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No the
buy sell is not reversed the condition 1 is..... should have
been...
<FONT face=Arial color=#0000ff
size=2>
COND1=Cross<FONT color=#282828
size=2>(MACD<FONT face=Arial
color=#282828 size=2>(),Signal<FONT
color=#282828 size=2>()<FONT face=Arial color=#282828
size=2>);
sorry for the
confusion
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: joe run
[mailto:run_for_your_life2003@xxxxxxxxx]Sent: Sunday, September 14,
2003 11:20 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] Re: TJ: A question about COND function
I suggest he run and backtest and look at the report printout.
I think you have your "buy" and "sell" signal reversed! If you run this the
way it looks.Jayson <jcasavant@xxxxxxxxxxx>
wrote:
<BLOCKQUOTE class=replbq
>
<FONT face=Arial color=#0000ff
size=2>Gilles,
<FONT face=Arial color=#0000ff
size=2>
lets
simplify. I suggest plotting it so that you can see that what you are
asking for is accomplished. to explore for the condition simply choose n=2 to
find bars that meet your needs over the last (today and yesterdays)
bars. If nothing shows up on your exploration it simply means the
condition has not been met . Increase the n= number to find the last
occurrence .........
<FONT face=Arial color=#0000ff
size=2>
<FONT
face=Arial>
Plot<FONT color=#282828
size=2>(MACD<FONT color=#282828
size=2>(),"MACD"<FONT color=#282828
size=2>,1<FONT color=#282828
size=2>,1<FONT color=#282828
size=2>);
Plot<FONT color=#282828
size=2>(Signal<FONT color=#282828
size=2>(),"Signal"<FONT color=#282828
size=2>,4<FONT color=#282828
size=2>,1<FONT color=#282828
size=2>);
Plot<FONT color=#282828
size=2>(0<FONT color=#282828
size=2>,""<FONT color=#282828
size=2>,<FONT
color=#000000>colorWhite<FONT
color=#282828 size=2>,1<FONT
color=#282828 size=2>|<FONT
color=#000000>styleThick<FONT color=#282828
size=2>);<FONT face=Arial color=#282828
size=2>
x1=<FONT
size=2>Signal()<FONT face=Arial
size=2>>0<FONT
color=#0000ff>;
x2=<FONT face=Arial
size=2>Signal()<<FONT face=Arial
size=2>0<FONT
color=#0000ff>;
COND1=<FONT
size=2>Cross(Signal<FONT
size=2>(),MACD<FONT color=#282828
size=2>());<FONT face=Arial
size=2>
Buy=x1 <FONT
face=Arial size=2>AND
Cond1;
Sell=x2;<FONT
face=Arial size=2>
Buy=<FONT face=Arial
color=#0000ff size=2>ExRem<FONT face=Arial color=#282828
size=2>(Buy<FONT face=Arial
color=#282828 size=2>,Sell<FONT
face=Arial color=#282828 size=2>);
Sell=<FONT face=Arial
color=#0000ff size=2>ExRem<FONT face=Arial color=#282828
size=2>(Sell<FONT face=Arial
color=#282828 size=2>,Buy<FONT
face=Arial color=#282828 size=2>);<FONT color=#282828
size=2>
Filter=<FONT
face=Arial size=2>Buy<FONT face=Arial color=#282828
size=2>;
AddColumn<FONT
color=#282828 size=2>(<FONT
color=#000000>Buy<FONT color=#282828
size=2>,"Condition"<FONT
color=#282828 size=2>);<FONT
color=#0000ff size=2>
AddColumn<FONT
color=#282828 size=2>(<FONT
color=#000000>C<FONT color=#282828
size=2>,"Cosing price"<FONT
color=#282828 size=2>);
<FONT
face=Arial color=#0000ff size=2>
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: gillesdeprez
[mailto:gillesdeprez@xxxxxxxxx]Sent: Sunday, September 14, 2003
12:18 AMTo: amibroker@xxxxxxxxxxxxxxxSubject:
[amibroker] Re: TJ: A question about COND
functionHi, JaysonLet me explain what I'm
trying to do:I try to set up a condition as:The MACD line crosses
below the MACD signal FOR THE FIRST TIMESINCE the signal has crossed above
zero.This crossing Line/signal may have take place yesterday OR the day
before yesterday. That's what I want in french- or in english,
sorry!But- forget the graphical point of view- I use this in explo
only....And the results I've got using the formula don't take into account
the second part of this formula( OR Ref( etc): I've got the same list
of stocks with or without the second part of the assertion; to get the
list of stocks with MACD/ LINE crossing that occured the day before
yesterday, I must rewrite and re explore with only the second part of the
condition...Of course I try to do this in one shot!Did I make myself
clear?Thanks anyway for showing interest in my little
challenge!Friendly,Gilles---
In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:>
Gilles,> It is doing as you ask. Note your yellow arrows all run in
pairs. the first> being the actual cross then the second occurring
exactly one bar after. The> second arrow coincides with the OR part
of your condition........> > > > The blue circle
is the cross of cond2 and the red arrow is the cross of G.> Since
you have prohibited further plotting of cond "G" until the
next> occurrence of cond2 you must wait until the sig line again
crosses up from> 0. to see this work in AA simply comment out your
exrem version of cond 1> and 2, set your n last days to a couple of
hundred bars and run explore. You> will see each of your yellow
arrows accounted for...> > Regards,> Jayson>
-----Original Message-----> From: gillesdeprez
[mailto:gillesdeprez@xxxx]> Sent: Saturday, September 13, 2003 10:25
AM> To: amibroker@xxxxxxxxxxxxxxx> Subject: [amibroker] TJ: A
question about COND function> > > Hi Tomasz!> Say,
is there anything wrong with the following line:>
COND1=Cross(Signal(),MACD())OR Ref(Cross(Signal(),MACD()),-1);> Only
the first part of the proposition is taken into account, is it>
forbidden to use OR into a COND function?> I join the whole formula
below:> // INDICATOR BUILDER PART>
Plot(MACD(),"MACD",1,1);> Plot(Signal(),"Signal",4,1);> >
> COND1=Cross(Signal(),MACD())OR
Ref(Cross(Signal(),MACD()),-1);>
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;> I
have tried everything that was within my (weak) habilities,
Tomasz,> you're my last hope *sigh*> TIA!!>
Friendly,> Gilles> >
> Yahoo! Groups
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