|
PureBytes Links
Trading Reference Links
|
When you run your exploration , are you selecting n
last quotations and n=1....?
Anthony
<FONT
face=Arial>==============================================
No, I did not have it set for n last quotations and
n=1. I had it set FROM >9/09/2003 TO>9/09/2003. I
chose this date because I wanted to see how well it would perform when it
selected stocks at the beginning of a down period of the DOW.
I just rechecked the results this morning running it both
ways, and indeed, it did perform correctly in both modes. The only excuse
I have for my mistake is that I was doing this after 2:00 AM when I should
have been sleeping.
Your question regarding the n=setting implies that it may
make a difference in the results. If this is the case,
I would appreciate hearing how it might make a
difference.
Thanks to everyone for checking this, and for the
additional add column suggestion. Ron D
----- Original Message -----
<BLOCKQUOTE
>
<DIV
>From:
Jayson
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, January 27, 2004 8:47
AM
Subject: RE: [amibroker] Moving average
convergence coding
<FONT face=Arial color=#0000ff
size=2>Ron,
A
real quick study would be for you to simply add the line
<FONT color=#0000ff
size=2>
<FONT color=#0000ff
size=2>AddColumn<FONT color=#282828
size=2>(RSI30up60diff<RSI30up60diff1,<FONT color=#ff00ff
size=2>"True");
<FONT color=#282828
size=2>
<FONT
face=Arial color=#0000ff>to your exploration. In a 20 day scan of some 500
stocks I found the filter was in fact correct 100% of the time, for the date
given. Are you perhaps expecting to see only those stocks who passed the test
TODAY?? If so set range to n=1 bar.
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: mrdavis9
[mailto:mrdavis9@xxxxxxxxxx]Sent: Tuesday, January 27, 2004 3:49
AMTo: amibrokerSubject: [amibroker] Moving average
convergence coding
I think I have a good understanding of a few of the
most basic things that Amibroker can do, but this exploration
below is not performing as I think I have coded it to perform. This
exploration has been designed by viewing an indicator window which displays
Guppy type moving averages of short term, and long term moving averages of
multiple timeframes of RSI. The problem occurs with the
requirement of>>>>>
RSI30up60diff<RSI30up60diff1. To check this, you only
have to run this exploration for a very short time, and then click on a few of
the symbols that it picked. You will also need to install this
included indicator window code in order to view the popup menu. This
will enable you to see that, in most of the symbols chosen by this
exploration, RSI30up60diff is
NOT less than RSI30up60diff1. You can
increase the amount of time that the popup menu stays visible by clicking
on TOOLS>PREFERENCES> MISCELLANEOUS . Then, you can
change the DATA TIP AUTO-HIDE TIMEOUT (sec) to 32 which is the maximum menu
viewing time allowed.
I will really appreciate it if some of you GURUS from around the world
could figure out why this coding is not sucessful in selecting values of
RSI30up60diff which are ALWAYS LESS THAN RSI30up60diff1, instead of
selecting values of RSI30up60diff which are usually MORE THAN
RSI30up60diff1 . TIA for any assistance in resolving
this. Ron D
===========================================================================================================
THIS IS THE EXPLORATION, AND BELOW THIS EXPLORATION IS THE
NECESSARY INDICATOR WINDOW.
RSI30=EMA(RSI(<FONT
color=#ff00ff>30),4);
RSI40=EMA(RSI(<FONT
color=#ff00ff>40),4);
RSI50=EMA(RSI(<FONT
color=#ff00ff>50),4);
RSI60=EMA(<FONT
color=#0000ff>RSI(60),<FONT
color=#ff00ff>4);
RSI30up60seq=RSI30<RSI40 AND RSI40<RSI50 AND
RSI50<RSI60;
RSI30up60diff=abs(<FONT
color=#0000ff>EMA(RSI(<FONT
color=#ff00ff>60),4)-<FONT
color=#0000ff>EMA(RSI(<FONT
color=#ff00ff>30),4));
RSI30up60diff1=Ref(RSI30up60diff,-<FONT
color=#ff00ff>1);
Filter=MA(V,<FONT
color=#ff00ff>50)>100000 AND
RSI30up60diff<RSI30up60diff1 AND RSI30up60seq;<FONT
size=2>
Buy=Filter;
AddColumn(C,"close ",<FONT
color=#ff00ff>1.2);
AddColumn(V,"Vol ",<FONT
color=#ff00ff>1.0);
AddColumn(MA(V,<FONT
color=#ff00ff>50),"MAvol ",<FONT
color=#ff00ff>1.0);
AddColumn(StochK(<FONT
color=#ff00ff>14),"14 ",<FONT
color=#ff00ff>1.0);
AddColumn(StochK(<FONT
color=#ff00ff>40),"40 ",<FONT
color=#ff00ff>1.0);
=================================================================================
This is the code for the indicator window where you can
check the results of running this exploration in order to see that
Title="GUPPY MA10(MTF's of
RSI)";
period=4<FONT
size=2>;
Plot(EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>2),period),<FONT color=#ff00ff
