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RE: [amibroker] Re: system % rule of thumb?



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Yes.
t1 is the BarIndex of the last Peak
t11 is the BarIndex of the last Trough
If t1>t11 then the last Peak is after the last Trough.
In this case [when g=t1>t11 is true], the expected parabolic should 
be descending, else it should be ascending.
H1-f*t^2 is the equation of the descending parabolic
H11+f*t^2 is the equation of the ascending parabolic
The
parabolic=IIf(g,H1-f*t^2,H11+f*t^2);
means
If g is true, select the descending parabolic, else select the 
ascending one.
The reason of this logic is to plot only the important parabolic, ie 
the last one. The previous parabolics have only historical value, the 
last is the "hot" for decision making.
I hope it is more clear now.
Dimitris
PS: As for the attachements, it is not possible to see them for now. 
There was some problem with virus attacks some time ago and the att. 
are temporarily off. I will try an alternative and let you know.



--- In amibroker@xxxxxxxxxxxxxxx, "mmqp" <mmqp@xxxx> wrote:
> Thanks for your contribution.  Can you give a short explaination 
> this line
> 
> > > parabolic=IIf(g,H1-f*t^2,H11+f*t^2);
> 
> TIA
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
> <TSOKAKIS@xxxx> wrote:
> > You may replace now all the LastValue... statements with 
> > SelectedValue... and see the historical parabolics.
> > Dimitris
> > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
> <TSOKAKIS@xxxx> 
> > wrote:
> > > The following code will decide if the last extreme is a peak or 
> a 
> > > trough, will find the best-fit parabola and will plot it on the 
> > price 
> > > chart.
> > > The color will be red/green for descending/ascending parabola.
> > > A red/green arrow marks the last peak/trough.
> > > The parabolic coefficient f has a crude 100-step and then 
> another, 
> > > more detailed approximation.
> > > The parabola function p is outside any loop and may be used for 
> > cross 
> > > conditions.
> > > Since it is a best-fit curve, it changes every day, as new data 
> are 
> > > imported.
> > > The logic is to engulf the Highs [for the descending curve] and 
> the 
> > > Lows [for the ascending curve] with a curvilinear trendline.
> > > 
> > > // The last best-fit parabolic trendline, by D. Tsokakis, 
> Sept2004
> > > Plot(C,"C",1,64);
> > > perc=3;//sensitivity calibration
> > > x=BarIndex();xx=LastValue(x);
> > > t1=LastValue(ValueWhen(PeakBars(H,perc)==0,x));
> > > H1=LastValue(ValueWhen(PeakBars(H,perc)==0,H));
> > > t11=LastValue(ValueWhen(TroughBars(L,perc)==0,x));
> > > H11=LastValue(ValueWhen(TroughBars(L,perc)==0,L));
> > > g=t1>t11;
> > > shape=IIf(g,shapeDownArrow*(x==t1),shapeUpArrow*(x==t11));
> > > Color=IIf(g,colorRed,colorBrightGreen);
> > > PlotShapes(shape,color);
> > > t=IIf(g,x-t1,x-t11);
> > > diff1=IIf(g,H1*(xx-t1),H11*(xx-t11));
> > > Lma=LastValue(MA(C,50));
> > > f1=0;f2=IIf(Lma<100,1,0)+3*int(log10(Lma));
> > > fa=0;fb=0;step=f2/100;
> > > for(f=f1;f<f2;f=f+step)
> > > {
> > > parabolic=IIf(g,H1-f*t^2,H11+f*t^2);
> > > S1=LastValue(Sum(abs(parabolic-H),xx-t1));
> > > S11=LastValue(Sum(abs(parabolic-L),xx-t11));
> > > diff=IIf(g,S1,S11);
> > > if(diff<diff1)
> > > {
> > > diff1=diff;fa=f;
> > > }
> > > }
> > > for(f=Max(fa-step,0);f<fa+step;f=f+0.01*step)
> > > {
> > > parabolic=IIf(g,H1-f*t^2,H11+f*t^2);
> > > S1=LastValue(Sum(abs(parabolic-H),xx-t1));
> > > S11=LastValue(Sum(abs(parabolic-L),xx-t11));
> > > diff=IIf(g,S1,S11);
> > > if(diff<diff1)
> > > {
> > > diff1=diff;fb=f;
> > > }
> > > }
> > > p=IIf(g,H1-fb*t^2,H11+fb*t^2);
> > > Plot(IIf(x>Max(t1,t11),p,-1e10),"",color,1);
> > > Title=Name()+", "+WriteIf(t1>t11,"f_desc","f_asc")+"="+WriteVal
> > > (fb,1.4);



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