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Copy for previous message from
Tomasz
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:
dave oooo
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, January 17, 2004 9:34
AM
Subject: Re: [amibroker] Kalman Filter
and/or PREV statement
hi chuck,
could i use this filter
when you make it
work
thanks dave<A
href="">chuck_rademacher@xxxxxxxxxx
wrote:
<BLOCKQUOTE class=replbq
>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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