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Yuki,
Jan15 was an inspection bar [the 10th]
BFpass is again 25, SFpass is again 28 . The system will use these
parameters for the next 17 bars, untill the next inspection.
Jan15 was [by coincidence] a Sell/Short bar.
Since the AA settings are at +1 Open, the arrow will appear one day
later.
Would it be convinient to change the code and see the arrows the same
day [or a warning signal "tomorrow will be a Buy bar"]?
Since the code buys every 25 bars, the buy bar is known many bars
ago.
I may add a line "Sell in XX bars" or "Buy in XX bars" or both
"Buy in XX bars, Sell in YY bars".
What would you prefer ?
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> Hi DIMITRIS,
>
> Friday, January 16, 2004, 7:51:02 PM, you wrote:
>
> DT> Yuki, would you kindly be more specific about the code you speak
> DT> ?
>
> This one, DT.
>
> SYM="^N225";
> STARTBUY=DateNum()==1030131;
> STARTSELL=DateNum()==1030217;
> startIP=DateNum()==1030530;in=DateNum()>=1030530;
> x=17;
> EVENT=BarsSince(startIP)%x==0;
> Plot(50,"",1,1);
> shape=33+2*(Cum(event)%10);
> PlotShapes(shape*EVENT,colorIndigo);
> Plot(0,"",1,1);
> G=0;
> for(BuyFREQ=10;BuyFREQ<40;BuyFREQ++)
> {
> for(SellFREQ=10;SellFREQ<40;SellFREQ++)
> {
> Buy=BarsSince(STARTBuy)%Buyfreq ==0;
> Sell=BarsSince(STARTSell)%Sellfreq==0;
> Short=Sell;Cover=Buy;
> Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);Short=ExRem
> (Short,Cover);Cover=ExRem(Cover,Short);
> e1=Equity(1,0);E11=ValueWhen(EVENT,E1);G=IIf(G>E11,G,E11);
> }}
> BFpass=0;SFpass=0;
> for(BuyFREQ=10;BuyFREQ<40;BuyFREQ++)
> {
> for(SellFREQ=10;SellFREQ<40;SellFREQ++)
> {
> Buy=BarsSince(STARTBuy)%Buyfreq ==0;
> Sell=BarsSince(STARTSell)%Sellfreq==0;
> Short=Sell;Cover=Buy;
> Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);Short=ExRem
> (Short,Cover);Cover=ExRem(Cover,Short);
> e1=Equity(1,0);
> E11=ValueWhen(EVENT,E1);
> BF1=IIf(E11==G,BuyFREQ,0);BFpass=BFpass+BF1;
> SF1=IIf(E11==G,SellFREQ,0);SFpass=SFpass+SF1;
> G=IIf(E11==G,0,G);
> }}
> Plot(BFPASS,"\nBFpass",colorBlack,8);Plot
> (SFPASS,"SFpass",colorBlue,8);
> // the trading system
> Buy=in*BarsSince(STARTBuy)%BFpass ==0;
> Sell=in*BarsSince(STARTSell)%SFpass==0;
> Short=Sell;Cover=Buy;
> Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);Short=ExRem
> (Short,Cover);Cover=ExRem(Cover,Short);
> e1=Equity(1,0);Plot(e1,"Equity",colorBrightGreen,styleOwnScale);
> PlotShapes(shapeUpTriangle*Cover,colorBrightGreen);
> PlotShapes(shapeDownTriangle*Short,colorRed);
> PlotShapes(shapeUpArrow*Buy,colorDarkGreen);
> PlotShapes(shapeDownArrow*Sell,colorDarkRed);
> Plot( 2, "Ribbon",IIf( BarsSince(Buy)>BarsSince(Sell), colorRed,
> colorGreen), styleArea|styleNoLabel, -1, 100 );
> GraphXSpace=5;
> Title=sym+", BFpass="+WriteVal(BFpass,1.0)+", SFpass="+WriteVal
> (SFpass,1.0)+", Equity="+WriteVal(e1,1.0);
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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