[amibroker] Pairs of points

["Dimitris Tsokakis" <TSOKAKIS@xxxxxxxxx>]

CSCO last update gives a characteristic example.
In the above chart, updated till Sept9, the last 3 candles 
[Sept 5, 8 and 9] are neutral.
With the Sept10 EOD, both Sept9 and Sept10 become green, 
Sept10 becomes a P1 and Sept9 becomes a P2 !!!
These properties were not existing until Sept9 !!
With zig() function we see one single point [a Peak or a 
Trough] to be defined in the past history.
Epi s request is a [P1, P2] simultaneous definition in the 
past history, it is a pair production !!
APOL example is also descriptive.
On day D0 [Sept4] this logic decided that
a. Day D1 [Sept3] is a P1.
b. Day D2 [Aug21, ie 9 bars ago !!!] is a P2.
As you see, pairs definition for the past history is peculiar, 
point D2 looks strongly into the future.
Needless to say, any backtesting idea would be wrong from the 
beginning and totally inapplicable.
We know, today, the recent APOL history and we "know" D2 was a 
P2 and D1 was a P1.
Before the D0 day, all these info were N/A.
Dimitris Tsokakis
 
 
CONDP=Ref(H,-<FONT 
size=2>1)>Ref<FONT 
size=2>(H,-2) AND <FONT 
size=2>Ref(H,-1<FONT 
size=2>)>H AND Ref(H,-<FONT 
size=2>1)>Ref<FONT 
size=2>(C,-3<FONT 
face="Times New Roman">);
P11=Ref(CONDP,<FONT 
size=2>1);// the 
initial condition
H1=ValueWhen<FONT 
size=2>(P11,H,1<FONT 
face="Times New Roman">);
H2=ValueWhen<FONT 
size=2>(P11,H,2<FONT 
face="Times New Roman">);
H0=ValueWhen<FONT 
size=2>(P11,H,0<FONT 
face="Times New Roman">);
P1=P11 AND H2>H1;// definition of 
P1
P2=P11 AND H1>H0;// definition of 
P2
PlotShapes<FONT 
face="Times New Roman">(shapeUpTriangle*P1,colorRed);<FONT 
face=Verdana size=2>
PlotShapes<FONT 
face="Times New Roman">(shapeDownTriangle*P2,colorBlue);<FONT 
face=Verdana size=2>
Plot(C,""<FONT 
size=2>,p11*colorYellow+1,<FONT 
size=2>64<FONT 
face="Times New Roman">);
GraphXSpace=5<FONT face=Verdana 
size=2>;
 






Yahoo! Groups Sponsor


  ADVERTISEMENT 









Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html



Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.



Attachment:
epi2.gif

Attachment: Description: "Description: GIF image"