[amibroker] Re: Turtle Method (was DATE WILL NOT LIST)

["palsanand" <palsanand@xxxxxxxxx>]

Hi,

I heard of this method and once used it as one of my systems where I 
get buy signals when it is a 11 day high and sell signals when it is 
a 11 day low, though you seem to be using 22 day high and 11 day low, 
nevertheless the method is similar.

I never new this is a "turtle method".  I was wondering why you use 
22 day high and only 11 day low instead of 11 days for both or 22 
days for both.  Is it something to do with making sure of the trend, 
before you catch it?  I think that essentially all systems are 
essentially trend following, some catch the trend when it just starts 
(reversal), some catch it when it is in full swing (continuation of 
trend).  I previously found it very difficult to verify continuation 
of trend signals, but some systems detailed in the Amibroker members 
only section which I can't discuss here were very useful.  I'm also 
very interested in how you verify the signals generated using 
this "turtule method".

Regards,

Pal


--- In amibroker@xxxxxxxxxxxxxxx, "bistrader" <bisteele@xxxx> wrote:
> Phsst,
> 
> Yea, something is wrong. There must be some kind of default setting 
> or something as I NO LONGER get the date to come up.  
> 
> Bert
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> > Bert,
> > 
> > I ran your code and the date column is present in my explore.
> > 
> > Phsst
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "bistrader" <bisteele@xxxx> 
wrote:
> > > Recently, I noticed that the date column is missing when I run 
an 
> > > Automatic Analysis Explore.  Following is an example.  Help / 
> > > direction would be appreciated.
> > > 
> > > Bert
> > > 
> > > //
> > > // Turtle Buy&Sell
> > > // Determine Turtle Buy & Sell Signals
> > > // One Month (22 days)
> > > //
> > > turtlebuy=IIf((C-HHV(C,22))>=0,1,0);
> > > //
> > > turtlesell=IIf((C-LLV(C,11))<=0,1,0);
> > > //
> > > turtlebuyon=Flip(turtlebuy, turtlesell);
> > > //
> > > //
> > > score=turtlebuyon;
> > > Filter=score >=1;
> > > //
> > > // Buy & Sell Logic
> > > //
> > > Buy = score>=1;
> > > //
> > > Sell = score<=0;
> > > //
> > > // Remove extra Buy signals between a Buy Signal and a Sell 
Signal
> > > // Remove extra Sell signals between a Sell Signal and a Buy 
> Signal
> > > Buy = ExRem ( Buy , Sell );
> > > Sell = ExRem ( Sell , Buy );
> > >  
> > > 
> > > //Title=Date()+EncodeColor(colorRed)+"   Turtle Buy  "+WriteVal
> > > (turtlebuyon,1.0)+"    ";
> > > //Plot(score,"Turtle Signal",6,1);
> > > Plot(turtlebuyon,Date()+"  Turle Buy",4,5);
> > > //
> > > // My understanding is that the date is always listed unless 
> > > // one adds code to remove it.
> > > AddTextColumn(FullName(),"FundName",1.0);
> > > AddColumn(turtlebuy,"Turtle Buy",1.0);
> > > AddColumn(turtlesell,"Turtle Sell",1.0);
> > > AddColumn(turtlebuyon,"Turtle Buy On",1.0);


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