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Wow, thanks, Stephane!
Best,
Paul
--- In amibroker@xxxxxxxxxxxxxxx, "s.carrasset" <s.carrasset@xxxx> wrote:
> Hello,
>
> stephane
>
> Title= " Td seq I";
> /*TD seq long et short side full version*/
>
> /********Optimize***********/
> Opt1=Param("Opt1",9,5,21,1);
> Opt2=Param("Opt2",13,1,21,1);
>
> /*********Setup Buy*********/
> TD1=IIf(Close<Ref(Close,-4),1,0);
> TD2=IIf(BarsSince(BarsSince(TD1))==Opt1, 1,0); //Sum(TD1,9)==9;
> TD3= Ref(H,-1)>=Ref(LLV(L,Opt1-4),-3);
> TD4= Ref(C,-Opt1)>=Ref(C,-Opt2);
> SetupBuy= TD3 AND TD2 AND TD4;
>
> /***********SetupSell************/
> TD1=IIf(Close>Ref(Close,-4),1,0);
> TD2=IIf(BarsSince(BarsSince(TD1))==Opt1, 1,0);
> TD3= Ref(L,-1)<=Ref(HHV(H,Opt1-4),-3);
> TD4= Ref(C,-Opt1)<=Ref(C,-Opt2);
> SetupSell= TD3 AND TD2 AND TD4 ;
>
> /*********Count Buy ********/
> CountBuy= Sum(IIf(C<Ref(C,-2),1,0),BarsSince(SetupBuy));
> //or C<Ref(H,-2)
>
> /*********Count Sell ********/
> CountSell= Sum(IIf(C>Ref(C,-2),1,0),BarsSince(SetupSell));
> //or C>Ref(L,-2)
>
> /***********A***********/
> B1= CountBuy >=Opt2;
> B1= Hold(B1==0,2) AND B1;
> Timing=(BarsSince(SetUpbuy)< BarsSince(SetUpsell));
> Ccount=IIf(CountBuy
>=Opt2,ValueWhen(B1,HHV(C,BarsSince(SetupBuy))),Null);
> Hsetup=IIf(CountBuy >=Opt2,ValueWhen(SetupBuy,HHV(H,Opt1)),Null);
> BuyA=B1 AND Timing AND Hsetup > Ccount;
>
> /******B**********/
> B2= CountBuy >Opt2 AND Close > Ref(Close,-4);
> B2=Hold(B2==0,2) AND B2;
> B2=ExRem(B2,B1);
> BuyB=B2 AND Timing AND Hsetup > Ccount;
>
> /*************C***********/
> B3= CountBuy >Opt2 AND Close > Ref(High,-2);
> B3= Hold(B3==0,2) AND B3;
> B3=ExRem(B3,B1);
> BuyC= B3 AND Timing AND Hsetup > Ccount;
>
> /************Buy Signal********/
> Buy=BuyB OR BuyC ;
>
> ////////////////////////////////
> //SHORT
> /////////////////////////////////
>
> /***********A***********/
> S1= CountSell >=Opt2;
> S1= Hold(S1==0,2) AND S1;
> Timing=(BarsSince(SetUpSell)< BarsSince(SetUpbuy));
> Ccount=IIf(CountSell
>=Opt2,ValueWhen(S1,LLV(C,BarsSince(SetupSell))),Null);
> Lsetup=IIf(CountSell >=Opt2,ValueWhen(SetupSell,LLV(L,Opt1)),Null);
> SellA=S1 AND Timing AND Lsetup < Ccount;
>
> /******B**********/
> S2= CountSell >Opt2 AND Close < Ref(Close,-4);
> S2=Hold(S2==0,2) AND S2;
> S2=ExRem(S2,S1);
> SellB=S2 AND Timing AND Lsetup < Ccount;
>
> /*************C***********/
> S3= CountSell >Opt2 AND Close < Ref(Low,-2);
> S3= Hold(S3==0,2) AND S3;
> S3=ExRem(S3,S1);
> SellC= S3 AND Timing AND Lsetup < Ccount;
>
> /***********Short Signal********/
> Short= SellB OR SellC ;
>
> Plot(C,"",IIf(Short,colorYellow,IIf(Buy,colorGreen,1)),64);
>
> PlotShapes(IIf(Short,
> shapeDownArrow,shapeNone),colorYellow,0,H,-10);
> PlotShapes(IIf(Buy,
> shapeUpArrow,shapeNone),colorGreen,0,L,-10);
>
> PlotShapes(IIf(SetupSell,
> shapeDigit9,shapeNone),colorRed,0,H,20);
> PlotShapes(IIf(SetupBuy,
> shapeDigit9,shapeNone),colorBlue,0,L,-20);
>
> > 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 -
> >
> >
> >
> > 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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> >
> >
> >
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