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Thank
you DT, you are a gentleman :-)
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>herman
<FONT face=Tahoma
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: Thursday, February 26, 2004 7:40
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
^N225 Timing System// Nikkei 2003
timingSYM="^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
digitshape=33+2*(Cum(event)%10);Color=colorIndigo;space=-40;PlotShapes(shape*EVENT,color,0,Graph0,space);//2nd
digitevent1=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 systemCb=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@xxxx]> 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 (<A
href="">http://www.grisoft.com).>
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> > > Send BUG REPORTS to
bugs@xxxx> Send SUGGESTIONS to
suggest@xxxx>
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