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Well, there is also counter-trend (reversal) pullback inaddition to
continuation (of previous trend) signal (pullback). When I meant
continuation signal pullback, I meant dip in an uptrend and a rally
in a downtrend and I'm trying to catch the uptrend/downtrend again as
opposed to a counter-trend pullback/breakout for which this system is
not applicable. This system catches most of the major trends. This
is equivalent to a ascending/descending/symmetrical triangles in a
chart pattern which could also serve as a confirmation but which is
very subjective...
rgds, Pal
--- In amibroker@xxxxxxxxxxxxxxx, "john gibb" <jgibb1@xxxx> wrote:
> Hi Pal,
>
> isn't a continuation signal the opposite of a pullback (in a long
system, at
> least)?
>
> i think of a pullback as a reversal...
>
> thanks
>
> -john
> ----- Original Message -----
> From: "palsanand" <palsanand@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, November 24, 2003 10:32 AM
> Subject: [amibroker] Re: Simple TRIX Crossover system question
>
>
> > Hi,
> >
> > I have modified the TRIX code to use Close price instead of ROC
(C).
> > I also optimized it. I don't plan to re-optimize from now on. I
> > plan to use this for verification of a continuation signal
(pullback)
> > generated from my primary trading system. I also have a MACD
(3,10,9)
> > verification. These two and also 3 or 4 OB/OS De-trended price
> > oscillators including LinReg indicator should be sufficient to
> > verifiy this continuation signal. I would not use this as a
primary
> > trading system for pullbacks, only for verification. In addition
I
> > use tight stops for pullbacks. Thanks for the help.
> >
> > rgds, Pal
> > --- In amibroker@xxxxxxxxxxxxxxx, "Gary A. Serkhoshian"
> > <serkhoshian777@xxxx> wrote:
> > > Pal,
> > >
> > > Here's the code to do what you've asked. Regarding a
diversified
> > group of futures markets, you'll have to optimize on the markets
you
> > want to trade. I've built in the ability to optimize the params.
> > >
> > > You could via positionscore trade basket of futures via some
> > scoring routine in addition to their respective buy/sell signals.
> > >
> > > The big problem is you may want to look at the Trixline values.
> > They are all smaller than 1 which means that shorts are impossible
> > with the criteria you've listed below.
> > >
> > > Take a look at get back to us. It seems like a promising idea,
and
> > I'll be happy to adjust the code based on what you find.
> > >
> > > Warmest,
> > > Gary
> > >
> > > CODE BELOW:
> > >
> > >
> > > //PARAMS
> > >
> > > period1 = Optimize("Period 1", 9, 3, 13, 1);
> > >
> > > period2 = Optimize("Period 2", 50, 21, 62,1);
> > >
> > > period3 = Optimize("Period 3",80,62,233,1);
> > >
> > > //C = Foreign("COMPQX", "C");
> > >
> > > //INDICATORS
> > >
> > > Trixline1=TEMA(TEMA(TEMA(ROC(C, 1), period1), period1),
period1);
> > >
> > > Trixline2=TEMA(TEMA(TEMA(ROC(C, 1), period2), period2),
period2);
> > >
> > > Trixline3=TEMA(TEMA(TEMA(ROC(C, 1), period3), period3),
period3);
> > >
> > > //ESTABLISH STATES
> > >
> > > BuySTATE = TrixLINE1 > TrixLINE2 AND C > TrixLINE3;
> > >
> > > SellSTATE = TrixLINE1 < TrixLINE2 AND C > TrixLINE3;
> > >
> > > ShortSTATE = TrixLINE1 < TrixLINE2 AND C < TrixLINE3;
> > >
> > > CoverSTATE = TrixLINE1 > TrixLINE2 AND C < TrixLINE3;
> > >
> > > //ESTABLISH SIGNALS
> > >
> > > Buy = Flip(BuySTATE,SellSTATE);
> > >
> > > Sell = NOT Buy;
> > >
> > > Short = Flip(ShortSTATE,CoverSTATE);
> > >
> > > Cover = NOT Short;
> > >
> > > //EXREM
> > >
> > > Buy = ExRem(Buy,Sell);
> > >
> > > Sell = ExRem(Sell,Buy);
> > >
> > > Short = ExRem(Short,Cover);
> > >
> > > Cover = ExRem(Cover,Short);
> > >
> > > //STOPS
> > >
> > > ApplyStop( stopTypeProfit, stopModePercent, 30, ExitAtStop =
True,
> > Volatile = False, ReentryDelay = 0 );
> > >
> > > ApplyStop( stopTypeTrailing, stopModePercent, 20, ExitAtStop =
> > True, Volatile = False, ReentryDelay = 0 );
> > >
> > > Equity(1); // THIS EVALUATES STOPS
> > >
> > > //INDICATOR SECTION BEGINS
> > >
> > > Plot(Trixline1, "TRIX", colorBlue, styleHistogram);
> > >
> > > Plot(Trixline2, "TRIX", colorYellow, styleHistogram);
> > >
> > > Plot(Trixline3, "TRIX", colorGreen, styleHistogram);
> > >
> > > PlotShapes(shapeUpArrow * Buy,colorBrightGreen,0,TrixLINE1, -
> > 10); //BUY ARROW
> > >
> > > PlotShapes(shapeDownArrow * Short,colorRed,0,TrixLINE1,
> > 10); //SHORT ARROW
> > >
> > > Title = Name() + ": " + Date() + " Open " + WriteVal(O,1.4) + "
> > Hi " +WriteVal(H,1.4) +
> > >
> > > " Lo " + WriteVal(L,1.4) + " Close " + WriteVal(C,1.4);
> > >
> > > //INTERPRETATION WINDOW ANALYSIS
> > >
> > > "The bmTRIX is indicating a " + WriteIf(Trixline1 > Trixline2
AND C
> > > TrixLine3, "bullish", "bearish") +
> > >
> > > " market environment because it is " + WriteIf(TrixLine1 >
> > Trixline2 AND C < TrixLine3, "above", "below") +
> > >
> > > " the zero line.\n";
> > >
> > >
> > >
> > >
> > > palsanand <palsanand@xxxx> wrote:
> > > 1. Start with a simple moving average crossover (nine-day and
50-
> > day)
> > > 2. Refinement 1: Add a third moving average
> > > (80-day) as a filter.
