
set
> > of trendlines, ever.
> >
> > Help?
> >
> > -ace
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "acesheet" <acesheet@xxxx>
wrote:
> > > I messed up the loop code it should be set to i<4 for this
case.
> > >
> > > One thing I've noticed while experimenting with this code is
that
> > > the "Buy" and "Sell" variables will only store the buy and
sell
> > > values for the last iteration of 'i' in my loop.
> > >
> > >
> > > //-------------------------------------------
> > > //---------------Start Code------------------
> > > //-------------------------------------------
> > > // Trendline trading study
> > > //-------------------------
> > > // Initialize Buy & Sell
> > > Buy=0;
> > > Sell=0;
> > > for( i = 1; i < 4; i++ )
> > > {
> > > LinUp=Study("U"+i,1045);
> > > LinDn=Study("D"+i,1045);
> > > // Make Buy & Sell equal the sum of all the trades from
> > > // the individual TL signals
> > > Buy = Cross( Close, LinDn) + Buy;
> > > Sell = Cross( LinUp, Close) + Sell;
> > > }
> > >
> > > Short=0;
> > > Cover=0;
> > > //-------------------------------------------
> > > //-----------------End Code------------------
> > > //-------------------------------------------
> > >
> > > This code also only uses the first set of trendlines that I
drew.
> > > Can anyone help me get this to work on several trendlines?
> > >
> > > Its my intention to get it to work so that I can use
trendlines
> to
> > > extract certain data using the Explore routine.
> > >
> > > -ace
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "acesheet" <acesheet@xxxx>
> wrote:
> > > > Thanks Tomasz.
> > > >
> > > > My goal is to use multiple lines for explorations and
> > backtesting
> > > so
> > > > let me run this code by you. Maybe there is something very
> > simple
> > > > that I'm doing wrong. I have a chart on which I've placed
three
> > > sets
> > > > of up and down trendlines that I manually
> > > > labelled "U1", "U2", "U3", "D1", "D2", and "D3". I'm trying
to
> > > write
> > > > a simple trendline break system that uses all three lines.
I'd
> > > like
> > > > to use as many as 9 different lines, but let's start here.
> > > >
> > > > Here's the AFL code that I programmed:
> > > >
> > > > //-------------------------------------------
> > > > //---------------Start Code------------------
> > > > //-------------------------------------------
> > > > // Trendline trading study
> > > > //-------------------------
> > > > // Initialize Buy & Sell
> > > > Buy=0;
> > > > Sell=0;
> > > > for( i = 1; i < 2; i++ )
> > > > {
> > > > LinUp=Study("U"+i,1045);
> > > > LinDn=Study("D"+i,1045);
> > > > // Make Buy & Sell equal the sum of all the trades from
> > > > // the individual TL signals
> > > > Buy = Cross( Close, LinDn) + Buy;
> > > > Sell = Cross( LinUp, Close) + Sell;
> > > > }
> > > >
> > > > Short=0;
> > > > Cover=0;
> > > > //-------------------------------------------
> > > > //-----------------End Code------------------
> > > > //-------------------------------------------
> > > >
> > > > This code also only uses the first set of trendlines that I
> > drew.
> > > > Can anyone help me get this to work on several trendlines?
> > > >
> > > > Its my intention to get it to work so that I can use
trendlines
> > to
> > > > extract certain data using the Explore routine.
> > > >
> > > > -ace
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> > > <amibroker@xxxx>
> > > > wrote:
> > > > > Hello,
> > > > >
> > > > > If you have multiple lines with the SAME identifier on
single
> > > > chart pane
> > > > > only FIRST will be used by Study.
> > > > >
> > > > > You should use different studyID's for multiple lines.
> > > > >
> > > > > Best regards,
> > > > > Tomasz Janeczko
> > > > > amibroker.com
> > > > > ----- Original Message -----
> > > > > From: "acesheet" <acesheet@xxxx>
> > > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > > Sent: Sunday, August 10, 2003 12:52 AM
> > > > > Subject: [amibroker] Trendlines
> > > > >
> > > > >
> > > > > > Can more than one trendline of each type (per stock
> > analyzed)
> > > be
> > > > > > used in Scans, Explorations and Backtesting?
> > > > > >
> > > > > > I've been messing around with the feature and I can't
seem
> > to
> > > > get
> > > > > > AFL to recognize more than one trendline of each label
type
> > at
> > > a
> > > > > > time.
> > > > > >
> > > > > > For instance the following code would be a very simple
> > > trendline
> > > > > > break buy and sell system:
> > > > > >
> > > > > > DTL=Study("DN");
> > > > > > UTL=Study("UP");
> > > > > >
> > > > > > Buy = Cross( High, DTL+.1 );
> > > > > > Sell = Cross( UTL-.1, Low );
> > > > > > Short=0;
> > > > > > Cover=0;
> > > > > >
> > > > > > I've drawn two trendlines on my chart that I
labelled "DN"
> > > using
> > > > > > the "Properties" dialogue that pops up when you
doubleclick
> > a
> > > > > > trendline you've drawn. I also set two others up
> > labelled "UP"
> > > > to
> > > > > > give sell signals for the downtrend break signals.
> > > > > >
> > > > > > When I run a scan or a backtest AFL only recognizes one
set
> > of
> > > > > > trendlines, but I've labelled them all.
> > > > > >
> > > > > > Can someone explain what I'm doing wrong, or am I even
> doing
> > > > > > anything wrong?
> > > > > >
> > > > > > Tnaks.
> > > > > >
> > > > > > -ace
> > > > > >
> > > > > >
> > > > > >
> > > > > > 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/)
> > > > > > --------------------------------------------
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> > > > > >
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> > > > > >
> > > > > >
> > > > > >
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