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----- Original Message -----
From: <amibroker@xxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, April 26, 2004 2:24 PM
Subject: [amibroker] Digest Number 3217
There are 17 messages in this issue.
Topics in this digest:
1. Re: Correct usage of Peak & Trough
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
2. Re: Correct usage of Peak & Trough
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
3. Re: Amibroker -> Plot Trailing Stop Level
From: "traderix2003" <d.adam@xxxxxxx>
4. Re: Price Oscillator % help
From: "bruiserbbq" <bruiserbbq@xxxxxxxxxxxx>
5. Quick question re: automating AA, backfill
From: "Gordon" <amibroker@xxxxxxxxxxxxxx>
6. 1970's
From: "newnow02" <newnow02@xxxxxxxxx>
7. RE: Quick question re: automating AA, backfill
From: "dingo" <dingo@xxxxxxxxxxxx>
8. Re: 1970's
From: "jnk1997" <jnk1997@xxxxxxxxx>
9. "Was also a candidate yesterday"
From: "Werner" <WKRAG@xxxxxxxxxxx>
10. Re: "Was also a candidate yesterday"
From: "Gary A. Serkhoshian" <serkhoshian777@xxxxxxxxx>
11. Re: Correct usage of Peak & Trough
From: HarveyHP <harveyhp@xxxxxxx>
12. Re: Quick question re: automating AA, backfill
From: "Gordon" <amibroker@xxxxxxxxxxxxxx>
13. RE: Re: Quick question re: automating AA, backfill
From: "dingo" <dingo@xxxxxxxxxxxx>
14. Re: Re: Question for Stephane
From: "Stephane Carrasset" <s.carrasset@xxxxxxxxxxx>
15. Trouble with data for indicies created by Add To Composite function
From: "Ed" <vvsignin@xxxxxxxxx>
16. Indicator and Plot help
From: "wd" <wdjd@xxxxxxxx>
17. Re: Re: Question for Stephane
From: Daniel Adams <danielwardadams@xxxxxxxxx>
________________________________________________________________________
________________________________________________________________________
Message: 1
Date: Mon, 26 Apr 2004 08:38:25 -0000
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
Subject: Re: Correct usage of Peak & Trough
The formula in #17601 gives the *realistic* peak/trough value and may
be used in backtesting without any ref to future prices.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "graeme_oswin" <goswin@xxxx> wrote:
> Dimistris,
>
> Thanks for the great links and information. I will look, play and
> modify as I see fit.
>
> Am I generally correct to steer clear of using ZIG/PEAK/TROUGH in
> Backtesting? (because they look into the future as discussed in the
> Amibroker help etc.)
>
> However, is it OK to use these commands in Explorations to scan for
> recent pullbacks from a peak? - given the proviso that any signals
> would require other confirmations (using other indicators) before
> acting on any BUY signals. It seems logical that if the
exploration
> returns a chart where you can visually identify the recent peak and
> pull back - it would seem safe to assume it is a valid
(local/recent)
> peak. Of course you couldn't assume that a trough had formed.
>
> Regards,
>
> Graeme OSwin
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx>
> wrote:
> > Graeme,
> > See
> > http://finance.groups.yahoo.com/group/amibroker/message/49751,
> Oct16,
> > 2003
> > http://finance.groups.yahoo.com/group/amibroker/message/17601,
> May20,
> > 2002
> > See also
> > http://www.amibroker.com/members/traders/11-2003.html
> >
>
http://www.traders.com/Documentation/FEEDbk_docs/Archive/112003/Abstra
> > cts_new/Raftopoulos/raft.html
> >
>
http://www.traders.com/Documentation/FEEDbk_docs/Archive/112003/Trader
> > sTips/TradersTips.html
> > Dimitris Tsokakis
> > --- In amibroker@xxxxxxxxxxxxxxx, "graeme_oswin" <goswin@xxxx>
> wrote:
> > > Dear all,
> > >
> > > I am trying to develop a system that, amongst other things,
buys
> on
> > > pull back from a recent peak and following a trough bounce
within
> > the
> > > last couple of days.
