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Has anyone been able to program the Demark sequential as a buy/sell
program for Amibroker backtesting?
Thanks,
Paul
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Here is the [verbatim] translation of the code
> CL=C;
> CL1=Ref(C,-1);
> CL2=Ref(C,-2);
> CL3=Ref(C,-3);
> CL4=Ref(C,-4);
> CL5=Ref(C,-5);
> CL6=Ref(C,-6);
> CL7=Ref(C,-7);
> CL8=Ref(C,-8);
> CL9=Ref(C,-9);
> CL10=Ref(C,-10);
> CL11=Ref(C,-11);
> CL12=Ref(C,-12);
> LO7=Ref(L,-7);
> LO8=Ref(L,-8);
> LO9=Ref(L,-9);
> S1=
> ((CL < CL3) AND (CL1 < CL4) AND (CL2 < CL5) AND (CL3 < CL6) AND (CL4
> < CL7) AND (CL5 < CL8) AND (CL6 < CL9) AND (CL7 < CL10) AND (CL8 <
> CL11) AND (CL9 < CL12)) AND ((LO7 < CL6) OR (LO8 < CL6) OR (LO9 <
> CL6));
> Plot(C,"C",1,64);
> PlotShapes(shapeUpTriangle*S1,5);
> S2=Sum(C<Ref(C,-3),10)==10 AND ((Ref(L,-7) < Ref(C,-6)) OR (Ref(L,-8)
> < Ref(C,-6)) OR (Ref(L,-9) < Ref(C,-6)));
> PlotShapes(shapeDownTriangle*S2,4);
> //http://www.linnsoft.com/scans/tdSequentialSetup.htm
>
> And here is the beauty [and the power] of AFL structure : You will
> have the same result with
>
> S2=Sum(C<Ref(C,-3),10)==10 AND ((Ref(L,-7) < Ref(C,-6)) OR (Ref(L,-8)
> < Ref(C,-6)) OR (Ref(L,-9) < Ref(C,-6)));
> Plot(C,"C",colorBlack,64);
> PlotShapes(shapeUpTriangle*S2,colorBrightGreen);
>
> The signal matches with bearish conditions.
> Try in your AA the exploration
>
> S2=Sum(C<Ref(C,-3),10)==10 AND ((Ref(L,-7) < Ref(C,-6)) OR (Ref(L,-8)
> < Ref(C,-6)) OR (Ref(L,-9) < Ref(C,-6)));
> Plot(C,"C",colorBlack,64);
> PlotShapes(shapeUpTriangle*S2,colorBrightGreen);
> Filter=1;
> AddColumn(BarsSince(S2),"");
>
> The majority of N100 stocks has not given any signal for the last 100
> bars.
> On the other side, some signals were quite accurate to catch the
> change of the trend.
> Dimitris Tsokakis
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> wrote:
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "jmbruegge" <jmbruegge@xxxx>
> wrote:
> > > Thanks Dimitris - I found some of the links you pointed out, I
> have
> > > to admit I am very new to Amibroker and am just starting to
> explore
> > > formula writing. One of the technicians I follow closely is a big
> > > believer in Tom Demark, and the technician I follow has been
> right
> > on
> > > the money for the last few years - Amibroker is a great program
> and
> > I
> > > am very satisfied with it. I do not think I can simply use the
> same
> > > formula from the Linnsoft link you gave me and apply it to
> > Amibroker
> > > can I ?? (I know, what a dumb question!)
> >
> > No, you can not paste it as is, it is written in some different
> > language. All these C1, C2 etc are respective previous C values.
> > In AFL they are expressed through the Ref() function, ie
> > C1=Ref(C,-1);
> > C2=Ref(C,-2);
> > etc.
> > Since you begin, it would be interesting to give it a try.
> > Of course, the Linnsoft code is quite complicated [I don't know if
> it
> > is the language or the author].
> > I'm far from the office now, it is midnight here in [hot] Athens.
> > I will post detailed AFL code tomorrow morning.
> > The Demark method was giving some main turning points the ultra-
> > bearish years 2000 till 2002. It is almost without signal the whole
> > 2003 for the majority of Nasdaq 100 stocks, the character of the
> > market has changed.
> > Anyway, you will have your observations and results.
> > Dimitris Tsokakis
> > >
> > > Have you or anyone else come across an already pre-written
> formula
> > > code for TD Sequential or TD Combo anywhere that I can apply
> > directly
> > > into Amibroker ?? Thanks in advance - JMB
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
> > <TSOKAKIS@xxxx>
> > > wrote:
> > > > 206 references come out from
> > > > http://search.yahoo.com/search?
> > > > x=op&vp=TD+Sequential+&vp_vt=any&vst=0&vd=all&fl=0&ei=ISO-8859-
> > > > 1&vm=p&n=20
> > > > Dimitris Tsokakis
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "jmbruegge" <jmbruegge@xxxx>
> > > wrote:
> > > > > Has ANYONE on this board written or come across the Amibroker
> > > > > formula for TD Sequential or TD Combo by Tom Demark - I am
> > > > searching
> > > > > everywhere.
> > > > >
> > > > > Thank you -
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