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Hi Don,
I just ran the Explore code below on a watchlist of about 20 US stocks using "n=1 (n last days)" and got these results:
Ticker
Date/Time
Close
AXP
8/27/2004
50
BBY
8/27/2004
48.43
CAT
8/27/2004
73.7
MMM
8/27/2004
81.48
MWD
8/27/2004
51.57
SYMC
8/27/2004
48.39
UTX
8/27/2004
93.41
So I suspect your problem has to do with the data source you are using(I use Quotes Plus), although it may be difficult to tell unless we compare ALL of our Automatic Analysis settings.
-john
----- Original Message -----
From: "Don Robinson" <d48rob@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, August 26, 2004 6:27 PM
Subject: Re: [amibroker] Re: Elder Triple Screen
I am new to trading and am evaluating the demo version of Amibroker, so far like what I see.
I cut and pasted the code in this email and am getting zero results returned. Is there a problem with the code or is there something I might be doing wrong?
Thanks
Dave Robinson <robinson_dave@xxxxxxxxx> wrote:
Hi RR,
I added some components of the example to my prior posting...any
comments?
// -- EXPLORATION START --
/* #### INDICATOR AND PARAMETER DEFINITIONS ###################### */
/* parameters */
msp = Param( "MACD Short Period", 11, 8, 20, 1 );
mlp = Param( "MACD Long Period", 22, 20, 30, 1 );
bpp = Param( "Bull/Bear Period", 13, 10, 30, 1 );
/* weekly trend indicators */
TimeFrameSet( inWeekly );
whist = MACD( msp, mlp ) - Signal( msp, mlp, 9 );
wtrend = ROC( whist, 1 );
TimeFrameRestore();
wtrend = TimeFrameExpand( wtrend, inWeekly );
/* daily trend indicators */
dhist = MACD( msp, mlp ) - Signal( msp, mlp, 9 );
/* oscillators */
bullpower = High - EMA( Close, bpp );
bearpower = Low - EMA( Close, bpp );
/* #### SIMPLE TRIPLE SCREEN SYSTEM ############################## */
Buy =
bearpower < 0
AND
bearpower > Ref( bearpower, -1 )
AND
dhist < 0
AND
wtrend > 0
AND
High > Ref( High, -1 );
BuyPrice = Ref( High, -1 );
Sell =
bullpower > 0
AND
bullpower < Ref( bullpower, -1 )
AND
dhist > 0
AND
wtrend < 0
AND
High < Ref( High, -1 );
SellPrice = Ref( Low, -1 );
Short = Sell;
Cover = Buy;
Filter = Buy OR Sell OR Short OR Cover;
AddColumn( Close, "Close", 1.2);
// -- EXPLORATION END --
--- In amibroker@xxxxxxxxxxxxxxx, "RR" <stocks@xxxx> wrote:
> See Example 3 Amibroker 4.6 userguide page 134.
>
> -----Original Message-----
> From: Dave Robinson [mailto:robinson_dave@x...]
> Sent: Tuesday, August 24, 2004 6:09 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Elder Triple Screen
>
>
> Has anyone created a system based on the Elder Triple Screen System?
>
> Using Elder's equations for BullPower and BearPower, I came up with
> the system below. I am planning on adding more oscillator
conditions
> and trend conditions.
>
> // -- INDICATOR START --
> /* #### INDICATOR AND PARAMETER DEFINITIONS ######################
*/
> /* parameters */
> msp = Param("MACD Short Period", 11, 8, 20, 1);
> mlp = Param("MACD Long Period", 22, 20, 30, 1);
> sp = Param("Short Period", 22, 1, 22, 1);
>
> /* trend indicators */
> dhist = MACD( msp, mlp ) - Signal( msp, mlp, 9 );
>
> /* oscillators */
> bullpower = High - EMA( Close, sp );
> bearpower = Low - EMA( Close, sp );
>
> /* #### SIMPLE TRIPLE SCREEN SYSTEM ##############################
*/
> Buy =
> bearpower < 0
> AND
> bearpower > Ref( bearpower, -1 )
> AND
> dhist < 0
> AND
> High > Ref( High, -1 );
>
> Sell =
> bullpower > 0
> AND
> bullpower < Ref( bullpower, -1 )
> AND
> dhist > 0
> AND
> High < Ref( High, -1 );
>
> Buy = ExRem(Buy,Sell);
> Sell = ExRem(Sell,Buy);
> // -- INDICATOR END --
>
>
> Any comments on this? Thanks...Dave
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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