> > >
> > > However, I am confused about the correct use of the PEAK and
> > TROUGH
> > > commands. I understand they potentially look into the future.
> > >
> > > Under what circumstance can you reliably use PEAK and TROUGH to
> > > identify swings?
> > >
> > > Is there a better (more reliable) way to identify recent peaks
> and
> > > trough?
> > >
> > > Regards,
> > >
> > > Graeme Oswin
________________________________________________________________________
________________________________________________________________________
Message: 2
Date: Mon, 26 Apr 2004 09:07:29 -0000
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
Subject: Re: Correct usage of Peak & Trough
Another important issue : Zig, Peak, Trough and their derivatives
need positive arrays for reliable results.
See
http://www.amibroker.com/guide/afl/afl_view.php?id=111
comment.
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> The formula in #17601 gives the *realistic* peak/trough value and
may
> be used in backtesting without any ref to future prices.
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "graeme_oswin" <goswin@xxxx>
wrote:
> > Dimistris,
> >
> > Thanks for the great links and information. I will look, play
and
> > modify as I see fit.
> >
> > Am I generally correct to steer clear of using ZIG/PEAK/TROUGH in
> > Backtesting? (because they look into the future as discussed in
the
> > Amibroker help etc.)
> >
> > However, is it OK to use these commands in Explorations to scan
for
> > recent pullbacks from a peak? - given the proviso that any
signals
> > would require other confirmations (using other indicators) before
> > acting on any BUY signals. It seems logical that if the
> exploration
> > returns a chart where you can visually identify the recent peak
and
> > pull back - it would seem safe to assume it is a valid
> (local/recent)
> > peak. Of course you couldn't assume that a trough had formed.
> >
> > Regards,
> >
> > Graeme OSwin
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
> <TSOKAKIS@xxxx>
> > wrote:
> > > Graeme,
> > > See
> > > http://finance.groups.yahoo.com/group/amibroker/message/49751,
> > Oct16,
> > > 2003
> > > http://finance.groups.yahoo.com/group/amibroker/message/17601,
> > May20,
> > > 2002
> > > See also
> > > http://www.amibroker.com/members/traders/11-2003.html
> > >
> >
>
http://www.traders.com/Documentation/FEEDbk_docs/Archive/112003/Abstra
> > > cts_new/Raftopoulos/raft.html
> > >
> >
>
http://www.traders.com/Documentation/FEEDbk_docs/Archive/112003/Trader
> > > sTips/TradersTips.html
> > > Dimitris Tsokakis
> > > --- In amibroker@xxxxxxxxxxxxxxx, "graeme_oswin" <goswin@xxxx>
> > wrote:
> > > > Dear all,
> > > >
> > > > I am trying to develop a system that, amongst other things,
> buys
> > on
> > > > pull back from a recent peak and following a trough bounce
> within
> > > the
> > > > last couple of days.
> > > >
> > > > However, I am confused about the correct use of the PEAK and
> > > TROUGH
> > > > commands. I understand they potentially look into the future.
> > > >
> > > > Under what circumstance can you reliably use PEAK and TROUGH
to
> > > > identify swings?
> > > >
> > > > Is there a better (more reliable) way to identify recent
peaks
> > and
> > > > trough?
> > > >
> > > > Regards,
> > > >
> > > > Graeme Oswin
________________________________________________________________________
________________________________________________________________________
Message: 3
Date: Mon, 26 Apr 2004 10:19:39 -0000
From: "traderix2003" <d.adam@xxxxxxx>
Subject: Re: Amibroker -> Plot Trailing Stop Level
Hi,
I used Stephan Carrasset´s "Plot Trailing Stop", great formula!
I suppose the formula is for a long position.
Is it possible to introduce the parameters dialog function, so we
could switch and adapte for a long or for a short position.
(It works in the Chandelier Exit AFL by Geoff Mulhall AFL in the
ABlibrary).
