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Sjaak,
I will download ^AEX and revert ASAP.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, sjaak haasnoot <sjaakhaasnoot@xxxx>
wrote:
>
> Hi Dimitris,
>
> What do I have to change for using it for the Dutch AEX?
>
> Thank you,
>
> Sjaak
>
>
>
>
> ----- Original Message -----
> From: DIMITRIS TSOKAKIS
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Thursday, February 26, 2004 1:40 PM
> Subject: [amibroker] Re: ^N225 Timing System
>
>
> // 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
> > >
> > >
> > > ---
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2/10/2004
> >
> >
> >
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