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RE: [amibroker] Photos of people at the Clearwater Conference



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<FONT face=Arial 
color=#0000ff size=2>Nice table duude!
<FONT face=Arial 
color=#0000ff size=2> 
<FONT face=Arial 
size=2>is this line correct: 
<SPAN 
><FONT 
color=#0000ff>Z = AMA2( A(rray), B, C );
<SPAN 
><FONT 
color=#0000ff> 
<SPAN 
><SPAN 
class=890303719-23042004><FONT 
color=#0000ff>d

  
  
  From: john gibb [mailto:jgibb1@xxxxxxxxxxxxx] 
  Sent: Friday, April 23, 2004 3:36 PMTo: 
  amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] Re: CMS Trailing 
  Stop System in AFL
  
  Hi rocou,
   
  this may help
   
  
  <TABLE 
   
  cellSpacing=0 cellPadding=0 border=1>
    
    
      <TD 
       
      vAlign=top width=289>
        <FONT 
        face="Times New Roman"><FONT 
        color=#008000>Metastock
      <TD 
       
      vAlign=top width=306>
        <FONT 
        face="Times New Roman"><FONT 
        color=#008000>AmiBroker
    
      <TD 
       
      vAlign=top width=289>
        <SPAN 
        >Input(“prompt”,min,max,default) 
        
      <TD 
       
      vAlign=top width=306>
        <SPAN 
        >Param(“prompt”,default,min,max,step)
    
      <TD 
       
      vAlign=top width=289>
        <SPAN 
        >MOV(?,?,E) 
        
      <TD 
       
      vAlign=top width=306>
        <SPAN 
        >EMA(?,?)
    
      <TD 
       
      vAlign=top width=289>
        <SPAN 
        >MOV(?,?,S) 
        
      <TD 
       
      vAlign=top width=306>
        <SPAN 
        >MA(?,?)
    
      <TD 
       
      vAlign=top width=289>
        <SPAN 
        >:= 
        
      <TD 
       
      vAlign=top width=306>
        <SPAN 
        >=
    
      <TD 
       
      vAlign=top width=289>
        <SPAN 
        >expression 
        
      <TD 
       
      vAlign=top width=306>
        <SPAN 
        >Plot(expression,....)
    
      <TD 
       
      vAlign=top width=289>
        <SPAN 
        >{comment} 
        
      <TD 
       
      vAlign=top width=306>
        <SPAN 
        >// 
        comment
    
      <TD 
       
      vAlign=top width=289>
        <SPAN 
        >{comment} 
        
      <TD 
       
      vAlign=top width=306>
        <SPAN 
        >/* 
        comment */
    
      <TD 
       
      vAlign=top width=289>
        <SPAN 
        >Z 
        =(A*B)+(C*PREV);
      <TD 
       
      vAlign=top width=306>
        <SPAN 
        >Z 
        = AMA2( A(rray), B, C );
    
      <TD 
       
      vAlign=top width=289>
        <SPAN 
        >x 
        = FactorA*Close+(FactorB*PREV(x));
      <TD 
       
      vAlign=top width=306>
        <SPAN 
        >x 
        = 
  AMA2(Close,FactorA,FactorB);
   