I think the Plot Trailing Stop is more accurate than the Chandelier
Exit.
Some opinion ???
Regards. Daniel.
--- In amibroker@xxxxxxxxxxxxxxx, "Corey Saxe" <res1wgwl@xxxx> wrote:
> I'll skip the complicated questions on Sundays. ;)
>
> -CS
> ----- Original Message -----
> From: Stephane Carrasset
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Sunday, April 25, 2004 12:12 PM
> Subject: Re: [amibroker] Re: Amibroker -> Plot Trailing Stop
Level
>
>
>
> ----- Original Message -----
> From: Al Venosa
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Sunday, April 25, 2004 8:51 PM
> Subject: Re: [amibroker] Re: Amibroker -> Plot Trailing Stop
Level
>
>
> Stephane:
> Al, probably, I copy and paste too quickly and sunday was a
cannabis day.
> You have an extra close-parenthesis in your red plot
statement, after the H.
>
> Nice solutions. Thanks.
>
> Al Venosa
> ----- Original Message -----
> From: Stephane Carrasset
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Sunday, April 25, 2004 2:38 PM
> Subject: Re: [amibroker] Re: Amibroker -> Plot Trailing Stop
Level
>
>
> I think the chadelier exit <=> volatil=true in applystop:
>
> ApplyStop (stopTypeTrailing, stopModePoint, 2*ATR
(10),exitatstop=True,volatile=False,reentrydelay=1)
>
> if volatil=False
> the visual trailingstop is
> Plot(HighestSince(Buy, H - ValueWhen(Buy,2*ATR
(10))),"",colorBlue,1);
>
>
> if volatil=true // Chandelier exit
> the visual trailing stop is
> Plot(HighestSince(Buy,H) - 2*ATR(10),"",colorSeaGreen,1);
>
>
>
> stephane
>
> ----- Original Message -----
> From: traderix2003
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Saturday, April 24, 2004 10:11 PM
> Subject: [amibroker] Re: Amibroker -> Plot Trailing Stop
Level
>
>
> ATTN. STEPHANE CARRASSET:
> Hi, is this formula a variation of "the Chandelier Exit"
or it it
> more reliable?
>
> Thxs. Daniel
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "rocou" <rocou@xxxx>
wrote:
> > 100000000000000000x thanks for your help !!!
> > I really apreciate your help!
> >
> > Kind regards
> > Robert
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
> > <s.carrasset@xxxx> wrote:
> > > below an example
> > > BarsToTest = 1000;
> > >
> > > Trade = IIf((BarIndex() > (LastValue(BarIndex()) -
> > BarsToTest)),1,0);
> > >
> > > Buy= DayOfWeek()==5 AND Trade AND BarIndex() > 10;
> > >
> > > Sell=0;// exit on applystop
> > >
> > > BuyPrice= C ;
> > >
> > > ApplyStop (stopTypeTrailing, stopModePoint, 2*ATR
> > (10),exitatstop=True,volatile=False,reentrydelay=1) ;
> > >
> > >
> > >
> > > Equity(1,0);
> > >
> > > Plot(Close,"close",IIf( Buy, colorGreen, IIf(Sell ,
> > colorRed ,1 )),64);
> > >
> > > PlotShapes(IIf(Buy,
> > >
> > > shapeUpArrow,shapeNone),colorGreen,0,C,-20);
> > >
> > > PlotShapes(IIf(Sell,
> > >
> > > shapeDownArrow,shapeNone),colorRed,0,H,-20);
> > >
> > > Plot(HighestSince(Buy, H - ValueWhen(Buy,2*ATR
> > (10))),"",colorBlue,1);
> > >
> > > Title=Name() + " ApplyStop Trail=" + WriteVal
(HighestSince(Buy,
> H -
> > ValueWhen(Buy,2*ATR(10)))) + EncodeColor(colorWhite) + "
Open="+
> > WriteVal(Open);
> > >
> > > ----- Original Message -----
> > > From: rocou
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Saturday, April 24, 2004 5:22 PM
> > > Subject: [amibroker] Amibroker -> Plot Trailing Stop
Level
> > >
> > >
> > > Hi traders,
> > >
> > > May I ask for your help again -
> > >
> > > how can I plot a " trailing stop line" that
continously
> > > represents the trailing stop level ?
