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Yes I have read them and forget them...
I discover them with a friend that uses waldata software.
I have an old code in MS for cahen T1 and T2 ( don't remeber if I have
written it or anyone else)
ColA = T0
MM20:= Mov(Typical(),20,S);
{indicateur largeur bBollinger}
Bbw:=(4*Stdev(Typical(),20))/ (Mov(Typical(),20,S));
MBbw:= Mov(Bbw,20,S);
{1T0- les 6 dernières clôtures à l'intérieur des bBoll}
(HHV((C/ BBandTop(Typical(),20,S,2)),6)<1)
AND (LLV((C/ BBandBot(Typical(),20,S,2)),6)>1)
{2T0: MM20 plate: Roc de MM20 inférieur à 1.5%}
AND (Abs(ROC(MM20,6,%))<=1.5)
{3 T0: bandes plates:}
AND ((Stdev(Stdev(Typical(),20),6))<= 2*Sqrt(2))
{4 T0: Mbbw est en phase descendante }
AND (ROC(Mbbw,6,%) <= 0)
{5T0- les bBoll ne s'écartent pas trop}
AND ((Bbw/ LLV(Bbw,6)) <= 1.1)
ColB = T1Bull
MM20:= Mov(Typical(),20,S);
Bbw:=(4*Stdev(Typical(),20))/ (Mov(Typical(),20,S));
MBbw:= Mov(Bbw,20,S);
Acc:= 0.50;
{1- Bull: clôture C en dehors des Bboll et accélération avec divergence des
Bboll}
(C> BBandTop(Typical(), 20, S, 2)) AND ((C- O)/(H-L) >= acc)
AND (BBandTop(Typical(), 20, S, 2) > BBandTop(Ref(Typical(),-1), 20, S, 2))
AND (BBandBot(Typical(), 20, S, 2) < BBandBot(Ref(Typical(),-1), 20, S, 2))
{2- Bull: Décalage de la MM20 }
AND (MM20> Ref(MM20, -1))
{1T0- les 6 dernières clôtures T0 à l'intérieur des bBoll}
AND (HHV((Ref(C,-1)/ BBandTop(Ref(Typical(),-1),20,S,2)),6)<1)
AND (LLV((Ref(C,-1)/ BBandBot(Ref(Typical(),-1),20,S,2)),6)>1)
{2T0: MM20 plate: Roc de MM20 inférieur à 1.5%}
AND (Abs(ROC(Ref(MM20,-1),6,%))<=1.5)
{3 T0: bandes plates:}
AND ((Stdev(Stdev(Ref(Typical(),-1),20),6))<= 2*Sqrt(2))
{4 T0: Mbbw est en phase descendante}
AND (ROC(Ref(Mbbw,-1),6,%) <= 0)
{5T0- les bBoll ne s'écartent pas trop}
AND ((Ref(Bbw,-1)/ LLV(Ref(Bbw,-1),6)) <= 1.1)
ColC = T1Bear
MM20:= Mov(Typical(),20,S);
Bbw:=(4*Stdev(Typical(),20))/ (Mov(Typical(),20,S));
MBbw:= Mov(Bbw,20,S);
Acc:= 0.50;
{1- Bear: clôture C en dehors des Bboll et accélération avec divergence des
Bboll}
(C< BBandBot(Typical(), 20, S, 2)) AND ((O-C)/(H-L) >= acc)
AND (BBandTop(Typical(), 20, S, 2) > BBandTop(Ref(Typical(),-1), 20, S, 2))
AND (BBandBot(Typical(), 20, S, 2) < BBandBot(Ref(Typical(),-1), 20, S, 2))
{2- Bear: Décalage de la MM20 }
AND (MM20< Ref(MM20, -1))
{1T0- les 6 dernières clôtures T0 à l'intérieur des bBoll}
AND (HHV((Ref(C,-1)/ BBandTop(Ref(Typical(),-1),20,S,2)),6)<1)
AND (LLV((Ref(C,-1)/ BBandBot(Ref(Typical(),-1),20,S,2)),6)>1)
{2T0: MM20 plate: Roc de MM20 inférieur à 1.5%}
AND (Abs(ROC(Ref(MM20,-1),6,%))<=1.5)
{3 T0: bandes plates:}
AND ((Stdev(Stdev(Ref(Typical(),-1),20),6))<= 2*Sqrt(2))
{4 T0: Mbbw est en phase descendante}
AND (ROC(Ref(Mbbw,-1),6,%) <= 0)
{5T0- les bBoll ne s'écartent pas trop}
AND ((Ref(Bbw,-1)/ LLV(Ref(Bbw,-1),6)) <= 1.1)
ColD = T2Bull
MM20:= Mov(Typical(),20,S);
Bbw:=(4*Stdev(Typical(),20))/ (Mov(Typical(),20,S));
MBbw:= Mov(Bbw,20,S);
Acc:= 0.50;