> > >
> > > Apply the indicator using the following rules:
> > >
> > > 1. Go long when 9d > 50d and close > 80d
> > > 2. Go flat when 9d < 50d and close > 80d
> > > 3. Go short when 9d < 50d and close < 80d
> > > 4. Go flat when 9d > 50d and close < 80d
> > > 5. Refinement 2: Trade a diversified group of futures markets.
> > >
> > > How do I modify the code below to adhere to the rules above and
how
> > > do I get sell signal arrows on the graph?
> > >
> > >
> > > period1 = 9;
> > > period2 = 50;
> > > period3 = 80;
> > > //C = Foreign("COMPQX", "C");
> > > Trixline1=TEMA(TEMA(TEMA(ROC(C, 1), period1), period1),
period1);
> > > Plot(Trixline1, "TRIX", colorBlue, styleHistogram);
> > > Trixline2=TEMA(TEMA(TEMA(ROC(C, 1), period2), period2),
period2);
> > > Plot(Trixline2, "TRIX", colorYellow, styleHistogram);
> > > Trixline3=TEMA(TEMA(TEMA(ROC(C, 1), period3), period3),
period3);
> > > Plot(Trixline3, "TRIX", colorGreen, styleHistogram);
> > > Cond1 = C > TrixLine3;
> > > Cond2 = C < TrixLine3;
> > > "The bmTRIX is indicating a " +
> > > WriteIf(Trixline1 > Trixline2 AND C >
> > > TrixLine3, "bullish", "bearish") +
> > > " market environment because it is " +
> > > WriteIf(TrixLine1 > Trixline2 AND C <
TrixLine3, "above", "below") +
> > > " the zero line.\n";
> > > Buy = Cover = Cross( TrixLine1,TrixLine2 ) AND (C > TrixLine3);
> > > Sell = Short = Cross( TrixLine2,TrixLine1 ) AND (C < TrixLine3);
> > > shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
> > > PlotShapes(IIf
> > > (Buy,shapeUpArrow,shapeNone) ,colorBrightGreen,0,Graph1,-15);
> > > PlotShapes(IIf
(Sell,shapeDownArrow,shapeNone),colorRed,0,Graph1,-
> > 15);
> > > //PlotShapes(IIf(Buy,shapeUpArrow,shapeNone) ,colorBrightGreen);
> > > //PlotShapes(IIf (Sell,shapeDownArrow,shapeNone),colorRed);
> > >
> > > GraphXSpace=10;
> > > //Sell = 0 ; // exit only by stops
> > > ApplyStop( stopTypeProfit, stopModePercent, 30, ExitAtStop =
True,
> > > Volatile = False, ReentryDelay = 0 );
> > > ApplyStop( stopTypeTrailing, stopModePercent, 20, ExitAtStop =
> > True,
> > > Volatile = False, ReentryDelay = 0 );
> > > Equity(1); // THIS EVALUATES STOPS
> > > Title = Name() + ": " + Date() + " Open " + WriteVal
> > > (O,1.4) + " Hi " +WriteVal(H,1.4) + " Lo "
> > > +WriteVal(L,1.4) + " Close " + WriteVal(C,1.4);
> > >
> > > //Plot(Sell==4,"ApplyStop Sell",colorRed,1|styleOwnScale);
> > > //Plot(Cover==4,"ApplyStop Cover",colorGreen,1|styleOwnScale);
> > >
> > > rgds, Pal
> > >
> > >
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