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Isn't
it /* that kills the line because the other end doesn't
say */
<FONT face=Arial color=#0000ff
size=2>
Try
This ...
Mr.
Valley
<FONT face=Arial color=#0000ff
size=2>
/*Search routine to Find a Crossover Point */<FONT
size=1>
////////////////////////////////////////////////////////////////////////////////////////////
// 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<FONT
size=1>(BarIndex());
Mult = 1<FONT
size=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.
// ***********************************************<FONT
color=#800000 size=1>
for (i = <FONT color=#ff00ff
size=1>0; i < <FONT color=#ff00ff
size=1>10; i++)
{
if (P0[LVBI]
>= 1)
i = 99;
else
Mult = Mult * 10;
}
//////////////////////////////////////////////////////////////////////////////////////////<FONT
size=1>
P1 = Ref(P0,
1) * Mult;
UpDn = 100 *
P1[LVBI];
for (i = <FONT color=#ff00ff
size=1>0; i < <FONT color=#ff00ff
size=1>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
//////////////////////////////////////////////////////////////////////////////////////////<FONT
size=1>
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.
//////////////////////////////////////////////////////////////////////////////////////////<FONT
size=1>
Goal = LastValue<FONT
size=1>(BBandBot(P1,
14, <FONT
color=#ff00ff size=1>2));<FONT color=#008000
size=1>
//////////////////////////////////////////////////////////////////////////////////////////<FONT
size=1>
// An example for finding price associated with the next bars RSI value of
65
//
//////////////////////////////////////////////////////////////////////////////////////////<FONT
size=1>
// 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, <FONT color=#ff00ff
size=1>"Multiplier", <FONT color=#ff00ff
size=1>1.0);
AddColumn(Calc[LVBI - <FONT color=#ff00ff
size=1>1] / Mult,"Curr Ind
Val", 1.9<FONT
size=1>);
AddColumn(Goal / Mult, <FONT color=#ff00ff
size=1>"Goal Ind Val", <FONT color=#ff00ff
size=1>1.9);
AddColumn(Calc[LVBI] / Mult,<FONT color=#ff00ff
size=1>"Calc Ind Val", <FONT color=#ff00ff
size=1>1.9);
AddColumn(j, <FONT color=#ff00ff
size=1>"Iterations", <FONT color=#ff00ff
size=1>1.0);
AddColumn(Accuracy, <FONT color=#ff00ff
size=1>"Accuray (%)", <FONT color=#ff00ff
size=1>1.9);
AddColumn(<FONT color=#0000ff
size=1>Ref(P1, -<FONT color=#ff00ff
size=1>1) / Mult, "Todays
Price", 1.9<FONT
size=1>);
AddColumn(P1 / Mult, <FONT color=#ff00ff
size=1>"Goal Price", <FONT color=#ff00ff
size=1>1.9);
<FONT face=Tahoma
size=2>-----Original Message-----From: dingo
[mailto:dingo@xxxxxxxxxxxx]Sent: Saturday, January 31, 2004 12:38
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Re: Search Routine for Crossover Point -- EMA Version
<FONT face=Arial
color=#0000ff size=2>Ron - the code has been mangled by Yahoo.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>That's what's causing your problems if you just copied
and pasted it without trying to straigthen out the line
wraps.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>Its not an easy thing to do since Fred used such long "*'
lines.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>d
From: Ron Morton
[mailto:mortonr003@xxxxxxxxxxxxx] Sent: Saturday, January 31, 2004
2:07 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] Re: Search Routine for Crossover Point -- EMA
Version
All I did was copy the code from the messages
here and put it into amibroker. No changes were made to the code, as
soon as I hit apply I would get the syntax error message. I highlighted
in red on the code on this page where there errors occurred.
ron
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=jcasavant@xxxxxxxxxxx
href="">Jayson
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, January 31, 2004 8:52
AM
Subject: RE: [amibroker] Re: Search
Routine for Crossover Point -- EMA Version
<FONT face=Arial color=#0000ff
size=2>Impossible to say with out seeing the code..... sounds like you are
calling calc and goal prior to defining them..
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Ron Morton
[mailto:mortonr003@xxxxxxxxxxxxx]Sent: Saturday, January 31, 2004
1:41 PMTo: <A
href="">amibroker@xxxxxxxxxxxxxxxSubject:
Re: [amibroker] Re: Search Routine for Crossover Point -- EMA
Version
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 <FONT face="Courier New"
size=3>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; Syntax error
here//
*****************************************************************************//
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); Syntax error
here//
*****************************************************************************//
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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