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Ron,
I was not implying anything....I was trying
to ( understand / guess ) what you had your range setting
on..since you did not relate that information in your email....setting Range to
n last quotation and n=1 will have the exploration performed on the last bar of
data history...that is all I was asking, because when I ran the exploration with
the above setting ...it worked properly.....
Setting your range to a specific from / to
date as you mention in your present email is Ok....the exploration will be
performed on that date..
Anthony
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
mrdavis9
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, January 27, 2004 11:18
AM
Subject: Re: [amibroker] Moving average
convergence coding
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:
<A title=jcasavant@xxxxxxxxxxx
href="">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=<FONT
color=#0000ff>EMA(RSI(<FONT
color=#ff00ff>60),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(<FONT color=#0000ff
size=2>EMA(<FONT color=#0000ff
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(<FONT color=#0000ff
size=2>EMA(<FONT color=#0000ff
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(<FONT color=#0000ff
size=2>EMA(<FONT color=#0000ff
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(<FONT color=#0000ff
size=2>EMA(<FONT color=#0000ff
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(<FONT color=#0000ff
size=2>EMA(<FONT color=#0000ff
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(<FONT color=#0000ff
size=2>EMA(<FONT color=#0000ff
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(<FONT color=#0000ff
size=2>EMA(<FONT color=#0000ff
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(<FONT color=#0000ff
size=2>EMA(<FONT color=#0000ff
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(<FONT color=#0000ff
size=2>EMA(<FONT color=#0000ff
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(<FONT color=#0000ff
size=2>EMA(<FONT color=#0000ff
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(<FONT color=#0000ff
size=2>EMA(<FONT color=#0000ff
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(<FONT color=#0000ff
size=2>EMA(<FONT color=#0000ff
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(<FONT color=#0000ff
size=2>EMA(<FONT color=#0000ff
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(<FONT color=#0000ff
size=2>EMA(<FONT color=#0000ff
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(<FONT color=#0000ff
size=2>EMA(<FONT color=#0000ff
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(<FONT color=#0000ff
size=2>EMA(<FONT color=#0000ff
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(<FONT color=#0000ff
size=2>EMA(<FONT color=#0000ff
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(<FONT color=#0000ff
size=2>EMA(<FONT color=#0000ff
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
size=2>(RSI<FONT
size=2>(2<FONT
size=2>),4<FONT
size=2>),EMA<FONT
size=2>(EMA<FONT
size=2>(RSI<FONT
size=2>(2<FONT
size=2>),4<FONT
size=2>),2<FONT
size=2>)),"buyX"<FONT
size=2>,colorGreen,styleOwnScale);
RSI30up60diff=abs<FONT
size=2>(EMA<FONT
size=2>(RSI<FONT
size=2>(60<FONT
size=2>),4<FONT
size=2>)-EMA<FONT
size=2>(RSI<FONT
size=2>(30<FONT
size=2>),4<FONT
size=2>));
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
size=2>(RSI<FONT
size=2>(8<FONT
size=2>),4<FONT
size=2>)-EMA<FONT
size=2>(RSI<FONT
size=2>(2<FONT
size=2>),4<FONT
size=2>));
Plot(RSI2up8diff,<FONT color=#ff00ff
size=2>"<FONT face="Courier New" color=#ff00ff
size=2>RSI2up8DIFF black"<FONT
size=2>,colorBlack,styleOwnScale);Send
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