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Re: [amibroker] Re: Trading Rules Help from Dimitris Tsokakis



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Thanks Dimitris:

Just had a wonderful baklava dessert at a local church fair with some of your 2nd generation countrymen/women, and was glad to see your message when I came back. Galveston and Houston have large communities. 

The code on that breakout algo was very tight and thought it might have been yours. 

Best regards
JOE 
  ----- Original Message ----- 
  From: DIMITRIS TSOKAKIS 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Saturday, October 30, 2004 11:02 AM
  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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