> > >
> > > Thanks for your help
> > > Regards
> > > Robert
> > >
> > >
_____________________________________________________________
> > >
> > > MA1Pr=Optimize("MA1Pr",1,1,3,1);
> > > LBPr=Optimize("LBPr",3,3,9,1);
> > > LBD=Optimize("LBD",1,1,3,1);
> > >
> > > Buy = Cross(BBandBot(Close,LBPr,LBD), EMA
(Close,MA1Pr));
> > > Sell = Cross(EMA(Close,MA1Pr), BBandTop
(Close,LBPr,LBD));
> > > Short = Cross(EMA( Close,MA1Pr), BBandTop
(Close,LBPr,LBD));
> > > Cover = Cross(BBandBot(Close,LBPr,LBD), EMA
(Close,MA1Pr));
> > >
> > > ApplyStop(2, 2, Optimize("max.loss stop level",
0.0055,
> 0.0005,
> > > 0.0100, 0.0005 ), 2, False, 1 );
> > >
> > > PositionSize = 100000;
> > >
______________________________________________________________
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
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> >
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> > >
> > >
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________________________________________________________________________
________________________________________________________________________
Message: 4
Date: Mon, 26 Apr 2004 11:14:18 -0000
From: "bruiserbbq" <bruiserbbq@xxxxxxxxxxxx>
Subject: Re: Price Oscillator % help
Thanks Dimitris, your a treasure. A real credit to AB and this BB.
Cheers Bruiser
________________________________________________________________________
________________________________________________________________________
Message: 5
Date: Mon, 26 Apr 2004 14:00:14 -0000
From: "Gordon" <amibroker@xxxxxxxxxxxxxx>
Subject: Quick question re: automating AA, backfill
Does anyone know if the AA object supports setting the wait for
backfill flag. I searched the help and couldn't find a reference to
that. Thanks.
Gordon
________________________________________________________________________
________________________________________________________________________
Message: 6
Date: Mon, 26 Apr 2004 14:07:40 -0000
From: "newnow02" <newnow02@xxxxxxxxx>
Subject: 1970's
I need daily (large and medium) equity data for Amibroker going back
to about 1970. ESignal only goes back about 10 years.
Anyone have any ideas?
________________________________________________________________________
________________________________________________________________________
Message: 7
Date: Mon, 26 Apr 2004 10:43:42 -0400
From: "dingo" <dingo@xxxxxxxxxxxx>
Subject: RE: Quick question re: automating AA, backfill
not to my knowledge.
It "can" be done by other, highly complicated, means. Are you a C++ or VB
programmer?
d
_____
From: Gordon [mailto:amibroker@xxxxxxxxxxxxxx]
Sent: Monday, April 26, 2004 10:00 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Quick question re: automating AA, backfill
Does anyone know if the AA object supports setting the wait for
backfill flag. I searched the help and couldn't find a reference to
that. Thanks.
Gordon
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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________________________________________________________________________
________________________________________________________________________
Message: 8
Date: Mon, 26 Apr 2004 14:49:37 -0000
From: "jnk1997" <jnk1997@xxxxxxxxx>
Subject: Re: 1970's
Yahoo EOD goes way way way back.
"GE" EOD back to 1962 for example.
Regards
Jim
--- In amibroker@xxxxxxxxxxxxxxx, "newnow02" <newnow02@xxxx> wrote:
> I need daily (large and medium) equity data for Amibroker going
back
> to about 1970. ESignal only goes back about 10 years.
>
> Anyone have any ideas?
