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d,
Some parts were in this ref.
Some expressions [Default for interday , bullish breaks ] are not
mine.
I think someone revised this code, but I do not have any further ref.
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> http://finance.groups.yahoo.com/group/amibroker/message/48968
>
<BLOCKED::http://finance.groups.yahoo.com/group/amibroker/message/4896
8>
>
> d
>
>
> _____
>
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> 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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