|
PureBytes Links
Trading Reference Links
|
Ken,
I am not sure I understand. Do you want an exploration as if the
Mar28 was the last trading bar [and ignore the stock history from
Mar29 till now?]?
Please advise.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> DT: very very interesting....
>
> I have long looked at candidates of a "Cooper" breakout, which is a
new
> high after a period of consolidation (and other conditions also).
>
> I never have had a chance for backtesting some of the parameters;
it was
> too tedious for a walk forward test (for me).
>
> This code can serve as the basis for backtesting a Cooper breakout.
>
> As a measure of consolidation, I have shortened the lookback period
and
> sorted by the difference in H1-L1. Low values are candidates with
small
> steady consolidations before the breakout.
>
> There are other conditions I will build in and share back, but.....
>
> I am not able to "lookback" at a previous date....If I set the date
for
> the exploration at some time in the past (with the range say From:
> Mar28; To:Mar28, I get nothing. I suspect is has to do with X1
value
> and the Cum function.
>
> How would you change this for backtesting or at the least for doing
an
> exploration at a date in the past.
>
> Thanks,
>
> Ken
>
> -----Original Message-----
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> Sent: Thursday, October 02, 2003 8:56 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Dimitri - Channel ID:do you think...
>
> Paste in both AA and IB the
>
> Lookback=100;x1=LastValue(Cum(1));
> H1=LastValue(Ref(HHV(H,Lookback),-1));
> L1=LastValue(Ref(LLV(L,Lookback),-1));
> H1=IIf(Cum(1)>x1-Lookback,H1,-1e10);
> L1=IIf(Cum(1)>x1-Lookback,L1,-1e10);
> UpBreakout=Cross(H,H1);
> DownBreakout=Cross(L1,L);
> Plot(H1,"H1",colorYellow);
> Plot(L1,"L1",colorYellow);
> Plot(C,"Close",IIf(upbreakout OR
> downbreakout,colorRed,colorBlack),64);
> Filter=Upbreakout OR DownBreakout;//EXPLORE THE DATABASE FOR THE
N=1
> LAST QUOTATIONS
> AddColumn(Upbreakout,"UP",1.0);
> AddColumn(H,"H");
> AddColumn(H1,"H1");
> AddColumn(downbreakout,"DOWN",1.0);
> AddColumn(L,"L");
> AddColumn(L1,"L1");
>
> It will give you the last day breakouts.
> For any arrangements, just let me know.
> Dimitris Tsokakis
>
> --- In amibroker@xxxxxxxxxxxxxxx, "gillesdeprez"
<gillesdeprez@xxxx>
> wrote:
> > Yes,a 100 bars would be perfect, can we use it as max in "param"?
I
> > would use 60 as default, what do you think?
> > Btw,2 points can define parallel lines (and an infinity as well),
> how
> > do you express the horizontality?
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
> <TSOKAKIS@xxxx>
> > wrote:
> > > I need two points to define an horizontal channel, one high and
> one
> > > low.
> > > What would you prefer for the definition ?
> > > It could be, for example the highest and the lowest of the last
> 100
> > > bars.
> > > Describe your requirement with some more details and we shall
> give
> > it
> > > a try.
> > > Mitsos
> > > --- In amibroker@xxxxxxxxxxxxxxx, "gillesdeprez"
> > <gillesdeprez@xxxx>
> > > wrote:
> > > > Good afternoon, Dimitri!
> > > > Back in Belgium,and believe me the weather here is awful!!
> > > > Say, based on the formulas you've recently presented here,
> would
> > it
> > > > be possible to set up an horizontal channel breakout
> detection ,
> > > with
> > > > the looback and amplitude of the channel adjustable via the
> param
> > > > function? I didn't found anything like that in the library...
> > > > Have a nice day,
> > > > Friendly,
> > > > Gilles
>
>
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
> -----------------------------------------
> 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
> http://docs.yahoo.com/info/terms/
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
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 http://docs.yahoo.com/info/terms/
|