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Dingo Thanks. This adds a bit to my understanding. Looks like Ken was interested in the same area.
I'm planning to go to Clearwater next year and looking forward to meeting you and seeing your work. We'll
probably have a couple more attendees from Houston, although Gary is supporting our nationbuilding out east and probably won't be back by then, which is one reason you haven't seen him on the board.
Right now I'm just bouncing around trying to find the ultimate set up. I keep going back to the Turtles set up, tho.
Best regards
JOE
----- Original Message -----
From: dingo
To: amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, October 30, 2004 11:28 AM
Subject: RE: [amibroker] Re: Trading Rules Help from Dimitris Tsokakis
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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