size=2>"2yellow"<FONT
size=2>,colorYellow,styleThick);<FONT color=#0000ff
size=2>
Plot(EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>3),period),<FONT color=#ff00ff
size=2>"3green"<FONT
size=2>,colorGreen,styleThick);<FONT color=#0000ff
size=2>
Plot(EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>4),period),<FONT color=#ff00ff
size=2>"rsi4"<FONT
size=2>,colorRed,styleLine);<FONT color=#0000ff
size=2>
Plot(EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>5),period),<FONT color=#ff00ff
size=2>"rsi5"<FONT
size=2>,colorRed,styleLine);<FONT color=#0000ff
size=2>
Plot(EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>6),period),<FONT color=#ff00ff
size=2>"rsi6"<FONT
size=2>,colorRed,styleLine);<FONT color=#0000ff
size=2>
Plot(EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>7),period),<FONT color=#ff00ff
size=2>"rsi7"<FONT
size=2>,colorRed,styleLine);<FONT color=#0000ff
size=2>
Plot(EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>8),period),<FONT color=#ff00ff
size=2>"rsi8"<FONT
size=2>,colorRed,styleLine);<FONT color=#0000ff
size=2>
Plot(EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>10),period),<FONT
color=#ff00ff size=2>"rsi10"<FONT
size=2>,colorRed,styleLine);<FONT color=#0000ff
size=2>
Plot(EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>12),period),<FONT
color=#ff00ff size=2>"rsi12"<FONT
size=2>,colorRed,styleLine);<FONT color=#0000ff
size=2>
Plot(EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>15),period),<FONT
color=#ff00ff size=2>"rsi15"<FONT
size=2>,colorRed,styleLine);<FONT color=#0000ff
size=2>
Plot(EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>20),period),<FONT
color=#ff00ff size=2>"rsi20"<FONT
size=2>,colorBlue,styleLine);<FONT color=#0000ff
size=2>
Plot(EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>25),period),<FONT
color=#ff00ff size=2>"rsi25"<FONT
size=2>,colorBlue,styleLine);<FONT color=#0000ff
size=2>
Plot(EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>30),period),<FONT
color=#ff00ff size=2>"rsi30"<FONT
size=2>,colorBlue,styleLine);<FONT color=#0000ff
size=2>
Plot(EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>35),period),<FONT
color=#ff00ff size=2>"rsi35"<FONT
size=2>,colorBlue,styleLine);<FONT color=#0000ff
size=2>
Plot(EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>40),period),<FONT
color=#ff00ff size=2>"rsi40"<FONT
size=2>,colorBlue,styleLine);<FONT color=#0000ff
size=2>
Plot(EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>45),period),<FONT
color=#ff00ff size=2>"rsi45"<FONT
size=2>,colorBlue,styleLine);<FONT color=#0000ff
size=2>
Plot(EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>50),period),<FONT
color=#ff00ff size=2>"rsi50"<FONT
size=2>,colorBlue,styleLine);<FONT color=#0000ff
size=2>
Plot(EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>60),period),<FONT
color=#ff00ff size=2>"rsi60"<FONT
size=2>,colorBlue,styleLine);
plotcross=Plot<FONT
size=2>(Cross<FONT
size=2>(EMA(<FONT
color=#0000ff size=2>RSI(<FONT color=#ff00ff
size=2>2),4<FONT
size=2>),EMA<FONT
size=2>(EMA(<FONT
color=#0000ff size=2>RSI(<FONT color=#ff00ff
size=2>2),4<FONT
size=2>),2<FONT
size=2>)),"buyX"<FONT
size=2>,colorGreen,styleOwnScale);
RSI30up60diff=abs<FONT
size=2>(EMA(<FONT
color=#0000ff size=2>RSI(<FONT color=#ff00ff
size=2>60),4<FONT
size=2>)-EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>30),<FONT color=#ff00ff
size=2>4));
Plot(RSI30up60diff,<FONT color=#ff00ff
size=2>"RSI<FONT
color=#ff00ff size=2>30up60diff white"<FONT
size=2>,colorWhite,styleOwnScale);
RSI2up8diff=abs<FONT
size=2>(EMA(<FONT
color=#0000ff size=2>RSI(<FONT color=#ff00ff
size=2>8),4<FONT
size=2>)-EMA<FONT
size=2>(RSI(<FONT
color=#ff00ff size=2>2),<FONT color=#ff00ff
size=2>4));
Plot(RSI2up8diff,<FONT color=#ff00ff
size=2>"<FONT face="Courier New" color=#ff00ff
size=2>RSI2up8DIFF black"<FONT
size=2>,colorBlack,styleOwnScale);Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
To visit your group on the web, go to:<A
href="">http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:<A
href="">amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend
SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
To visit your group on the web, go to:<A
href="">http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:<A
href="">amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
<BLOCKQUOTE
><FONT
face="Courier New">---Outgoing mail is certified Virus
Free.Checked by AVG anti-virus system (<A
href="">http://www.grisoft.com).Version: 6.0.566
/ Virus Database: 357 - Release Date:
1/25/2004
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.
|