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HB - Thanks for the help. Any reason you stopped working on this??
Why use the real time version??
Steve
--- In amibroker@xxxxxxxxxxxxxxx, "hmab1" <hossamb@xxxx> wrote:
>
> Steve,
>
> I started working on two of the guerilla plays, Gap-n-Snap and Gap
> Surprise. I stopped working on them though so they might not be
> totally complete. It might be better to test these out with the
real-
> time version of AB.
>
> Here is the AFL code for both:
>
> // Pristine Gap-n-Snap
>
> redbars =
> Ref(C,-3) < Ref(O,-3) AND Ref(C,-2) < Ref(O,-2) AND Ref(C,-1) <
Ref
> (O,-1)
> AND Ref(C,-1) < Ref(C,-2) AND Ref(C,-2) < Ref(C,-3) AND Ref(C,-3)
<
> Ref(C,-4); // at least 3 red bars
>
> Buy =
> redbars
> AND Ref(C,-1) <= 1.2*Ref(L,-1) AND Ref(O,-1) >= 0.8*Ref(H,-1) //
> 20/20 bar
> AND Ref(O,-1)-Ref(C,-1) >= 1 // with at least $1 range
> AND O <= Ref(C,-1)-0.5 // at least $0.50 gap down
> AND H >= 0.07+Ref(L,-1) // confirmed, i.e. traded at least 0.05
> above prior day's low
> AND O < Ref(L,-1)-0.07 AND O < H
> ;
>
> BuyPrice=0.07+ValueWhen(Buy, Ref(L,-1));
> stopprice=ValueWhen(Buy, L)-0.07;
>
> target2= H >= 2 + BuyPrice;
> Days3 = BarsSince(Buy) == 2;
> stopped = L <= stopprice;
>
> Sell=
> target2
> OR Days3
> OR stopped
> ;
>
> SellPrice=IIf(target2, 2+BuyPrice, IIf(stopped, ValueWhen(Buy,L)-
> 0.07, IIf(Days3, C, C)));
>
> //////////////////////////////////////////
>
>
> // Pristine Gap Surprise
>
> redbars =
> Ref(C,-3) < Ref(O,-3) AND Ref(C,-2) < Ref(O,-2) AND Ref(C,-1) <
Ref
> (O,-1)
> AND Ref(C,-1) < Ref(C,-2) AND Ref(C,-2) < Ref(C,-3) AND Ref(C,-3)
<
> Ref(C,-4); // at least 3 red bars
>
> Buy =
> redbars
> AND Ref(C,-1) <= 1.2*Ref(L,-1) AND Ref(O,-1) >= 0.8*Ref(H,-1) //
> 20/20 bar
> AND Ref(O,-1)-Ref(C,-1) >= 1 // with at least $1 range
> AND O >= Ref(C,-1)+0.5 AND O <= Ref(C,-1)+1 // a $0.50-$1 gap up
> AND O+0.05 < H
> ;
>
> BuyPrice=O+0.05;
> stopprice=ValueWhen(Buy, Ref(L,-1))-0.07;
>
> target2= H >= 2 + BuyPrice;
> Days3 = BarsSince(Buy) == 2;
> stopped = L <= stopprice;
>
> Sell=
> target2
> OR Days3
> OR stopped
> ;
>
> SellPrice=IIf(target2, 2+BuyPrice, IIf(stopped, stopprice, IIf
(Days3,
> C, C)));
>
> Equity(1);
>
> ////////////////////////
>
>
> HB
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "stevemajors" <stevemajors@xxxx>
> wrote:
> > Has any one written systems to test the "Pristine" trading
styles
> > (Core, Swing, Gurrella etc.)? Just checking if there if someone
> had
> > already coded these styles before I tried to code them. Any
> comments
> > on there use would be appreciated.
> >
> > Thanks
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