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Jason and Henry:
Chuck LeBeau suggests buying when the ADX(18) (he likes 18 days as the
period) falls below 15 or 20 (end of the former trend, price in
consolidation), then upticks relative to yesterday (beginning of the new trend)
while the PDI(18) is above the MDI(18). Opposite for short. So, that would
be:
n1=Optimize("n1",15,12,20,1); //number that ADX must be less than
n2=Optimize("n2",18,10,22,1); //period of ADX, PDI, and MDI
n3=Optimize("n3",0.4,0.1,1,0.1); //fraction of uptick move
Cond1=PDI(n2)>MDI(n2) and ADX(n2) < n1 AND ADX(n2) >
n3*ref(ADX(n2),-1);
Buy=ref(Cond1, -1);
If you prefer using Cross, you can modify Cond1 to:
Cond1=PDI(n2)>MDI(n2) and ADX(n2) < n1 AND Cross(ADX(n2),
n3*ref(ADX(n2),-1));
I think I'd prefer the first Cond1, but it might not make much difference.
Al Venosa
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Jayson
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, August 29, 2003 12:33
PM
Subject: RE: [amibroker] Help with
formula
<SPAN
class=851311716-29082003>Henry,
I
think you would string the conditions together with cross and
AND
<SPAN
class=851311716-29082003>
<FONT
color=#0000ff>
Cond1=PDI(14)>MDI(14<FONT
face=Arial color=#0000ff>);<FONT
color=#0000ff>
Cond2=Cross(ADX(14),PDI(14<SPAN
class=851311716-29082003>)<FONT
color=#0000ff>);<FONT
size=2>
Cond3=Cond1 AND<FONT
face=Arial color=#0000ff> Cond2;
<SPAN
class=851311716-29082003>filter=cond3;
<SPAN
class=851311716-29082003>addcolumn(cond3,"My
Test");
<SPAN
class=851311716-29082003>
<SPAN
class=851311716-29082003>for your second ?? take a look at
HHV() highest high value
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: huuuchan1
[mailto:henry_chau@xxxxxxxxxxxxxxx]Sent: Friday, August 29, 2003
9:42 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Help with formulaHi guys,ADX
SYSTEMI'm using the directional system to identify a new major trend.
E.g. when ADX(14) rises from below the two directional lines and crosses
-Dl(14) and +Dl(14) is above -D(14), a new uptrend is likely to start.
Can anyone help with the formula for amibroker to explore and set
alert ?Also an exploration to pick / alert stock with NEW HIGH IN
LAST X DAY ?thanks in advance
HenrySend BUG REPORTS to
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