  -john
  ----- Original Message ----- 
  From: "rocou" <<A 
  href=""><FONT face=Arial 
  size=2>rocou@xxxxxxxxx>
  To: <<A 
  href=""><FONT face=Arial 
  size=2>amibroker@xxxxxxxxxxxxxxx<FONT face=Arial 
  size=2>>
  Sent: Friday, April 23, 2004 12:18 
PM
  Subject: [amibroker] Re: CMS Trailing Stop System 
  in AFL
  <FONT face=Arial 
  size=2>Hello Stephane, thanks for your answer. The definition of 
  "PREV" and "Ref" is:PREVThe PREV constant allows you to create 
  self-referencing formulas. A self referencing formula is one that is able 
  to reference the "previous" period''s value of 
  itself.RefReferences a previous OR subsequent element in a DATA 
  ARRAY.  A positive PERIOD references "n" periods in the future; a 
  negative PERIOD references "n" periods ago.So how could we 
  "translate" these formula from CMS´s language into AFL ?The 
  trading system should look like this - we still have to substitute "PREV" 
  and "Ref" 
  ..._________________________________________________________________nPips=Optimize("nPips",1,1,50,1);TrStopLevel 
  = if(C=PREV, PREV, if(((Ref(C,-1)<PREV)AND (C<PREV)), 
  Min(PREV,C*(1+nPips)), if((Ref(C,-1)>PREV) AND (C>PREV), 
  Max(PREV,C*(1-nPips)), 
  if(C>PREV,C*(1-nPips),C*(1+nPips)))));Buy = 
  Cross(Close,TrStopLevel);Sell = Cross(TrStopLevel,Close);Short =  
  Cross(TrStopLevel,Close);Cover =  
  Cross(Close,TrStopLevel);PositionSize = 
  100000;_________________________________________________________________Thanks 
  for your help again in 
  advanceRegardsRobert--- In <A 
  href=""><FONT face=Arial 
  size=2>amibroker@xxxxxxxxxxxxxxx, "Stephane 
  Carrasset" <<FONT face=Arial 
  size=2>s.carrasset@x...> wrote:> 
  Hello,> > I am not sure to have done a correct interpretation of 
  Prev but it is a begin> > Stephane> > > 
  > TrStop[0]=Null;> > nP=0.1;> > 
  for(i=1;i<BarCount;i++)> > {> > 
  if(C[i]==TrStop[i-1])> > {> > 
  TrStop[i]=TrStop[i-1];> > }> > else> 
  > {> > if(C[i-1]<TrStop[i-1] && 
  C[i]<TrStop[i-1])> > {> > 
  TrStop[i]=Min(TrStop[i-1],C[i]*(1+nP));> > }> > 
  else> > {> > if(C[i-1]>TrStop[i-1] && 
  C[i]>TrStop[i-1])> > {> > 
  TrStop[i]=Max(TrStop[i-1],C[i]*(1-nP));> > }> > 
  else> > {> > if(C[i]>TrStop[i-1])> 
  > {> > TrStop[i]=C[i]*(1-nP);> > }> 
  > else> > {> > 
  TrStop[i]=C[i]*(1+nP);> > }> > }> > 
  }> > }> > }> > > > 
  > > Up= Cross(Close,TrStop);> > Down= 
  Cross(TrStop,C);> > > > /*> > 
  if(C=PREV, PREV, if(((Ref(C,-1)<PREV)> > AND (C<PREV)), 
  Min(PREV,C*(1+nPips)), if((Ref(C,-1)>PREV) > > AND 
  (C>PREV), Max(PREV,C*(1-nPips)), if(C>PREV,C*(1-nPips),C*> 
  > (1+nPips)))));> > */> > 
  Plot(C,"",1,64);> > Plot(TrStop,"TrStop",2,1);> > 
  PlotShapes(IIf(up,> > 
  shapeUpArrow,shapeNone),colorGreen,0,L,-10); > > 
  PlotShapes(IIf(down,> > 
  shapeDownArrow,shapeNone),colorRed,0,H,-10); > >   
  ----- Original Message ----- >   From: rocou 
  >   To: <A 
  href=""><FONT face=Arial 
  size=2>amibroker@xxxxxxxxxxxxxxx 
  >   Sent: Friday, April 23, 2004 8:47 AM>   
  Subject: [amibroker] CMS Trailing Stop System in AFL> > 
  >   Dear Traders, > >   may I please 
  ask for your help - how do I have to program the >   
  following >   "trailing stop system" of my broker CMS in AFL, 
  to backtest/optimize >   the "n pips" stop values 
  ?> >   Thank you for your help in 
  advance.>   Kind regards>   Robert> 
  > >   {Trailing Stop Loss}>   
  TrStopLevel:=If(C=PREV, PREV, If(((Ref(C,-1)<PREV)>   AND 
  (C<PREV)), Min(PREV,C*(1+nPips)), If((Ref(C,-1)>PREV) 
  >   AND (C>PREV), Max(PREV,C*(1-nPips)), 
  If(C>PREV,C*(1-nPips),C*>   (1+nPips)))));> 
  >   {Signal Up and Down}>   Up:= 
  Cross(Close,TrStopLevel);>   Down:= 
  Cross(TrStopLevel,C);> >   {OpenBuy, CloseBuy, 
  OpenSell, CloseSell}>   OpenBuy:= Up and 
  (eventCount('OpenBuy')= eventCount('CloseBuy'));>   
  CloseBuy:= Down and 
  (eventCount('OpenBuy')>eventCount('CloseBuy'));>   
  OpenSell:=  Down and (eventCount('OpenSell')= 
  eventCount>   ('CloseSell'));>   
  CloseSell:=  Up and 
  (eventCount('OpenSell')>eventCount('CloseSell'));> > 
  > > > > >   Send BUG REPORTS to 
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