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Re: [amibroker] values of previous stoch crosses.



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Jeff,
 
How about the following.  It is an Exploration that draws Red Sell 
arrows at each raw StochK crossing and Green Buy arrows at the filtered 
crossings.  Cut and paste the code into Auto-Analyser and see if it's what 
you meant.
 
Paul
 
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OversoldThreshold = Param("Oversold threshold", 30, 0, 100, 
1);DaysWindow = Param("Days window", 5);Cond = Cross( StochK( 14 ), 
StochD( 14 ) )       AND ( StochK(14) < 
OversoldThreshold);Filter = BarsSince(Cond) <= DaysWindow;V1 = 
ValueWhen(Cond, Close, 1);V2 = ValueWhen(Cond, Close, 2);Buy = Cond AND 
(V1 > V2); // Close value at StochK crossing > last StochK 
crossing// Uncomment next line to see raw StochK crossings as Red Sell 
arrowsSell = Cond;AddColumn( V1, "V1" );AddColumn( V2, "V2" 
);AddColumn( Close, "Close  " );AddColumn( Open, "Open  " 
);AddColumn( High, "High  " );AddColumn( Low, "Low  " 
);AddColumn( Volume, "Volume      " );
 
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  mrdavis9 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibrokeryahoogroups 
  Cc: <A title=framebyframe@xxxxxxxxxxx 
  href="">jeff davis 
  Sent: Thursday, 14 August 2003 4:00 
  PM
  Subject: [amibroker] values of previous 
  stoch crosses.
  
   
   
   
   
   
   
   
   
   
   
   
   
  This post is another attempt to get some help in 
  creating the additional coding that I need . I thank Jayson for responding to 
  my first post which detailed why I want to add additional coding to 
  my scans which include stoch crossings.    Based on 
  my chart observations, this additional coding would  greatly improve 
  the accuracy of any scan which includes the oversold 
  condition of        
  cross(stochk(14),stochd(14))      This AFL language 
  and technical terms are  a real challenge to me.  However, I 
  think  that IIF will probably do what I want to do, but I can't 
  quite grasp  the technical terms  that are being discussed 
  in the below pasted TJ comments.  I have never used this IIF feature 
  prior to now.  
   
  Once AFL finds an oversold stoch crossing at 
  value X,  I want it to compare this X value to the 
  last oversold value of Y.   If this previous value Y is higher 
  than the X value, than I want AFL to forget about it.  However, if this 
  previous value of Y is lower than the present value of X, then I want AFL to 
  approve of the present stoch crossing that it found, and report it to me as 
  OK.  I am going to paste below my first post below so that 
   you will  have a complete understanding of what it is 
  that  I want to do.)     TIA for any help with 
  this.   Ron   
  D
  
   
   
  <FONT face=Arial 
  size=2>=======================================================================================
  THIS IS THE ORIGIONAL POST,
  These comments are based on what I 
  see by looking at charts, I think that all scans which include 
  cross( stochk(14), stochd(14));  can be improved, but I am not 
  experienced enough to code this possible improvement.  IMHO there 
  are two code modules that would improve stoch crossing scans. .  The 
  first of these modules would function as follows:  It would tell a 
  scan that when it finds  a stoch crossing, it must look back to all of 
  the previous  buy and sell stoch crossings that occurred 
  consecutively while still under the stochastic value  of 35.  This 
  condition is what I refer to as stochastic kissing.  The purpose of 
  this code module is to prevent a buy signal when it discovers that 
  kissing is happening.  The other code module  would look 
  back to at least to the most previous  buy type crossing, and 
  it would prevent a  buy arrow based on the value at which the 
  last buy type stoch crossing occurred.  It will prevent a buy arrow if 
  the last buy crossing occurred at a stochastic value greater than the current 
  stochastic value under consideration.  This module would  allow 
  a buy arrow only if the present stochastic value is greater that the 
  stochastic value of the previous cross.   I have other things in my 
  buy scans, but these code modules would improve any buy type scans that 
  include the stoch cross AFL function.  The inverse logic of this would 
  also improve those scans that are looking for shorts.  TIA for any ideas 
  or comments. Ron D
    
   
  <FONT face=Arial 
  size=2>=======================================================================================






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