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HI Terry,
Mom stands for momentum .I had only pasted the part of code to
avoid confusion.I have included your suggestions.But the part iam
not getting is whether 5 day strength , I coded is adequate to the
concept.Coz I also did the same analysis in excel sheet , so for the
same scrip instead of values to match they dont!Pls comment.
Regards
Pls find the whole code
R1=(MA(H,3)-MA(Ref(L,-1),3))+L;
R2=((MA(Ref(H,-1),3))-MA(H,3))+H;
R3=H;
R4=2*Avg-L;
Sellno=(R1+R2+R3+R4)/4;
S1=H-(MA(Ref(H,-1),3)-MA(L,3));
S2=L-(MA(Ref(L,-1),3)-MA(L,3));
s3=L;
S4=2*Avg-H;
Buyno=(S1+S2+S3+S4)/4;
//1-Day strength
DS1=(C-L)/(H-L)*100;
//5-Day Strength
DS5=(C-LLV(L,5))/(HHV(H,5)-LLV(L,5))*100;
//LSS-5Day Oscillator
X=HHV(H,5)-Ref(O,-5);
Y=C-LLV(L,5);
LSSO=(X+Y)/((HHV(H,5)-LLV(L,5))*2);
AvgLSSO=MA(LSSO,3)*100;
//Momentum
Mom=AvgLSSO-Ref(AvgLSSO,-3);
//Add these lines for next day OPEN trading
SetTradeDelays(1,1,1,1);
BuyPrice = SellPrice = ShortPrice = CoverPrice = Open;
condbuy1 = 65<DS5>95 AND LSSo>50 AND mom>-10 AND DayOfWeek() == 5;
condbuy2 = DS5>83 AND LSSo>50 AND mom>-40 AND DayOfWeek() == 4;
condsell = DS5>53 AND LSSo >70 AND mom> -10 AND DayOfWeek() == 2;
Buy = condbuy1 OR condbuy2;
Sell=Condsell;
//Note conditions are tested the day before so you get, for example
//Friday's conditions for a Monday buy
Filter=Buyno AND Sellno;
AddColumn(Buyno,"BuyNo");
AddColumn(Sellno,"SellNo");
AddColumn(DS1,"1-Day Strength");
AddColumn(DS5,"5-Day Strength");
AddColumn(AvgLSSO,"AVg LSS 5-Day OSC ");
AddColumn(Mom,"Momentum ");
Plot(DS5,"5 Day strength",colorGreen,1);
Plot(Mom,"Momentum",colorRed,2);
Plot(AvgLSSO,"Smooth LSS Oscillator",colorBlue,4);
Plot(LSSO," LSS Oscillator",colorBlue,4);
--- In amibroker@xxxxxxxxxxxxxxx, Terry <MagicTH@xxxx> wrote:
> Some questions and suggestions:
>
> mom is not defined below. What is it?
>
> Your buys with DayOfWeek do not make sense.
> Try changing your conditions as follows:
>
> //Add these lines for next day OPEN trading
> SetTradeDelays(1,1,1,1);
> BuyPrice = SellPrice = ShortPrice = CoverPrice = Open
>
> condbuy1 = 65<LSS>95 AND LSSosc>50 AND mom>-10 AND DayOfWeek() ==
5;
> condbuy2 = LSS>83 AND LSSosc>50 AND mom>-40 AND DayOfWeek() == 4;
> condsell = LSS>53 AND LSSosc >70 AND mom> -10 AND DayOfWeek() == 2;
> Buy = condbuy1 OR condbuy2;
> Sell = condsell;
>
> //Note conditions are tested the day before so you get, for example
> //Friday's conditions for a Monday buy
> --
> Terry
>
>
> From: "iascool" <sai20_2000@xxxx>
> Reply-To: amibroker@xxxxxxxxxxxxxxx
> Date: Sun, 07 Nov 2004 14:39:54 -0000
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] SNiper
>
>
> Hello,
> I have tried to code some concepts from Sniper Trading , but have
> not achieved results to one i have in excel sheet.Where am I going
> wronge in code?Any Suggestions.
>
> 1)5Day strength index-
> (Close-Lowest price in last 5days)/(highest price in last 5 days-
> Lowest price in last 5 days) * 100
>
> code-//5-Day Strength
> DS5=(C-LLV(L,5))/(HHV(H,5)-LLV(L,5))*100;
>
> 2)lss oscillator
> X=highest price in last 5 days-open 5days ago
> Y=last close - lowest price in last 5 days
> lssosc = (X+Y)/((highest price in last 5 days - Lowest Price in
last
> 5 days)*2)*100
>
> Code//LSS-5Day Oscillator
> X=HHV(H,5)-Ref(O,-5);
> Y=C-LLV(L,5);
> LSSO=(X+Y)/((HHV(H,5)-LLV(L,5))*2)*100;
>
> 3)Buy on Monday if(on friday close)
> 65<LSS>95 and LSSosc>50 and mom>-10
> Buy on Friday if( on thrusday close)
> LSS>83 and LSSosc>50 and mom>-40
> Sell on Wednesday if( on tuesday close)
> LSS>53 and LSSosc >70 and mom> -10
>
> Code
> condbuy1= 65<LSS>95 AND LSSosc>50 AND mom>-10;
> condbuy2= LSS>83 AND LSSosc>50 AND mom>-40;
> condsell= LSS>53 AND LSSosc >70 AND mom> -10;
> buy= iif( condbuy1,Dayofweek()==1,condbuy2);
> Sell=iif(condsell,dayofweek()==6, 1);
>
> Kind Regards
>
>
>
>
>
>
>
>
>
>
>
>
>
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