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Steve,
You don't need to use the RT version. I was suggesting the RT
version because, e.g. for the gap surprise, a conservative approach
would be to buy over the first 5 minutes' high. You'd need the RT
version to test that.
As for why I stopped working on it, it was a combination of lack of
time and I found that the approaches just didn't perform up to par.
That is not to say that there is no hope for them. I just coded them
straight from the seminar descriptions. I didn't play around with
them to make them perform better. I also didn't get a chance to code
the rest of the guerilla plays.
I find their swing trading approach works well.
HB
--- In amibroker@xxxxxxxxxxxxxxx, "stevemajors" <stevemajors@xxxx>
wrote:
> 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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