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RE: [amibroker] Dimitri(was: AFL help...)



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-----Original Message-----
From: gillesdeprez [mailto:gillesdeprez@xxxxxxxxx] 
Sent: Friday, 12 September 2003 7:04 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Dimitri(was: AFL help...)


Dimitri,
The formula works, and it's nice from a design point of view, and it 
gives the same results as Graham's...But both are missing stocks that 
should be included in the results, as they are fulfilling the 
conditions, I'm trying to figure out why...
Gilles, from a cloudy and rainy Mitilini...


--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx> 
wrote:
> Gilles,
> Here is your request G :
> 
> // INDICATOR BUILDER PART
> Plot(MACD(),"MACD",1,1);
> Plot(Signal(),"Signal",4,1);
> COND1=Cross(Signal(),MACD()); 
> PlotShapes(shapeUpTriangle*COND1,colorYellow);// all COND1 before 
> Exrem COND2=Cross(Signal(),0);
> PlotShapes(shapeSmallCircle*COND2,colorBlue);// all COND2 before 
Exrem
> COND1=ExRem(COND1,COND2);COND2=ExRem(COND2,COND1);
> G=COND1;
> PlotShapes(shapeDownArrow*G,colorRed);
> // AA PART
> Filter=G;
> AddColumn(C,"");
> Sell=Filter;
> 
> You will see a yellow triangle when Cross(Signal(),MACD()) and a
blue 
> small circle when Cross(Signal(),0).
> [We actually search for the first yellow triangle after the blue
> circle and ignore the rest triangles until a new blue circle 
appears]
> Exrem( ) removes excessive signals and the remaining signals will be 
> COND1, COND2, COND1, COND2, ... When I was wtiting the text, I was 
> wondering what if both COND1, COND2 occur on the same day.
> I explored all N100 stocks for the last 45 months with
> 
> COND1=Cross(Signal(),MACD());
> COND2=Cross(Signal(),0);
> Filter=COND1 AND COND2;
> AddColumn(C,"");
> 
> The result was empty, it never happened, we may stay cool and avoid
> further research [why, if possible etc...]
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "gillesdeprez" 
<gillesdeprez@xxxx> 
> wrote:
> > I give up, my brain has melted...
> > Please, how can I set up a condition as:
> > The MACD line crosses below the  MACD signal FOR THE FIRST TIME
> SINCE
> > the signal has crossed above zero.
> > TIA to the group!
> > Gilles


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