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Found the reason,
The Ref function is iterating from Bar 0 onward.
And so, The Array also needs to be iterated from Bar 0 onward.
Not Lastbar backward as it was in the original code...........
Also, does anyone know why I have
to Store the Array in Reverse??? (BC-BCL)
ie Array[0] is ending up as Array[LastBar] in the
composite...................
KR
Michael.
SCAN CODE:
// Create Trend
Direction Composite V1.1 (Daily Only)
//
// This is to be run in
SCAN mode.
// Note - This scan can be slow, Don't run on "All
Stocks"!
// Setup
// Use Zig 7. (Default)
// Filter = Current Stock (eg. Index)
// n = 1
Buy =
1;
// To Satisfy
scan (Create Composite)
//Scan:
CompName =
Name()
+
"~Trend";
BC =
(BarCount-1);
//Arrays size is
same (Shortcut)
adjz =
Param("Zig",7,0,15,0.1);
for(
BCL =
(BarCount-1);
BCL >=
0;
BCL-- )
{
CAdj =
Ref(Close,-BCL);
LTB =
TroughBars(CAdj,adjz,1);
LPB =
PeakBars(CAdj,adjz,1);
for(
i =
(adjz*10);
i >
-1;
i-- )
{
adjz2 =
i/10;
LTB2 =
TroughBars(CAdj,adjz2);
LPB2 =
PeakBars(CAdj,adjz2);
if
((LTB[BC] != LTB2[BC]) OR (LPB[BC] != LPB2[BC])) {i=0;}
}
// Create Unique Primary & Secondary Arrays in For Loop.
// On ref array, insert into Specific array Position.
// 1 = UP, 2 = Down. //Array is stored Reverse???
Primary[(BC-BCL)] = IIf( (LTB[BC] < LPB[BC]),1,2);
Secondary[(BC-BCL)] = IIf( (LTB2[BC] < LPB2[BC]),1,2);
}
//Add Primary & Secondary ARRAYS to composite.
AddToComposite( Primary, CompName, "O",3);
AddToComposite( Secondary, CompName, "H",3);
AddToComposite( 1, CompName, "IO",3 );
At 11:44 AM 26/01/2004, you wrote:
Here's some little Code Snippets from my trading system work in progress.
You should be able to just Cut N Paste into Amibroker.
1st up is an Indicator that shows WalkForward conditions of ZigTrend status.
2nd is a Scan that creates a composite of those WalkForward Conditions.
The trends are derived from PeakBar & TroughBar functions.
I have Implemented the Calculation of Zig in a SAFE manner (Within a WalkForward style For Loop), For the creation of the Trend directions.
Any insights to this (Good or Bad) would be very much welcome at this point.
INDICATOR Notes:
Use the Parameter function (CTRL-R) to move back in time, Watch the Primary and Secondary Trends change as you Move Back.
SCAN Notes:
Creates a composite ticker (Based on selected Ticker) Indicating Primary and Secondary Trends. Composite is named: Ticker~Trend
COMPOSITE Notes:
Open is considered the Primary Trend
High is considered the Secondary Trend
1 is considered UP
2 is considered DOWN
INDICATOR CODE:
// Trend Direction Indicator V1. (Daily Only)
// Use Zig 7.
BC = (BarCount-1); //Arrays size is same (Shortcut)
adjz = Param("Zig",7,0,15,0.1);
adjc = Param("Back",0,0,BarCount,1);
CAdj = Ref(Close,-adjc);
LTB = TroughBars(CAdj,adjz,1);
LPB = PeakBars(CAdj,adjz,1);
PlotZig1 = Zig(CAdj,adjz);
for( i = (adjz*10); i > -1; i-- )
{
adjz2 = i/10;
LTB2 = TroughBars(CAdj,adjz2);
LPB2 = PeakBars(CAdj,adjz2);
if ((LTB[BC] != LTB2[BC]) OR (LPB[BC] != LPB2[BC])) {i=0;}
}
PlotZig2 = Zig(CAdj,adjz2);
if (LTB[BC] < LPB[BC])
{ Primary = "Up";}
else
{ Primary = "Down";}
if (LTB2[BC] < LPB2[BC])
{ Secondary = "Up";}
else
{ Secondary = "Down";}
WriteVal(BarCount)+" BarCount (Total)";
WriteVal(BC)+" BC (For Arrays)\n";
Plot(CAdj,"Close",1,styleLine);
Plot(PlotZig1,"Zig",colorBlue,styleLine);
Plot(PlotZig2,"Zig2",colorRed,9); // Line-Dots.
Title = Name() +
"\nPrimary: " + Primary +
"\nSecondary: " + Secondary +
"\n\\c38Diagnostics....." +
"\nLTB1: " + LTB + //" BC: " + LTB[BC] +
"\nLPB1: " + LPB + //" BC: " + LPB[BC] +
"\nLTB2: " + LTB2 + //" BC: " + LTB2[BC] +
"\nLPB2: " + LPB2 + //" BC: " + LPB2[BC] +
"\nBarIndex: " +BarIndex() +
"\nRef Adjust: -" + Adjc +
"\nZig1: " + adjz +
"\nZig2: " + adjz2 +
"\nClose Price: " + Cadj;
SCAN CODE:
// Create Trend Direction Composite V1. (Daily Only)
//
// This is to be run in SCAN mode.
// Note - This scan can be slow, Don't run on "All Stocks"!
// Setup
// Use Zig 7. (Default)
// Filter = Current Stock (eg. Index)
// n = 1
Buy = 1; // To Satisfy scan (Create Composite)
//Scan:
CompName = Name() + "~Trend";
BC = (BarCount-1); //Arrays size is same (Shortcut)
adjz = Param("Zig",7,0,15,0.1);
for( BCL = (BarCount-1); BCL > -1; BCL-- )
{
CAdj = Ref(Close,-BCL);
LTB = TroughBars(CAdj,adjz,1);
LPB = PeakBars(CAdj,adjz,1);
for( i = (adjz*10); i > -1; i-- )
{
adjz2 = i/10;
LTB2 = TroughBars(CAdj,adjz2);
LPB2 = PeakBars(CAdj,adjz2);
if ((LTB[BC] != LTB2[BC]) OR (LPB[BC] != LPB2[BC])) {i=0;}
}
// Create Unique Primary & Secondary Arrays in For Loop.
// On ref array, insert into Specific array Position.
// 1 = UP, 2 = Down.
Primary[BCL] = IIf( (LTB[BC] < LPB[BC]),1,2);
Secondary[BCL] = IIf( (LTB2[BC] < LPB2[BC]),1,2);
}
//Add Primary & Secondary ARRAYS to composite.
AddToComposite( Primary, CompName, "O",3);
AddToComposite( Secondary, CompName, "H",3);
AddToComposite( 1, CompName, "IO",3 );
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send 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
Yahoo! Groups Links
To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send 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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To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
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Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
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