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Sorry, I wrote it between two MRI
better code
Buy=Cross(C,EMA(C,19));
Sell=Cross(EMA(C,19),C) ;//Month()==1;
CumCSt=0;
poslong=0;posshort=0;
for (i=1; i<BarCount; i++)
{
if( Buy[i])
{
poslong=1;posshort=0;
}
if(Sell[i])
{
poslong=0;posshort=1;
}
//Rlong[i]=poslong;
//RShort[i]=posshort;
if(poslong==1)
{
if(Buy[i])
CumCSt[i]=0.1;
else
{
if(C[i]>C[i-1])
CumCSt[i]=Cumcst[i-1] + 0.003;
else
CumCSt[i]=Cumcst[i-1];
}
}
else
{
if(Sell[i])
CumCSt[i]=0.1;
else
{
if(C[i]<C[i-1])
CumCSt[i]=Cumcst[i-1] + 0.003;
else
CumCst[i]=Cumcst[i-1];
}
}
if(CumCst[i]>0.13)
CumCst[i]=0.13;
}
per=19;
Smth=2/(per+1)+CumCSt;
MovAvg=AMA(C,Smth);
Plot(CumCst,"",colorBlue,1);
<s.carrasset@xxxx> wrote:
>
> Anthony,sorry I have not tried it,
> now I think it is Ok
>
> Buy=Cross(C,EMA(C,19));
> Sell=Cross(EMA(C,19),C) ;//Month()==1;
>
> CumCSC=0;
> poslong=1;posshort=0;
>
> for (i=1; i<BarCount; i++)
> {
>
> if( Buy[i])
> {
> poslong=1;posshort=0;
> }
> if(Sell[i])
> {
> poslong=0;posshort=1;
> }
> Rlong[i]=poslong;
> RShort[i]=posshort;
>
> if(Rlong[i])
> {
> if(Buy[i])
> CumCSC[i]=0.1;
> else
> {
> if(C[i]>C[i-1])
> CumCSc[i]=Cumcsc[i-1] + 0.003;
> else
> CumCSc[i]=Cumcsc[i-1];
> }
> }
> if (RShort[i])
> {
> if(Sell[i])
> CumCSC[i]=0.1;
> else
> {
> if(C[i]<C[i-1])
> CumCSc[i]=Cumcsc[i-1] + 0.003;
> else
> CumCSc[i]=Cumcsc[i-1];
> }
> }
>
>
> if(CumCSc[i]>0.13)
> CumCSc[i]=0.13;
>
> }
>
> per=19;
> Smth=2/(per+1)+CumCSc;
> MovAvg=AMA(C,Smth);
>
> Plot(Cumcsc,"",colorBlue,1);
> > Stephane,
> >
> > Thank you for trying, but unfortunately it is not working....the
> CUMCST value is always .13 and does not reset to .10 with a new buy
> or sell signal .
> >
> > Anthony
> > ----- Original Message -----
> > From: s.carrasset
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Monday, October 25, 2004 3:34 PM
> > Subject: Re: [amibroker] Optimizing your Moving average
> >
> >
> > Anthony
> >
> > this must do the job
> >
> > Buy=Cross(C,EMA(C,19));
> > Sell=Cross(EMA(C,19),C) ;
> >
> > CumCst=0.0;
> > poslong=0;
> > posshort=0;
> >
> > for (i=1; i<BarCount; i++)
> > {
> > if(Buy[i])
> > {
> > poslong=1;
> > posshort=0;
> > CumCst[i]=0.1;
> > }
> > if(Sell[i])
> > {
> > poslong=0;
> > posshort=1;
> > CumCst[i]=0.1;
> > }
> >
> >
> > if(posshort==1)
> > {
> > if(C[i]<C[i-1])
> > CumCst[i]=CumCst[i-1] + 0.003;
> > else
> > CumCst[i]=CumCst[i-1];
> > }
> > else // if(poslong==1)
> > {
> > if(C[i]>C[i-1])
> > CumCst[i]=CumCst[i-1] + 0.003;
> > else
> > CumCst[i]=CumCst[i-1];
> >
> > }
> >
> > if(CumCst[i]>0.13)
> > CumCst[i]=0.13;
> >
> > }
> >
> > per=19;
> >
> > Smth=2/(per+1)+CumCst;
> >
> > MovAvg=AMA(C,Smth);
> >
> > Plot(movavg,"",colorBlue,1);
> > Plot(C,"",1,64);
> >
> > PlotShapes(Buy*shapeUpArrow,colorGreen,0,L,-20);
> > PlotShapes(Sell* shapeDownArrow,colorRed,0,H,-20);
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> > Faragasso a écrit :
> >
> > > Thanks Stephane,
> > >
> > > unfortunately I am at a loss as to how to finish this...
