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Re: [amibroker] Backtesting exit strategies - how to add more complexity?



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--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx> 
wrote:
> Keith,
Anthony,

Thank you for your response.  This has been a bit of a head scratcher 
for me.

I would like to send you a print out of the figures from the 
exploration as per the code below and also an image of how the 
indicator appears on AB.  As Yahoo will not store attachements may i 
email these direct to you.

I am not sure how I would use the new function timeframeset().

Regards,

Keith N.



> 
> How are you confirming this action ? ....let me see your debug code
> please....
> 
> BTW....how about using the new timeframeset() functions...
> 
> Anthony
> 
> 
> 
> ----- Original Message ----- 
> From: "Keith Newhouse" <knewhous@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, February 17, 2004 3:13 AM
> Subject: [amibroker] Stochastic of Weekly array
> 
> 
> > Hi Group,
> >
> > In Anthony Faragasso's Stochastic of Weekly array the code 
produces a
> > week starting Friday and finishing Thursday.  Not Monday to Friday
> > which I assumed it would do.
> >
> > I am attempting to use this code to produce weekly Pivot Points 
with
> > Resistance and Support on the daily chart.  All worked quite well
> > except the actual days of the week were incorrect.
> >
> > Does Anthony or anyone else know how I can overcome this problem.
> >
> > The code is as follows;
> >
> >
> > //Support and Resistance levels
> >
> > weekstart = DayOfWeek() < Ref( DayOfWeek(), -1 );
> > weekend = DayOfWeek() > Ref( DayOfWeek(),1);
> > /**Establish Weekly Price arrays**/
> > WeeklyOpen=ValueWhen(DayOfWeek()< Ref(DayOfWeek(),-1) ,Open);
> > WeeklyHigh = ValueWhen( weekend, HighestSince( weekstart, 
High ) );
> > WeeklyLow = ValueWhen( weekend, LowestSince( weekstart, Low ) );
> > WeeklyClose=ValueWhen(DayOfWeek() > Ref( DayOfWeek(),1),Close);
> > WeeklyVolume=ValueWhen(DayOfWeek() > Ref(DayOfWeek(),1),Sum(V,5));
> >
> > P=(WeeklyHigh+WeeklyLow+WeeklyClose)/3;
> > R1=(P*2)-WeeklyLow;
> > R2=P+WeeklyHigh-WeeklyLow;
> > S1=(P*2)-WeeklyHigh;
> > S2=P-WeeklyHigh+WeeklyLow;
> >
> > Plot(P,"P",colorBlack,styleLine);
> > Plot(R1,"R1",colorIndigo,styleDots);
> > Plot(R2,"R2",colorBlue,styleThick);
> > Plot(S1,"S1",colorIndigo,styleDots);
> > Plot(S2,"S2",colorRed,styleThick);
> >
> >
> >
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
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> >
> >
> >
> 
> 
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