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Chuck,
xx = FactorA * Close + (FactorB *
PREV(xx));
translates to:
xx = AMA2( Close, FactorA, FactorB );
Hope this helps.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=chuck_rademacher@xxxxxxxxxx
href="">chuck_rademacher@xxxxxxxxxx
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, January 13, 2004 1:17
AM
Subject: [amibroker] Kalman Filter and/or
PREV statement
Some time ago, a user asked for help converting the Kalman
Filter to AFL. I found the original request for assistance, but
can find no replies in the archive.Unfortunately, the Kalman Filter
wants to make use of the MetaStock-like PREV statement. Something
like this:yy = close * 20;xx = yy + (0.8 * PREV(xx));The
above has been simplified to show the problem, not to resemble the logic for
the Kalman Filter.Has anyone coded the Kalman Filter in AFL and/or
figured a way to access the previous value of a calculation on the same line
where it is being set?I also remember some posts regarding the PREV
statement, but can't recall that it was really put to
bed.ThanksSend BUG REPORTS to bugs@xxxxxxxxxxxxxSend
SUGGESTIONS to
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This is the error code that I get when I run the program. Since I do not
know the first thing about programming could you give me a hand. I would
appreciate it
Line 629, Column 9:ThisIsLastBar = BarIndex() == LastValue(
BarIndex() );
WriteIf(thisislastbar,"LastBar -- use Scan for Signals","");
WriteIf(mp!=0,"Previous stop order at: " +
NumToStr(---------------------------------------------------^
Error 23.Syntax error
Thanks,
John
sjaak haasnoot <sjaakhaasnoot@xxxxxxxxx>
wrote:
<BLOCKQUOTE class=replbq
>
Al,
I solved the problem by renaming the variable
Mp into Mpos.
Thank you,
Sjaak
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Al
Venosa
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, January 12, 2004 11:35
PM
Subject: Re: [amibroker] Exit Study
-- afl code attached Howard and Yuki!
Sjaak:
That's a leftover from a plugin that was written by Stephane
Carrasset (RemBuy) or the candle plugin or some other 3rd party plugin not
written by TJ. I had the same problem when Howard first presented the long
only version of his PSAR exit, and when I got rid of some of those
plugins, the Mp went from blue to black. Check the files in your plugins
folder and move those you don't use into another backup folder (one by one
until you solve the problem). TJ was the one who told me about this.
Al Venosa
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=sjaakhaasnoot@xxxxxxxxx
href="">sjaak haasnoot
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, January 12, 2004 5:18
PM
Subject: Re: [amibroker] Exit Study
-- afl code attached Howard and Yuki!
Howard,
The variable Mp is blue in the code with me
and that seems to the problem.
I changed Mp
in Mpos and everyting works
fine.
Thank you for the excellent
code.
Sjaak
PS. Yuki did you have the same
problem?
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=sjaakhaasnoot@xxxxxxxxx
href="">sjaak haasnoot
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, January 11, 2004
11:16 PM
Subject: Re: [amibroker] Exit
Study -- afl code attached
Hi Howard,
Something seems te be wrong in the
code.
Line 102, Column 3:// mp is
market position at any given time -- initially flat
// 0 == flat; 1 == long; -1 ==
short;
<FONT
color=#0000ff>Mp[--^
Error 23.Syntax error
Sjaak
<LABEL id=HbSession
SessionId="141447410">
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=howardbandy@xxxxxxxxx
href="">Howard Bandy
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Cc: <A
title=howardbandy@xxxxxxxxx
href="">howardbandy@xxxxxxxxx
Sent: Sunday, January 11, 2004
10:56 PM
Subject: [amibroker] Exit Study
-- afl code attached
Greetings all --Included with this
message is my code for application of parabolic stopexits and
profit target limit exits. This version is a lot more
complexthan the version I posted on December 14, 2003.
This version handles bothlong and short trades. The
comment section at the beginning of the codegives the
details.I have examined "scans", "explorations" and "trade
lists" for many tickersand believe that all the code is
consistent. If any of you find any errors,please let me
know as soon as possible so I can correct them. There
are many ways to set the initial conditions for the parabolic
stop.In this version, I set it a multiple of the three day ATR
away from theentry. As the trade progresses, the stop
moves upward (for a long trade),creating a floor under the
trade. There are many ways to set up a profit target
(limit order) exit. In thisversion, I set it at 7% above
(for a long trade) the entry. As the tradeprogresses, if
the closing prices continue to increase, the limit stays atits
initial value. If the closing prices start moving away from
the limitprice, the limit moves closer each day.
Eventually the stop order and limitorder will converge and force
the exit.Here is a tool to test exits. The code enters
based on a moving averagecrossover, but also includes "commented
out" code for perfect (good)entries, perfect (bad) entries, and
random entries. So you can try out anypattern or indicator
scheme or random with ease.OK Guys, and Gals. Let's
hear about the performance of some of the exitsyou have been
thinking about. Let me recommend that all posts
regardingthis study have "Exit Study" in the subject
line.If anyone has an idea that they cannot get to work,
send it on to me andI'll code it up. I hope there will be
lots of public postings, but I willrespect requests for
confidentiality.Thanks,HowardSend
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