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Anthony
You posted Version 1 of a routine to calculate the persistency of a price curve and was wondering if you
found it valuable as a swing trade signal for stocks or mutual funds.
I just got around to reading about Gil Blake and his use price persistency to trade sector funds. Granted that this was many years ago, but still searching for that grail.
As they say in Texas, I'm fixing to imbed it in a fund scoring function/routine to see how it works out and would appreciate any comments on what you found effective. I did get Gustafson's article that you referred to as a guide.
Thanks
JOE
----- Original Message -----
From: Anthony Faragasso
To: amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, September 04, 2004 7:43 PM
Subject: Re: [amibroker] Re: Directional Oscillator/Bruiser
xx = (PDI(45)-MDI(45));
zz = (EMA(PDI(45)-MDI(45),20));
// Close Short & Enter long
Value=EMA(PDI(44)-MDI(44),5);
Trigger=EMA(EMA(PDI(44)-MDI(44),5),3);
Buy= Value > Trigger AND Ref(Value,-1) <= Ref(Trigger,-1);
//Close Long & Enter Short
Value=EMA(PDI(44)-MDI(44),5);
Trigger=EMA(EMA(PDI(44)-MDI(44),5),3);
Sell=Value < Trigger AND Ref(Value,-1) >= Ref(Trigger,-1);
Short=Sell;
Cover=Buy;
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
Plot(xx,"",colorGreen,8);
Plot(zz,"",colorRed,8);
Title=Date()+" "+EncodeColor(colorBlue)+Name()+" "+FullName()
+"Directional Oscillator";
PlotShapes(Buy*shapeUpArrow,colorGreen);
PlotShapes(Sell*shapeDownArrow,colorRed);
----- Original Message -----
From: "bruiserbbq" <bruiserbbq@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, September 04, 2004 7:43 PM
Subject: [amibroker] Re: Directional Oscillator/Bruiser
> Hi Brian, thanks for your interest in this code. It comes from a
> newsletter I subscribe to here in Australia. The code has been
> devised for a "always in" system for the ASX 200 ie go long on the
> crossover and short when it re-crosses.
>
> I started trying to just convert the indicator code over to AB and
> then hopefully convert the whole system over to AB.....but as you
> can tell...my understanding of code is very poor!
>
> Maybe you could help convert the rest for me? Here's the rest of the
> code below.
>
> Close Short & Enter long
> Value:=Mov(PDI(44)-MDI(44),5,E);
> Trigger:=Mov(Mov(PDI(44)-MDI(44),5,E),3,E);
> Value>Trigger AND Ref(Value,-1)<=Ref(Trigger,-1)
>
> Close Long & Enter Short
> Value:=Mov(PDI(44)-MDI(44),5,E);
> Trigger:=Mov(Mov(PDI(44)-MDI(44),5,E),3,E);
> Value<Trigger AND Ref(Value,-1)>=Ref(Trigger,-1)
>
>
> The newsletter also goes on about optimizing the code to fine tune
> the signals............but I haven't a clue on how to do the basic
> system...never mind optimizing it :-)
>
>
> So Brian...if you can cast your eye over the above and convert the
> system over to AB...that would be much appreciated :-)
>
> Cheers Bruiser
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
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