[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: Real-Time Trading System Examples



PureBytes Links

Trading Reference Links


Hi Harvey,
 
Many thanks for taking the first shot at it. I admire your courage. :)
 
Now I will start reading up on AB scripting language to determine how to plot several SR levels. Thats whats required as the next step. The formula as it stands is not permitting that.
 
The last step is allocating codes to the various levels so that AB can recognise them when an exploration is run to determine/detect crossovers.
 
Regards
 
 
Rakesh
HarveyHP <harveyhp@xxxxxxx> wrote:
Hi Rakesh,Oh!  I thought you were going to do the coding.  (LOL).  Well, here's my crack at it.  See if it is anything like what you had before.The MS code comes from the following site and is credited to you.http://trader.online.pl/MSZ/e-0-tytulowa-w.htmlAs I'm sure you know, to change the parameters left-click on the chart and use Ctrl-R, or right-click and select Parameters from the context menu.  The default date produces nothing because it is a non-trading day.Re-reading the TAS&C article I notice that the original WinMidas software used cumulative volume instead of time as the X-axis, so there will be some difference.=============================================/*  
 WinMidas   */eMonth = Param("Enter the Month - MM",1,1,12);eDate = Param("Enter the Date - DD",<FONT face="Courier New, Courier" color=#ff00ff
 size=2>1,1,31);eYear = Param("Enter the Year - YYYY",2004,1980,2100);DateNo = (eYear - 1900<FONT
 face="Courier New, Courier" size=2>) * 10000 + eMonth * 100 + eDate ;numdays = BarsSince(DateNum() == DateNo ) ;TP = ( H + L + C ) / 3 ;pvol = TP * V ;cumpv = Cum( pvol );cumvol = Cum<FONT face="Courier New, Courier"
 size=2>( V ) ;basecumpv = ValueWhen( numdays == 1, Ref( Cumpv, -1 ), 1 ) ;basecumvol = ValueWhen( numdays == 1, Ref<FONT face="Courier New,
 Courier" size=2>( Cumvol, -1 ), 1 ) ;sr1 = cumpv - basecumpv ;sr2 = Cumvol - basecumvol ;sr = sr1 / sr2 ;Plot(sr,"",colorRed,styleLine) ;Plot(C,"",colorBlack,styleBar) ;Title =  <FONT face="Courier New, Courier" color=#0000ff
 size=2>EncodeColor(colorDarkBlue) + FullName() + "   [" + Name() + "]   " +WriteVal(DateTime(),formatDateTime) +  "\n" +<FONT
 face="Courier New, Courier" color=#0000ff size=2>EncodeColor(colorBrown) + "WinMidas Support/Resistance";=============================================At 07:48 PM 10/04/2004, you wrote:
Harvey, There has to be some brave soul who will now take on the headache. I really am seriously programming challenged. I am hoping someone will take charge and help us in creating AFL code for SR levels that can also determine SR crossovers through an exploration. RakeshHarveyHP <harveyhp@xxxxxxx> wrote:

Rakesh,
In TAS&C 19/5, May 2001, the article "Volume-Weighted Average Price" by George Reyna was really about Midas support & resistance.  It described how to calculate S & R using Excel, and the Traders' Tips section contained the MS code.  At the time I searched for the WinMidas program but the links to Paul Levine and Stokes Fishburne no longer worked, so I would be interested in any additional information you can provide.
On the trader.online.pl site there is Winmidas amended MS code by yourself and I see no reason why that couldn't be converted to AFL.  If the start (base) data can be read from a vertical (double-clicked) line, that would be a big improvement over manually entering the year, month and day.
HHP
=============================
At 10:58 PM 09/04/2004, you wrote:

Digressing from tthe original thread, has anyone ever done any work on the MIDAS system of Paul(if i am not mistken) Levine in AFL. AB has the ability to remember trendlines and give signals on TrendLine crossovers.
 
Midas SR lines have to be setup manually. What I am getting at is, if it is possible to setup MIDAS  SR lines manually( a la trend lines) and make AB remember them and give a signal on crossover it is a vey powerful tradinhg aid.Such crossovers can then be found out using the exploration feature of AB.
 
I did some work on MIDAS SR lines in MS and can dig up the formula for some one needing  a starting point.
 
Lets see if I can meet any people interested in the Midas SR system.
 
 
Rakesh
mrdavis9 <mrdavis9@xxxxxxxxxx> wrote: 
I am addicted to AFL.  I am sending a chart to illustrate this email. 
 
I am hoping that some of you have observed chart patterns that you would like to be able to find with an Amibroker Exploration. 
 
I would like for the group to try to develop AFL explorations to find chart patterns that some of you have observed sometimes result in very nice breakouts.  
 
I am inviting any and all of you to send chart attachments to this AmibrokerNT yahoo group. 
 
All that you have to do is identify on the chart the location of the breakout that you are interested in, and, as a group, can develop explorations for these breakout patterns. 
 
It doesn't matter in the beginning if I am the only one to attempt coding for these breakouts, I still would like to see charts submitted to work on.   As I stated above, I am addicted to AFL.  Later Ron D 
Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to suggest@xxxxxxxxxxxxx-----------------------------------------Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Do you Yahoo!?
Yahoo! Mail - More reliable, more storage, less spam


Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html








Yahoo! Groups Sponsor


  ADVERTISEMENT 












Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/ 
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx 
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.