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hi chuck,
could i use this filter
when you make it
work
thanks davechuck_rademacher@xxxxxxxxxx wrote:
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:
Al,
I solved the problem by renaming the variable Mp into Mpos.
Thank you,
Sjaak
----- Original Message -----
From: Al Venosa
To: 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
----- Original Message -----
From: sjaak haasnoot
To: 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?
----- Original Message -----
From: sjaak haasnoot
To: 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;
Mp[--^
Error 23.Syntax error
Sjaak
----- Original Message -----
From: Howard Bandy
To: amibroker@xxxxxxxxxxxxxxx
Cc: 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 BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to suggest@xxxxxxxxxxxxx-----------------------------------------Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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