________________________________________________________________________
________________________________________________________________________
Message: 9
Date: Mon, 26 Apr 2004 15:06:29 -0000
From: "Werner" <WKRAG@xxxxxxxxxxx>
Subject: "Was also a candidate yesterday"
Good day,
I have tested a system that gives me stockpicks based on certain BUY
conditions.
I noticed that sometimes a stock is a pick today and also WAS a pick
already yesterday. These seem to be good candidates. Now I would like
to test this idea:
If a stock is a candidate today AND WAS a candidate yesterday, double
the investment in this stock (let's say from $ 1000 to $2000.
I know it is a formula with POSITIONSIZE.
Can't seem to put it together though because I do not know how to
say "was also a candidate yesterday".
Any suggestions?
Thank you.
Werner
________________________________________________________________________
________________________________________________________________________
Message: 10
Date: Mon, 26 Apr 2004 08:26:37 -0700 (PDT)
From: "Gary A. Serkhoshian" <serkhoshian777@xxxxxxxxx>
Subject: Re: "Was also a candidate yesterday"
Werner,
As you know, you are referring to pyramiding. Here's some info and code to
get you to where you want to go.
In terms of candidate today and yesterday, just make Condition2 =
BuyCandidate and Ref(BuyCandidate, -1);
Hope this helps,
Gary
Here is a simple sample of pyramiding "emulation":
// the example system buys on monday, wednesday (increasing pos)
// and sells on friday
BuyCond = DayOfWeek() == 1;
Buy2Cond = DayOfWeek() == 3; // pyramid
Sell = DayOfWeek()==5;
Buy = BuyCond OR Buy2Cond;
PositionSize = IIf( Buy2Cond, 2000, 1000 ); // 1000 is first trade
2000 is pyramided
Sell = Sell OR Buy2Cond;
/////////////////
Please set trade delays to zero in the settings page.
http://groups.yahoo.com/group/amibroker/message/21048
Werner <WKRAG@xxxxxxxxxxx> wrote:
Good day,
I have tested a system that gives me stockpicks based on certain BUY
conditions.
I noticed that sometimes a stock is a pick today and also WAS a pick
already yesterday. These seem to be good candidates. Now I would like
to test this idea:
If a stock is a candidate today AND WAS a candidate yesterday, double
the investment in this stock (let's say from $ 1000 to $2000.
I know it is a formula with POSITIONSIZE.
Can't seem to put it together though because I do not know how to
say "was also a candidate yesterday".
Any suggestions?
Thank you.
Werner
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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-----------------------------------------
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[This message contained attachments]
________________________________________________________________________
________________________________________________________________________
Message: 11
Date: Mon, 26 Apr 2004 08:57:49 -0700
From: HarveyHP <harveyhp@xxxxxxx>
Subject: Re: Correct usage of Peak & Trough
Graeme,
An approach which avoids the use of the ZigZag is some variation of the
following. Change the parameters to suit yourself.
Condition 1: LLV( L, 5 ) equals LLV( L, 20 ) ; ensures that the trough has
occurred within the last five days.
Condition 2: C >= LLV( L, 20 ) + ATR( 10 ) ; ensures the start of a bounce.
Condition 3: HHV( H, 20 ) > LLV( L, 20 ) * 1.2 ; ensures a recent peak.
HHP
===========================
At 11:04 PM 25/04/2004, you wrote:
>Dear all,
>
>I am trying to develop a system that, amongst other things, buys on
>pull back from a recent peak and following a trough bounce within the
>last couple of days.
>
>However, I am confused about the correct use of the PEAK and TROUGH
>commands. I understand they potentially look into the future.
>
>Under what circumstance can you reliably use PEAK and TROUGH to
>identify swings?
>
>Is there a better (more reliable) way to identify recent peaks and
>trough?
>
>Regards,
>
>Graeme Oswin
>
>
>
>
>Send BUG REPORTS to bugs@xxxxxxxxxxxxx
>Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
>-----------------------------------------
>Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
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Message: 12
Date: Mon, 26 Apr 2004 17:40:06 -0000
From: "Gordon" <amibroker@xxxxxxxxxxxxxx>
Subject: Re: Quick question re: automating AA, backfill
Hi, Yes I am -- VB and some C++. If you have an outline of a
technique, I would definitely be interested. Thanks,
Gordon
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> not to my knowledge.
