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Hi Dimitris
Thanks a lot for taking the time to respond. I really appreciate it.
Just to clarify, is this correct version of the code you are suggesting?
I ask because my formula, the one I gave in my email, was giving the
same results as I got in Metastock, so I thought I was ok - perhaps this
is just an issue of definition of goals.
I pasted the following formula into Amibroker, but it didn't work - I am
misinterpreting your advice, obviously. I am eager to understand what
the last line, Plot(aroonup," ",1,8, means. Any further help you can
give would be greatly appreciated.
Re: AroonUp = 100.... I assume you mean that since I have said that I
want AroonUp = 100, I don't need (AroonUp>AroonDn) because AroonDn
cannot possibly = 100 if AroonUp does?
ALen = 14;
AroonUp = 100 * (ALen - (HHVBars(H, ALen + 1))) / Alen;
AroonDn = 100 * (ALen - (LLVBars(L, ALen + 1))) / ALen;
Condition=(AroonUp>AroonDn) AND Ref(AroonUp,-1)<Ref(AroonDn,-1) AND
Ref(AroonDn,-1)>68 AND C>MA(C,50) AND AroonUp=100;
Plot(aroonup," ",1,8);
DIMITRIS TSOKAKIS wrote:
> This code has some problems. It gives AroonUp=100 for every bar.
> Try the
> ALen = 14;
> AroonUp = 100 * (ALen - (HHVBars(H, ALen + 1))) / Alen;
> AroonDn = 100 * (ALen - (LLVBars(L, ALen + 1))) / ALen;
> Condition=(AroonUp>AroonDn) AND Ref(AroonUp,-1)<Ref(AroonDn,-1) AND
> Ref(AroonDn,-1)>68 AND C>MA(C,50) AND AroonUp=100;
> Plot(aroonup," ",1,8);
> to see.
> You need an
> ...AND AroonUp==100;
> in order to ask "AroonUp is equal to 100".
> Dimitris
> PS: Of course, if you really want AroonUp==100, then you dont need
> the AroonUp>AroonDn...
> --- In amibroker@xxxxxxxxxxxxxxx, nikku <nikku@xxxx> wrote:
> >
> > Hello
> >
> > Well, here we go - I am going to take Yuki and Tomasz and a few
> others
> > up on their offer to post here with my questions, newbie though
> they may
> > be. I will continue to ask until someone tells me that I need to
> stop
> > because I'm driving them crazy :)
> >
> > I know most of my questions will be ridiculously if not
> irritatingly
> > simple for most of you.
> >
> > Below is an AA attempt using Aroon. The idea is to buy when the
> > *condition* parameters are true. I am trying to limit position
> size, but
> > it isn't working. Is there something wrong with the position size
> filter
> > I am attempting? When I ask for this Analysis on a basket of
> stocks, I
> > get filled for the entire capital amount on the first signal,
> instead of
> > getting a smaller fill based on this stop, leaving capital free to
> take
> > subsequent entry signals. Also, I occasionally get filled for i.e.
> 3
> > shares of a $12 stock when the entire capital amount seems to be
> available.
> >
> > Any help is appreciated. I have learned that you have to be a lot
> more
> > meticulous using AFL than Metastock Formula Language - perhaps I
> have
> > made some silly error.
> >
> > Please pay special attention to this line of the following code;
> note
> > the negative sign in front of the two.
> >
> > *TrailStopAmount = -2 * ATR( 20 );
> >
> >
> ______________________________________________________________________
> _____________________________
> > *
> >
> > ALen = 14;
> > AroonUp = 100 * (ALen - (HHVBars(H, ALen + 1))) / Alen;
> > AroonDn = 100 * (ALen - (LLVBars(L, ALen + 1))) / ALen;
> > Condition=(AroonUp>AroonDn) AND
> > Ref(AroonUp,-1)<Ref(AroonDn,-1) AND
> > Ref(AroonDn,-1)>68 AND
> > C>MA(C,50) AND
> > AroonUp=100;
> >
> > Buy= Condition;
> > Sell=0;//
> >
> > TrailStopAmount = -2 * ATR( 20 );
> > Capital = 100000;
> >
> > Risk = 0.01*Capital;
> > PositionSize = (Risk/TrailStopAmount)*BuyPrice;
> > ApplyStop( 2, 2, TrailStopAmount, 0);
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
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