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RE: [amibroker] GetBaseIndex



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<FONT face=Arial color=#0000ff 
size=2>Dimitris,
<FONT face=Arial color=#0000ff 
size=2> 
Thanks 
for this interesting study.  One question: aren't you peeking just a bit 
into the future in calculating Profit in step 3 by referencing the Open price on 
the bar where Filter fires?  I don't think this would make a big 
difference, anyway.  Or maybe I'm missing something...?  


  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Dimitris Tsokakis 
  [mailto:TSOKAKIS@xxxxxxxxx]Sent: Friday, March 12, 2004 3:44 
  AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] A 
  profitable Indicator[step by step]
   
  Step1.
  
  Create  the "~OUT1" composite ticker for the N100 
  market.
  KUP and KDOWN are the Keltner Resistance/Support, the 
  condition OUT1 occurs when a stock closes 
  below the Keltner support for the first 
  time.
  The "~OUT1" counts how many tickers did 
  it. 
   
  // OUT1
  // scan the N100 database for all 
  quotationsKUP=EMA((H+L+C)/3,10)+EMA(H-L,10);KDOWN=EMA((H+L+C)/3,10)-EMA(H-L,10);OUT1=C<KDOWN 
  AND 
  Ref(C,-1)>Ref(KDOWN,-1);AddToComposite(OUT1,"~OUT1","V");AddToComposite(1,"~COUNT","V");Buy=0;
   
  Step2.
  
  After creating the composite ticker, paste in IB 
  the
   
  // BUY ARROWS
  X1=Foreign("~out1","V");Filter=Ref(x1,-1)>20 AND 
  x1<10;SetForeign("^NDX");Plot(C,"",1,64);PlotShapes(shapeUpArrow*Filter,colorBrightGreen);GraphXSpace=5;
   
  It will plot a green arrow when the "~OUT1" changes 
  dramatically from >20 to <10.
  The signals are quite reliable for the recent bullish 
  period, the delays are not bad and may give hints for the re-entry 
  points.
  [see Fig. 1]
   
  Step3.
  
  After creating the "~out1" composite, let us see the highest 
  possible profit for a N100 stock.The daily function p1 resets to 0 at 
  every buy bar and gives the highest partial profit from arrow to 
  arrow.Paste in an IB window the 
   
  // Highest individual 
  profitX1=Foreign("~out1","V");Filter=Ref(x1,-1)>20 AND 
  x1<10;PlotShapes(shapeUpArrow*Filter,colorBrightGreen);p1=100*(-1+H/Ref(O,-BarsSince(Filter)));Plot(0,"0",colorBlack,1);Plot(p1,"p1",IIf(p1>0,colorBrightGreen,colorRed),8+2);
   
  Select a N100 ticker from the symbol tree to see the 
  individual profits per period.
  [See Fig. 2]
   
  Step4.
  
  To see the % of the profitable stocks for the whole 
  N100 database:
   
  // Create the average p1
  // scan the N100 database for all 
  quotations  
  X1=Foreign("~out1","V");Filter=Ref(x1,-1)>20 AND 
  x1<10;p1=100*(-1+H/Ref(C,-BarsSince(Filter)));AddToComposite(p1,"~p1","C");AddToComposite(p1>0,"~profitable","v");Buy=0;
   
  Step5.
   
  // The average p1 
  graphX1=Foreign("~out1","V");Plot(0,"0",colorBlack,1);Plot(-10,"",1,1);Filter=Ref(x1,-1)>20 
  AND 
  x1<10;//Plot(C,"",1,64);PlotShapes(shapeSmallUpTriangle*Filter,colorBrightGreen); 
  pAV=Foreign("~p1","C")/Foreign("~count","v");Profitables=100*Foreign("~profitable","v")/Foreign("~count","v");Plot( 
  5, "Ribbon",IIf( profitables>90, colorBlue,IIf(profitables>75, 
  colorLightBlue,IIf(profitables>50,colorYellow,colorRed))), 
  styleArea|styleNoLabel|styleOwnScale,-1,100 
  );Plot(IIf(Filter,0,pAV),"pAV",IIf(pAV>0,colorBlack,colorRed),styleArea);Title="The 
  "+WriteVal(profitables,1.0)+"% of the N100 stocks is profitable. The Average 
  Profit since "+WriteVal(ValueWhen(Filter,DateTime()),formatDateTime)+" is 
  "+WriteVal(pAV,1.2)+"%";Plot(HighestSince(Filter,IIf(Filter,0,pAV)),"",ColorLightGrey,1);
   
  
  The profitability is, according to the ribbon 
  color>90% [Blue]>75% [LightBlue]>50% [yellow]<50% 
  [red]
  You may read in the title the % of profitable stocks and the highest 
  possible average profit from the Buy date.
  [See Fig. 3]
   
  Dimitris TsokakisSend 
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