>
> It "can" be done by other, highly complicated, means. Are you a C++
or VB
> programmer?
>
> d
>
>
> _____
>
> From: Gordon [mailto:amibroker@x...]
> Sent: Monday, April 26, 2004 10:00 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Quick question re: automating AA, backfill
>
>
> Does anyone know if the AA object supports setting the wait for
> backfill flag. I searched the help and couldn't find a reference to
> that. Thanks.
>
> Gordon
>
>
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
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Message: 13
Date: Mon, 26 Apr 2004 13:43:27 -0400
From: "dingo" <dingo@xxxxxxxxxxxx>
Subject: RE: Re: Quick question re: automating AA, backfill
since this won't interest others I'll take it off line.
I'll send you a private msg within an hour.
d
_____
From: Gordon [mailto:amibroker@xxxxxxxxxxxxxx]
Sent: Monday, April 26, 2004 1:40 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Quick question re: automating AA, backfill
Hi, Yes I am -- VB and some C++. If you have an outline of a
technique, I would definitely be interested. Thanks,
Gordon
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> not to my knowledge.
>
> It "can" be done by other, highly complicated, means. Are you a C++
or VB
> programmer?
>
> d
>
>
[This message contained attachments]
________________________________________________________________________
________________________________________________________________________
Message: 14
Date: Mon, 26 Apr 2004 19:54:40 +0200
From: "Stephane Carrasset" <s.carrasset@xxxxxxxxxxx>
Subject: Re: Re: Question for Stephane
--- In amibroker@xxxxxxxxxxxxxxx, "danielwardadams"
<danielwardadams@xxxx> wrote:
> Stephane,
> A couple of weeks ago you sent me some code to trail a stop after a
> certain percent profit had been reached. I'm still struggling
trying
> to backtest using EOD Buy signals but exiting on intraday trailing
> stops (after some profit %).
>
> In all of your trailing stop code (I've looked at Rem.dll too), you
> have lot of "for (i=0; i< Barcount; i++)" statements. If my
backtest
> periodicity is set to 1 minute (so presumably "i" is counting in
> minutes), how do I look at EOD data within (or prior to) your code?
> When changing periodocities, do you have to modify the value
of "i"?
> My base interval is 1 minute data.
Hello,
if yours data are minutes bar, below is an example to get buy signal based
on EOD with a looping example
TimeFrameSet( inDaily );
Lchart= H<Ref(H,-1) AND L<Ref(L,-1);
Top[0]=High[0];
ValBO=0.5;
for( i = 1 ; i < BarCount; i++ )
{
if (Lchart[i])
Top[i]=(High[i]*(1 + valBO/100));
else
Top[i]=Top[i-1];
}
Buy=Cross(C,Top);
TimeFrameRestore();
Buy=TimeFrameExpand(Buy,inDaily);
Top=TimeFrameExpand(Top,inDaily);
Plot(Top,"",2,1);
Plot(C,"",1,64);
PlotShapes(IIf( Buy, shapeUpArrow,shapeNone),colorGreen,0,L,-20);
Stephane
> If I understood this, maybe I'd have a breakthrough in my
> understanding of timeframes. I've read the timeframe tutorial
section
> many times but still can't ever get things to work.
>
> TIA,
> Dan
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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Message: 15
Date: Mon, 26 Apr 2004 15:04:21 -0000
From: "Ed" <vvsignin@xxxxxxxxx>
Subject: Trouble with data for indicies created by Add To Composite function
I'm hoping to find a tip that can help me clean up the indicies I've
created with the ATC function. I've created about 200 indicies from
the Add To Composite function, however, about 1/3 of these indicies
have bad ticks, usually at the end of the graph or at the latest
dates. What happens is the chart looks normal and then a few ticks
will deviate greatly. Is there a way to clean up these indicies?