{T2-(C): Extrême de T1 strictement dépassé de quelques unités: prendre
position}
((H/ Ref(H,-1))>= 1.0002)
{1- (C,-1):T1Bull: clôture C en dehors des Bboll et accélération avec
divergence des Bboll}
AND (Ref(C,-1)> BBandTop(Ref(Typical(),-1), 20, S, 2))
AND ((Ref(C,-1)- Ref(O,-1))/(Ref(H,-1)-Ref(L,-1)) >= acc)
AND (BBandTop(Ref(Typical(),-1), 20, S, 2) > BBandTop(Ref(Typical(),-2), 20,
S, 2))
AND (BBandBot(Ref(Typical(),-1), 20, S, 2) <BBandBot(Ref(Typical(),-2), 20,
S, 2))
{2- (C,-1):T1Bull: Décalage de la MM20 }
AND (Ref(MM20,-1)> Ref(MM20, -2))
{1T0- les 6 dernières clôtures T0 à l'intérieur des bBoll}
AND (HHV((Ref(C,-2)/ BBandTop(Ref(Typical(),-2),20,S,2)),6)<1)
AND (LLV((Ref(C,-2)/ BBandBot(Ref(Typical(),-2),20,S,2)),6)>1)
{2T0: MM20 plate: Roc de MM20 inférieur à 1.5%}
AND (Abs(ROC(Ref(MM20,-2),6,%))<=1.5)
{3 T0: bandes plates:}
AND ((Stdev(Stdev(Ref(Typical(),-2),20),6))<= 2*Sqrt(2))
{4 T0: Mbbw est en phase descendante}
AND (ROC(Ref(Mbbw,-2),6,%) <= 0)
{5T0- les bBoll ne s'écartent pas trop}
AND ((Ref(Bbw,-2)/ LLV(Ref(Bbw,-2),6)) <= 1.1)
ColE = T2Bear
MM20:= Mov(Typical(),20,S);
Bbw:=(4*Stdev(Typical(),20))/ (Mov(Typical(),20,S));
MBbw:= Mov(Bbw,20,S);
Acc:= 0.50;
{T2-(C): Extrême de T1 strictement dépassé de quelques unités: prendre
position}
((Ref(L,-1)/L)>= 1.0002)
{1- (C,-1): Bear: clôture C en dehors des Bboll et accélération avec
divergence des Bboll}
AND (Ref(C,-1)< BBandBot(Ref(Typical(),-1), 20, S, 2))
AND ((Ref(O,-1)-Ref(C,-1))/(Ref(H,-1)-Ref(L,-1)) >= acc)
AND (BBandTop(Ref(Typical(),-1), 20, S, 2) > BBandTop(Ref(Typical(),-2), 20,
S, 2))
AND (BBandBot(Ref(Typical(),-1), 20, S, 2) <BBandBot(Ref(Typical(),-2), 20,
S, 2))
{2- (C,-1):Bear: Décalage de la MM20 }
AND (Ref(MM20,-1)< Ref(MM20, -2))
{1T0- les 6 dernières clôtures T0 à l'intérieur des bBoll}
AND (HHV((Ref(C,-2)/ BBandTop(Ref(Typical(),-2),20,S,2)),6)<1)
AND (LLV((Ref(C,-2)/ BBandBot(Ref(Typical(),-2),20,S,2)),6)>1)
{2T0: MM20 plate: Roc de MM20 inférieur à 1.5%}
AND (Abs(ROC(Ref(MM20,-2),6,%))<=1.5)
{3 T0: bandes plates:}
AND ((Stdev(Stdev(Ref(Typical(),-2),20),6))<= 2*Sqrt(2))
{4 T0: Mbbw est en phase descendante}
AND (ROC(Ref(Mbbw,-2),6,%) <= 0)
{5T0- les bBoll ne s'écartent pas trop}
AND ((Ref(Bbw,-2)/ LLV(Ref(Bbw,-2),6)) <= 1.1)
Filter
colA>0 OR colB>0 OR colC>0 OR colD>0 OR colE>0
:
> Stephane hello,
>
> Sorry guys for stepping in with a different issue.
>
> Have you read the books by Phillippe Cahen:-
>
> "Analyse Technique Dynamique", and
> "Comprendre l'Analyse Technique Dynamique" ?
>
> I would appreciate an opinion if you did and tried his system. I
> bought both
> books afew years back.
> Regards,
> Herbert
>
> ----- Original Message -----
> From: "s.carrasset" <s.carrasset@xxxxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, September 03, 2004 9:54 PM
> Subject: Re: [amibroker] Re: system % rule of thumb?
>
>
> > Herman van den Bergen a écrit :
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
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