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Hi Dimitris,
Same for ^TA100, with many thanks.
Herbert
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, February 26, 2004 4:07 PM
Subject: [amibroker] Re: ^N225 Timing System
> 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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