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I tried running the code here as it looks like
something that I've been searching for for a while. When I tried to run it
I keep getting syntax error 23 whenever the words calc or goal come up.
Could someone explain to me how to go about fixing this? The specific
areas where this occurs are Calc=P1; and Goal =
LastValue(BBandBot(P1, 14, 2));
Thank you,
Ron
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
dingo
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, January 31, 2004 5:41
AM
Subject: RE: [amibroker] Re: Search
Routine for Crossover Point -- EMA Version
<FONT face=Arial
color=#0000ff size=2>Take a closer look at what Fred did. He shifted the
array back by 1 bar so that it would plot into the future by
one bar. It just doesn't use the space that is non-addressable in the chart
area. Its the only solution right now and it can be adapted to
what you want by shifting the array by as many bars as you
need.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>d
From: pcwinch [mailto:pcwinch@xxxxxxxxxxxxxxx]
Sent: Saturday, January 31, 2004 9:51 AMTo:
amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] Re: Search
Routine for Crossover Point -- EMA Version
Gentlemen,
This is starting to get interesting especially of
someone can figure out how we can extend this into the whitespace area beyond
the latest data.
For example, use your favourite indicator(s) and
apply projected regression channel to the prices.
Qu: A.what happens to your indicator when prices
are at the mid and extremes of the next bar..and the next bar, then
B. use the formula below to see what happens when
the indicator is 1. extrapolated , 2. the same or 3. (2*same -
extrapolated)
What would be interesting is what happens to all
the indicators and the prices in the channel when this is applied to one
indicator, and how the indicators look in different time frames.
What does it mean to the setting of stops and exits philosophy is also an
interesting outcome.
Any comments?
Peter
----- Original Message -----
<BLOCKQUOTE
>
<DIV
>From:
<A title=ftonetti@xxxxxxxxxxxxx
href="">Fred
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, January 31, 2004 3:41
AM
Subject: [amibroker] Re: Search Routine
for Crossover Point -- EMA Version
Is there any reason to limit this to an xMA when this can
easily be done for any built in AB indicator or any custom AFL
"indicator" that one cares to write
?//
***********************************************
//// An all purpose routine to find
the price //
necessary to move an indicator to a
GOAL.//// This should work for
virtually any indicator,//
built in or otherwise. It's
demonstrated //
here using RSI & BBand's
...////
Note: It will appear to use future
quotes//
because of the
down shifting of the//
price array, but obviously it
can't//
"know"
tomorrows price. There's //
probably a way to rectify this but
//
I was more
concerned with the rest //
of the
process.//// The maximum iterations
have arbitrarily been //
set to 200 which is undoubtedly overkill
// as I've
yet to see anything take 200 even//
when tolerance was set to 0 on datastreams
// with
very high prices.//// For real usage
the saving of i in j and the//
accuracy calculation can be tossed as they
// were
only put in for demonstration purposes
////
***********************************************////
This Routine requires the following
things////
P0 = A price
array or synthetic////
Goal = The goal value of the
indicator////
Acc = An
accuracy level for the
calculations////
Set
this to the order of magnitude //
that
you want. For example if you want //
accuracy in calculated price to within //
0.01
then set it 0.01. It can even //
be set
to 0 which will force AB to //
calculate until it can't find any //
further
improvements (Usually between//
150-170
iterations) but this is semi//
useless
as improvements relative to //
price
granularity have long since //
been
gone by.////
The
lower you set it the longer it //
will
take but it's pretty quick //
(Usually between 15-30 iterations) //
unless
you set it at 0.//
//
***********************************************////
Note: Some goals are virtually unattainable
on//
the next bar, especially on the
downside//
as they would require a negative
price//
which is what this routine will show
if//
that is what is
required.////
***********************************************P0 =
C;Acc = 0.0001;LVBI = LastValue(BarIndex());Mult =
1;//
***********************************************//
Shift Price up by n orders of magnitude to make
// it >=
1. This is useful to increase //
accuracy on very low priced datastreams
// such as
the JY.//
***********************************************for (i = 0; i < 10;
i++){ if (P0[LVBI] >= 1)
i = 99;
else
Mult = Mult * 10; } //
***********************************************P1 =
Ref(P0, 1) * Mult;UpDn = 100 * P1[LVBI];for (i = 0; i < 200;
i++){// An example for finding
price associated with the next bars
BBandTop////
*****************************************************************************//
Put whatever indicator you want to goal seek here based on
P1//
*****************************************************************************
Calc = P1;//
*****************************************************************************//
Put whatever you want for the goal here
...//// The reason for putting it in
the loop is because sometimes the goal is price
// oriented
and will need to be recalculated on each
iteration.//
*****************************************************************************
Goal = LastValue(BBandBot(P1, 14,
2));//
*****************************************************************************//
An example for finding price associated with the next bars RSI value of
65////
*****************************************************************************//
Put whatever indicator you want to goal seek here based on
P1//
*****************************************************************************//
Calc = RSIa(P1, 14);//
*****************************************************************************//
Put whatever you want for the goal here
...//// The reason for putting it in
the loop is because sometimes the goal is price
// oriented
and will need to be recalculated on each
iteration.//
*****************************************************************************//
Goal = 65;//
*****************************************************************************
if (Calc[LVBI] < Goal)
P1[LVBI] = P1[LVBI] +
UpDn;
else
P1[LVBI] = P1[LVBI] - UpDn; UpDn = UpDn /
2; if (UpDn <=
Acc) {
j = i;
i = 99999;
}}Accuracy = 100 * (abs(Goal - Calc) / Goal);Filter =
BarIndex() == LVBI;AddColumn(Mult,
"Multiplier",
1.0);AddColumn(Calc[LVBI - 1] / Mult,
"Curr Ind Val", 1.9);AddColumn(Goal /
Mult,
"Goal Ind
Val", 1.9);AddColumn(Calc[LVBI] / Mult,
"Calc Ind Val",
1.9);AddColumn(j,
"Iterations", 1.0);AddColumn(Accuracy,
"Accuray
(%)", 1.9);AddColumn(Ref(P1, -1) /
Mult, "Todays
Price", 1.9);AddColumn(P1 / Mult,
"Goal
Price", 1.9);Send BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
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To visit your group on the web, go to:<A
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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/)
--------------------------------------------
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