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Ahhh..
http://finance.groups.yahoo.com/group/amibroker/message/51630
Doesn't say who wrote it but it the farthest back I could find.
d
_____
From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
Sent: Saturday, October 30, 2004 12:02 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Trading Rules Help from Dimitris Tsokakis
Joe,
Someone else wrote this code, not me.
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "Joe Landry" <jelandry@xxxx> wrote:
> In one of the routines I collected from the forum, I believe you
wrote the following AFL attached below .
>
> I'm wondering if you would present some details on how you would
use the LookBack and Shift
> parameters.
>
> For example a 20 or 22 day look back would be what is said used by
> the Turtle traders, but what effect does changing the SHIFT
parameter have?
>
> I've used this as an algorithm in a trading strategy and optimized
the two parameters,
> but this was brute force approach since I really didn't understand
the interaction of the two
> parameters and the color coding of the price line.
>
> I would appreciate any comments or pointing me to a resource/forum
email where this was
> discussed.
>
> Best regards
> joe landry
>
> PS Thanks for all your contributions. I probably have more DT code
than any other in my indicator window
> and my InfoSelect AFL database.
> // For Indicator Window NAME: Break Outs - DT
>
> // Dimitris Tsokakis
>
> // An Indicator Plots a high and low bar and color codes the price
line for bullish breaks
>
> //
>
> H0=H;
>
> L0=L;
>
> C0=C;
>
> O0=O;
>
> Lookback=Param("LookBack",22,10,50,1); // Default for interday
commodity currency trading
>
> shift=Param("Shift", 11,1,50,1); // ?
>
> x0=LastValue(Cum(1));
>
> x1=x0-shift;
>
> H=Ref(H,-shift+1);
>
> L=Ref(L,-shift+1);
>
> H1=LastValue(Ref(HHV(H,Lookback),-1));
>
> L1=LastValue(Ref(LLV(L,Lookback),-1));
>
> Plot(H1,"H1",colorYellow);
>
> Plot(L1,"L1",colorYellow);
>
> H=H0;L=L0;C=C0;O=O0;
>
> up=Cross(H,H1) AND Cum(1)>x1;
>
> dn=Cross(L1,L) AND Cum(1)>x1;
>
> Plot(C,"Close",IIf(Cum(1)>x1-Lookback AND Cum(1)<=x1,colorBlue,IIf
>
> (Up,colorBrightGreen,IIf( Dn,colorRed,colorBlack))),64);
>
> PlotShapes(shapeDownArrow*(Cum(1)==x1+1),colorBlue);
>
>
> [Non-text portions of this message have been removed]
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