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Stephane,
How about adding it to AFL on line library?
http://www.amibroker.com/library/
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "pshread" <pshread@xxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, September 27, 2004 1:52 PM
Subject: [amibroker] Re: Demark Sequential - thanks!
> 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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>
>
>
>
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>
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