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// Nikkei 2003 timing
SYM="^N225";
STARTBUY=DateNum()==1030131;
STARTSELL=DateNum()==1030217;
startIP=DateNum()==1030530;in=DateNum()>=1030530;
x=17;
EVENT=BarsSince(startIP)%x==0;
Plot(50,"",1,1);
//1st digit
shape=33+2*(Cum(event)%10);
Color=colorIndigo;space=-40;
PlotShapes(shape*EVENT,color,0,Graph0,space);
//2nd digit
event1=Cum(event)%10==0 AND Ref(Cum(event)%10,-1)!=0;
Counter1=Cum(event1);
shape1 = IIf(counter1==0,shapeNone,shapeDigit0 + 2 * ( Counter1%
10 )) ;
PlotShapes(event*shape1,color,0,Graph0,space+10);
Plot(0,"",1,1);
G=0;
for(BuyFREQ=10;BuyFREQ<40;BuyFREQ++)
{
for(SellFREQ=10;SellFREQ<40;SellFREQ++)
{
Buy=BarsSince(STARTBuy)%Buyfreq ==0;
Sell=BarsSince(STARTSell)%Sellfreq==0;
Short=Sell;Cover=Buy;
Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);Short=ExRem
(Short,Cover);Cover=ExRem(Cover,Short);
e1=Equity(1,0);E11=ValueWhen(EVENT,E1);G=IIf(G>E11,G,E11);
}}
BFpass=0;SFpass=0;
for(BuyFREQ=10;BuyFREQ<40;BuyFREQ++)
{
for(SellFREQ=10;SellFREQ<40;SellFREQ++)
{
Buy=BarsSince(STARTBuy)%Buyfreq ==0;
Sell=BarsSince(STARTSell)%Sellfreq==0;
Short=Sell;Cover=Buy;
Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);Short=ExRem
(Short,Cover);Cover=ExRem(Cover,Short);
e1=Equity(1,0);
E11=ValueWhen(EVENT,E1);
BF1=IIf(E11==G,BuyFREQ,0);BFpass=BFpass+BF1;
SF1=IIf(E11==G,SellFREQ,0);SFpass=SFpass+SF1;
G=IIf(E11==G,0,G);
}}
Plot(BFPASS,"\nBFpass",colorBlack,8);Plot
(SFPASS,"SFpass",colorBlue,8);
// the trading system
Cb=in*BarsSince(STARTBuy)%BFpass ==0;
Cs=in*BarsSince(STARTSell)%SFpass==0;
Cb=ExRem(Cb,Cs);Cs=ExRem(Cs,Cb);
Buy=in*BarsSince(STARTBuy)%BFpass ==0;
Sell=in*BarsSince(STARTSell)%SFpass==0;
Short=Sell;Cover=Buy;
Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);Short=ExRem
(Short,Cover);Cover=ExRem(Cover,Short);
e1=Equity(1,0);Plot(e1,"Equity",colorBrightGreen,styleOwnScale);
PlotShapes(shapeUpTriangle*Cb,colorBrightGreen);
PlotShapes(shapeDownTriangle*Cs,colorRed);
PlotShapes(shapeUpArrow*Cb,colorDarkGreen);
PlotShapes(shapeDownArrow*Cs,colorDarkRed);
Plot( 2, "Ribbon",IIf( BarsSince(Buy)>BarsSince(Sell), colorRed,
colorGreen), styleArea|styleNoLabel, -1, 100 );
GraphXSpace=5;
Title=sym+", BFpass="+WriteVal(BFpass,1.0)+", SFpass="+WriteVal
(SFpass,1.0)+", Equity="+WriteVal(e1);
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> DT, i have not folowed this thread, could you repost the "^N225
Timing
> System"?
>
> Many thanks,
> herman.
> -----Original Message-----
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> Sent: Thursday, February 26, 2004 7:15 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: ^N225 Timing System
>
>
> Anthony,
> Yes, why not.**
> Just a few changes re:datenums.
> If you miss the code, let me know to re-transmit
> Dimitris
> **the ^N100 2002timing was really great !!
> --- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso"
<ajf1111@xxxx>
> wrote:
> > Dimitri,
> >
> > Can this be adapted to other markets...?
> >
> >
> > Thank you
> > Anthony
> >
> >
> > ---
> > Outgoing mail is certified Virus Free.
> > Checked by AVG anti-virus system (http://www.grisoft.com).
> > Version: 6.0.583 / Virus Database: 369 - Release Date: 2/10/2004
>
>
>
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