> > >
> > >
> > > Buy=Cross(C,EMA(C,19));
> > >
> > > Sell=Cross(EMA(C,19),C) ;//Month()==1;
> > >
> > > CumCSC=0;
> > >
> > > for (i=1; i<BarCount; i++)
> > >
> > > {
> > >
> > > if(Buy[i])
> > >
> > > CumCSC[i]=0;
> > >
> > > else
> > >
> > > {
> > >
> > > if(C[i]>C[i-1])
> > >
> > > CumCSc[i]=Cumcsc[i-1] + 0.003;
> > >
> > > else
> > >
> > > CumCSc[i]=Cumcsc[i-1];
> > >
> > > }
> > >
> > > if(CumCSc[i]>0.13)
> > >
> > > CumCSc[i]=0.13;
> > >
> > > }
> > >
> > > per=19;
> > >
> > > Smth=2/(per+1)+CumCSc;
> > >
> > > MovAvg=AMA(C,Smth);
> > >
> > > Plot(movavg,"",colorBlue,1);
> > >
> > > Plot(C,"",1,64);
> > >
> > > Filter=1;
> > >
> > > AddColumn(Buy,"buy");
> > >
> > > AddColumn(Cumcsc,"cst");
> > >
> > > AddColumn(smth,"smth");
> > >
> > >
> > > Anthony
> > >
> > >
> > > ----- Original Message -----
> > > From: s.carrasset
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Sunday, October 24, 2004 5:26 PM
> > > Subject: Re: [amibroker] Optimizing your Moving average
> > >
> > >
> > > Hello,
> > >
> > >
> > > Anthony, this code can be a starting point
> > >
> > > Sell=Month()==1;
> > > Cumcst=0.1;
> > > for (i=1; i<BarCount; i++)
> > > {
> > > if(Sell[i])
> > > CumCST[i]=0.10;
> > > else
> > > {
> > > if(C[i]>C[i-1])
> > > CumCST[i]=Cumcst[i-1] + 0.003;
> > > else
> > > CumCST[i]=Cumcst[i-1];
> > > }
> > >
> > > if(CumCST[i]>0.13)
> > > CumCST[i]=0.13;
> > >
> > > }
> > >
> > > per=19;
> > > Smth=2/(per+1)+CumCST;
> > >
> > > MovAvg=AMA(C,Smth);
> > >
> > > Plot(movavg,"",colorBlue,1);
> > > Plot(C,"",1,64);Anthony Faragasso a écrit :
> > >
> > > > Anyone ?
> > > >
> > > > This seems a perfect time for AMA(array, factor ) but
> unfortunately I
> > > > have
> > > > never applied the AMA function, I would like the Smth to
be
> adjusting;
> > > >
> > > > Lets work with a 19 period moving average...
> > > >
> > > >
> > > > Per=19;
> > > >
> > > > BuySignal=cross(c,Ema(c,per);
> > > > SellSignal=cross(Ema(c,per),c);
> > > >
> > > > additionalSmthConstant=
> > > >
> > > > CumSmthConstant=2/(per+1) + additonalSmthConstant;
> > > >
> > > > MovAvg=AMA(C,Smth);
> > > >
> > > > Here are the Details:
> > > >
> > > > After a buy signal is generated, assign additional
> smoothing
> > > constant of
> > > > .003 when a stock or commodity makes a new higher close.
> > > >
> > > > The new Cumulative Smoothing Constant is calculated by
> adding daily
> > > > additional smoothing constant to previous Cumulative
> Smoothing
> > > Constant
> > > > until a maximum of .13 is reached.
> > > >
> > > > After a Sell signal return the Cumulative Smoothing
> Constant to the
> > > > starting
> > > > value of .10
> > > >
> > > > After a sell signal is generated, assign additional
> smoothing
> > > constant of
> > > > .003 when a stock or commodity makes a new lower close.
> > > >
> > > > The new Cumulative Smoothing Constant is calculated by
> adding daily
> > > > additional smoothing constant to previous Cumulative
> Smoothing
> > > Constant
> > > > until a maximum of .13 is reached.
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > 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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