Thank you. Ed
________________________________________________________________________
________________________________________________________________________
Message: 16
Date: Mon, 26 Apr 2004 08:01:44 -0400
From: "wd" <wdjd@xxxxxxxx>
Subject: Indicator and Plot help
Group,
I am trying to convert and plot an indicator I use for trend in another
program, but I'm having trouble finishing it so it can be plotted. I'm
trying to plot a price chart where 'golong' is blue, 'stayout' is red and
white is when neither condition is true.
Below is my crude attempt so far. I left out the 'Plot' part because I don't
have a clue as how to write it, so I don't know if the indicator itself is
written properly. Any help would be greatly appreciated.
Thanks
Jim
Sma = Param( "Speriod", 4, 3, 6,1 );
Mma = Param( "Mperiod", 8, 6, 12,1 );
Lma = Param( "Lperiod", 12, 12, 20,1 );
Sht= MA( Close, Sma );
Mid= MA( Close, Mma );
lng= MA( Close, Lma );
Sht1= C > sht;
Mid1= Sht > mid;
lng1= Mid > lng;
golong= Sht1 + Mid1 + lng1==3;
Sht1SO= C < sht;
Mid1SO= Sht < mid;
lng1SO= Mid < lng;
StayOut=(Sht1SO + Mid1SO + lng1SO)==3;
col = IIf( golong>=1,colorBlue, colorWhite );
col2=IIf(StayOut>=1,colorRed,colorWhite );
________________________________________________________________________
________________________________________________________________________
Message: 17
Date: Mon, 26 Apr 2004 11:16:35 -0700 (PDT)
From: Daniel Adams <danielwardadams@xxxxxxxxx>
Subject: Re: Re: Question for Stephane
Stephane,
Many thanks. I'll play with it and may have questions later.
I hate to have to have other people solve my problems but it sure is nice to
know people like you are on this thread for when you really get stuck.
Dan
Stephane Carrasset <s.carrasset@xxxxxxxxxxx> wrote:
--- In amibroker@xxxxxxxxxxxxxxx, "danielwardadams"
<danielwardadams@xxxx> wrote:
> Stephane,
> A couple of weeks ago you sent me some code to trail a stop after a
> certain percent profit had been reached. I'm still struggling
trying
> to backtest using EOD Buy signals but exiting on intraday trailing
> stops (after some profit %).
>
> In all of your trailing stop code (I've looked at Rem.dll too), you
> have lot of "for (i=0; i< Barcount; i++)" statements. If my
backtest
> periodicity is set to 1 minute (so presumably "i" is counting in
> minutes), how do I look at EOD data within (or prior to) your code?
> When changing periodocities, do you have to modify the value
of "i"?
> My base interval is 1 minute data.
Hello,
if yours data are minutes bar, below is an example to get buy signal based
on EOD with a looping example
TimeFrameSet( inDaily );
Lchart= H<Ref(H,-1) AND L<Ref(L,-1);
Top[0]=High[0];
ValBO=0.5;
for( i = 1 ; i < BarCount; i++ )
{
if (Lchart[i])
Top[i]=(High[i]*(1 + valBO/100));
else
Top[i]=Top[i-1];
}
Buy=Cross(C,Top);
TimeFrameRestore();
Buy=TimeFrameExpand(Buy,inDaily);
Top=TimeFrameExpand(Top,inDaily);
Plot(Top,"",2,1);
Plot(C,"",1,64);
PlotShapes(IIf( Buy, shapeUpArrow,shapeNone),colorGreen,0,L,-20);
Stephane
> If I understood this, maybe I'd have a breakthrough in my
> understanding of timeframes. I've read the timeframe tutorial
section
> many times but still can't ever get things to work.
>
> TIA,
> Dan
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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(Web page: http://groups.yahoo.com/group/amiquote/messages/)
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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-----------------------------------------
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[This message contained attachments]
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