[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: The main N100 turning points



PureBytes Links

Trading Reference Links


Alan,
I do not see any reason.
Give it one more try, here is the complete story.

 Scan all N100 stocks, all quotations with

// The main N100 turning points
//MACD and Stochastics applications
// by D. Tsokakis, Nov2004
yS=DEMA(StochD(),20);
zS=(yS>70)*BarsSince(yS<Ref(yS,-1));
zzS=(yS<30)*BarsSince(yS>Ref(yS,-1));
AddToComposite(zS,"~zS","V");
AddToComposite(zzS,"~zzS","V");
yM=DEMA(MACD(),10);
zM= (yM>0) * BarsSince ( yM < Ref(yM,-1) );
zzM = (yM<0) * BarsSince( yM > Ref(yM,-1) );
AddToComposite(zM,"~zM","V");
AddToComposite(zzM,"~zzM","V");
Buy=0;

and then

Plot(200,"",colorBlack,styledashed);
Plot(400,"",colorBlack,styledashed);
PER=5;
p=DEMA(Foreign("~zS","v"),PER);
t=DEMA(Foreign("~zzS","v"),PER);
Plot(p ,"p",colorBrightGreen,8);
Plot(t ,"t",colorRed,8);
CondP=Ref(p,-1)==HHV(p,3);CondT=Ref(t,-1)==HHV(t,3);
p0=ValueWhen(CondP,Ref(p,-1));
t0=ValueWhen(CondT,Ref(T,-1));
PlotShapes(shapeCircle*(p0<Ref(p0,-1) AND Ref(p,-1)>200),colorBlack);
PlotShapes(shapeCircle*(t0<Ref(t0,-1) AND Ref(t,-1)>200),colorWhite);

and

Plot(220,"",colorBlack,styledashed);
Plot(500,"",colorBlack,styledashed);
PER=5;
p=DEMA(Foreign("~zM","v"),PER);
t=DEMA(Foreign("~zzM","v"),PER);
Plot(p ,"p",colorTurquoise,8);
Plot(t ,"t",colorPink,8);

Dimitris



--- In amibroker@xxxxxxxxxxxxxxx, "Alan Nouray" <alann@xxxx> wrote:
> 
> Hi Dimitris,
> 
> Thank you for posing this interesting code. It works just fine but
> when I use your other code with stockD(), I only get a streight 
green
> line. I can see that the value of "p" and "t" cahnges but I do not 
see
> no graph. what could be the problem?
> 
> Alan
> 
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
<TSOKAKIS@xxxx>
> wrote:
> > 
> > Both codes try to answer the same question :
> > When the market is bullish, how many CONSECUTIVE bars is the 
> > indicator ascending ?
> > Add these numbers and plot the result.
> > For the complementary lines, when the market is bearish we search 
for 
> > the # of the CONSECUTIVE descending bars.
> > I hope the logic is simple.
> > The results give a quite accurate description of the market 
[thanks 
> > to the always existing DIRECTIONALITY] without significant lag.
> > Dimitris
> > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
<TSOKAKIS@xxxx> 
> > wrote:
> > > 
> > > Another pair of lines may come from the respective MACD study.
> > > Scan the N100 database, for all quotations, with
> > > 
> > > // The main N100 turning points, II
> > > // by D. Tsokakis, Nov2004
> > > y=DEMA(MACD(),10);
> > > z= (y>0) * BarsSince ( y < Ref(y,-1) );
> > > zz = (y<0) * BarsSince( y > Ref(y,-1) );
> > > AddToComposite(z,"~z1","V");
> > > AddToComposite(zz,"~zz1","V");
> > > Buy=0;
> > > 
> > > to create the composites.
> > > Then plot the results with
> > > 
> > > Plot(220,"",colorBlack,styledashed);
> > > Plot(500,"",colorBlack,styledashed);
> > > PER=5;
> > > p=DEMA(Foreign("~z1","v"),PER);
> > > t=DEMA(Foreign("~zz1","v"),PER);
> > > Plot(p ,"p",colorTurquoise,8);
> > > Plot(t ,"t",colorPink,8);
> > > 
> > > The turquoise peaks give the peaks of the market.
> > > A divergence with the price chart would give more emphasis.
> > > The pink peaks give without significant lag the market troughs.
> > > These MACD lines may be combined with the respective StochD 
lines 
> > for 
> > > mutual confirmation.
> > > See also
> > > http://www.elitetrader.com/vb/attachment.php?s=&postid=634590
> > > 
> > > Dimitris
> > > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
> > <TSOKAKIS@xxxx> 
> > > wrote:
> > > > 
> > > > The green peaks give premature exit points.
> > > > When followed by a lower green peak [divergence] give 
important 
> > > exit 
> > > > points !
> > > > [black circle]
> > > > The respective red peaks give premature  entries.
> > > > If a divergence occurs [white circle] then some great entries 
are 
> > > > predicted.
> > > > [Oct8, 2002-March24, 2004-Aug11, 2004 etc]
> > > > Run for the N100 database, all quotations the
> > > > 
> > > > // The main N100 turning points, by D. Tsokakis, Nov2004
> > > > y=DEMA(StochD(),20);
> > > > z=(y>70)*BarsSince(y<Ref(y,-1));
> > > > zz=(y<30)*BarsSince(y>Ref(y,-1));
> > > > AddToComposite(z,"~z","V");
> > > > AddToComposite(zz,"~zz","V");
> > > > Buy=0;
> > > > 
> > > > to create the composites.
> > > > Then see the graphs with
> > > > 
> > > > Plot(200,"",colorBlack,styledashed);
> > > > Plot(400,"",colorBlack,styledashed);
> > > > PER=5;
> > > > p=DEMA(Foreign("~z","v"),PER);
> > > > t=DEMA(Foreign("~zz","v"),PER);
> > > > Plot(p ,"p",colorBrightGreen,8);
> > > > Plot(t ,"t",colorRed,8);
> > > > CondP=Ref(p,-1)==HHV(p,3);
> > > > CondT=Ref(t,-1)==HHV(t,3);
> > > > p0=ValueWhen(CondP,Ref(p,-1));
> > > > t0=ValueWhen(CondT,Ref(T,-1));
> > > > PlotShapes(shapeCircle*(p0<Ref(p0,-1) AND Ref(p,-1)
> > > >200),colorBlack);
> > > > PlotShapes(shapeCircle*(t0<Ref(t0,-1) AND Ref(t,-1)
> > > >200),colorWhite);
> > > > 
> > > > The signal for the most recent green peak was known after the 
> > Nov18 
> > > > close.
> > > > It was equivalent to Sell at Nov19 open !
> > > > [A probable lower green peak above 200 will signal the end of 
the 
> > > > recent uptrend...]
> > > > 
> > > > Dimitris





------------------------ Yahoo! Groups Sponsor --------------------~--> 
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/