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Re: [amibroker] Re: AFL, just to improve my skills...



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Gilles,
 
Here is something that was posted by someone on AB Yahoo group ( Al Venosa, 
I think) , That you could modify.

PositionSize=-10<FONT 
size=1>;
Ind=scCMO<FONT 
size=1>(C,5); 
Bound1=Optimize<FONT 
size=1>("bound1"<FONT 
size=1>,-40,-<FONT 
color=#ff00ff size=1>80,<FONT color=#ff00ff 
size=1>0,10<FONT 
size=1>);
Bound2=Optimize<FONT 
size=1>("bound2"<FONT 
size=1>,70,<FONT 
color=#ff00ff size=1>0,<FONT color=#ff00ff 
size=1>80,10<FONT 
size=1>);
Buy=Cross<FONT 
size=1>(-bound1,Ind); 
Sell=Cross<FONT 
size=1>(Ind,bound2); 
Short=Sell; 
Cover=Buy; 
E=Equity(); 

 
I hope this helps. 
By the way, Gilles are you from 
Canada?
 
Greg<FONT color=#0000ff 
size=1>
Plot(E,<FONT color=#ff00ff 
size=1>"Equity",<FONT color=#ff00ff 
size=1>1,1<FONT 
size=1>); 
GraphXSpace = 5<FONT 
size=1>;

 
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  <A title=gillesdeprez@xxxxxxxxx 
  href="">gillesdeprez 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Saturday, December 06, 2003 8:15 
  AM
  Subject: [amibroker] Re: AFL, just to 
  improve my skills...
  Hi Graham!I had a look at the library already...Most of 
  the CCT formulas are translated there...Except the one I'm looking for! 
  Well, I'm not interested by the formula itself, but by a way to run the 
  same formula 3 times with the period changing (3,5 and 8 days for the 
  CMO), in other words:CCTfibCMO=(CMO(C,3)+CMO(C,5)+CMO(C,8))/3;I'm 
  only looking for an elegant way to solve the question...Thanks anyway for 
  your answer!Friendly,GillesIn amibroker@xxxxxxxxxxxxxxx, 
  "Graham" <gkavanagh@xxxx> wrote:> Gilles> Go to the AB 
  website AFL library and type in search CMO. It came up with a> few 
  AFL's from that search. > All seem to reference Chande and 
  Momentum> > Cheers,> Graham> <A 
  href="">http://groups.msn.com/asxsharetrading> 
  <A 
  href="">http://groups.msn.com/fmsaustralia 
  > > -----Original Message-----> From: gillesdeprez 
  [mailto:gillesdeprez@xxxx] > Sent: Saturday, 6 December 2003 7:28 
  PM> To: amibroker@xxxxxxxxxxxxxxx> Subject: [amibroker] AFL, 
  just to improve my skills...> > > Hi group!> Could 
  one of you AFL skilled guys have a look at post 53742 ? I'm sure 
  it's> possible to write the formula without re-writing 3 > times 
  the CMO with 3 different periods? But I'm scratching my head > for 
  hours now, and all I get is a "syntax error"...> Can somebody 
  help?> PS If the Aussies could stop talking about the beauties of their 
  > climate??? Here it's cold  , grey and rainy, and ...life is a 
  bitch > and then you die!Grr! :o)> Friendly,> 
  Gilles> > > ------------------------ Yahoo! Groups 
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