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Re: [amibroker] Sigma Bands



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I never write any comments on your post, but I always appreciate the 
afl programming tips that you give.
Thanks Dimitri.

stephane


 wrote:
> Explore thae database for the n=1 last quotations with
> 
> // Long term RSI categories
> n=200;
> r1=MA(RSI(n/4),n);
> r2=LinearReg(r1,n/2);Filter=1;
> CategoryRemoveSymbol( "", categoryWatchlist, 21 ); 
> CategoryRemoveSymbol( "", categoryWatchlist, 22 ); 
> CategoryRemoveSymbol( "", categoryWatchlist, 23 ); 
> CategoryRemoveSymbol( "", categoryWatchlist, 24 ); 
> Cond1=LastValue(ROC(r1,1)>=0 AND r1<50); //bullish
> Cond2=LastValue(ROC(r1,1)>=0 AND r1>=50); //extra bullish
> Cond3=LastValue(ROC(r1,1)<0 AND r1>=50);//bearish
> Cond4=LastValue(ROC(r1,1)<0 AND r1<50); //extra bearish
> if( Cond1 ) 
> { 
> CategoryAddSymbol( "", categoryWatchlist, 21 ); 
> } 
> if( Cond2 ) 
> { 
> CategoryAddSymbol( "", categoryWatchlist, 22 ); 
> } 
> if( Cond3 ) 
> { 
> CategoryAddSymbol( "", categoryWatchlist, 23 ); 
> } 
> if( Cond4 ) 
> { 
> CategoryAddSymbol( "", categoryWatchlist, 24 ); 
> } 
> AddColumn(r1,"r1");
> AddColumn(Cond1,"cond1",1.0);
> AddColumn(Cond2,"cond2",1.0);
> AddColumn(Cond3,"cond3",1.0);
> AddColumn(Cond4,"cond4",1.0);
> 
> Hit View->Refresh All  and the stocks will automatically be placed 
in 
> WL21:Bullish
> WL22:Extra bullish
> WL23:Bearish
> WL24:Extra bearish.
> The use of the separation is mainly protective :
> Avoid, for example, to go Long with stocks belonging to the WL24.
> [See MEDI and FHCC the last 3-4 months. Long trades, from any 
system, would probably cause damages]
> You may ignore Short signals for stocks in the first categories.
> CSCO, for example, would not give important Short profits from 
midMarch 2003 till the end of Jan2004.
> The 4 phases are easily recognized in Indicator builder with
> 
> n=200;
> r1=MA(RSI(n/4),n);
> r2=LinearReg(r1,n/2);
> Plot(r1,"["+WriteVal(n,1.0)+"]",1,1);
> Plot(r2,"r2",4,1);GraphXSpace=5;
> Plot( 5,"Ribbon",IIf( ROC(r1,1)>=0 AND r1<50, colorTurquoise,IIf(ROC
(r1,1)>=0 AND r1>=50,colorBrightGreen,IIf(ROC(r1,1)<0 AND 
r1>=50,colorPink,colorDarkRed))),styleOwnScale|styleArea|styleNoLabel,
 -0.5, 100 );
> 
> THE N100 MARKET BEHAVIOR
> Scan all N100 stocks, all quotations with
> 
> // LONGTERM RSI COMPOSITES
> n=200;
> r1=MA(RSI(n/4),n);
> r2=LinearReg(r1,n/2);
> AddToComposite(r1>50,"~bullRSI","v");
> AddToComposite(r1>50 AND r1>Ref(r1,-1),"~bullRSIa","v");
> AddToComposite(r1>Ref(r1,-1),"~bullRSIb","v");
> AddToComposite(1,"~count","v");
> Buy=0;
> 
> and then, in Indicator builder paste the
> 
> // LONGTERM RSI COMPOSITES GRAPHS
> x=100*Foreign("~bullRSI","v")/Foreign("~count","v");
> xa=100*Foreign("~bullRSIa","v")/Foreign("~count","v");
> xb=100*Foreign("~bullRSIb","v")/Foreign("~count","v");
> Plot(x,"BullRSI",1,1+4);Plot(xb,"Asc RSI",4,1+4);
> Plot(xa,"Bull+Asc RSI",2,2+4);
> 
> The real party was from A [the lowest BullRSI] till B [when the 
ascending RSIs became less than the RSI>50]
> The market is obviously o/b the last 5 moths and retracements are 
expected. 
> The sharp troughs of the [red] ascending RSI population give nice 
re-entry points.
> Dimitris Tsokakis



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