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Re: [amibroker] Obtaining pattern statistics



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you can do it, just a matter of coding the info you want
eg
to count the number of times something happens
addup = Cum( eveningstar ); //assuming eveningstar setup is defined


filter = eveningstar;
addcolumn( addup, "times", 1 );
addcolumn( ref(MAE,5), "MAE",1.2); //MAE 5 days later




On Wed, 26 Jan 2005 09:50:30 -0500, Herman van den Bergen
<psytek@xxxxxxxx> wrote:
> There are functions in file, if not in file in the list archives, that will
> test for most known (and custom) candle patterns. Do a search for
> CandlePattern() and "Candle stick demo".
>  
> herman
> -----Original Message-----
> From: voyager_3k [mailto:voyager3k@xxxxxxxxxxx]
> Sent: Wednesday, January 26, 2005 9:14 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Obtaining pattern statistics
> 
> 
> I'm trying to obtain some statistics in a bulk manner for certain
> candle patterns.  For example, how often do you find large
> red-bar,green-bar,red-bar, as just one example?  
> 
> Others could be any one of the other major candle patterns (morning
> star, eve star, ... ).
> 
> My goal is the understand:
> 1. How often these happen in a give time period
> 2. What is the typical MFE/MAE after say 5 bars, assuming buying at
> open
> 3. View these results in summary form so they can be
>     compared against each other.
> 
> Report *example* could be:
> ---------------------------
> Pattern Name, Start Date, End Date, MFE, MAE, Num Patterns Found
> Morning Star, mm/dd/yy,   mm/dd/yy, 10,   20,    35
> RGR,          mm/dd/yy,   mm/dd/yy, 20,   10,    5
> Eve Star,     mm/dd/yy,   mm/dd/yy, 1,     5,    8
> 
> Any hints how I could generate such a report?
> 
> 
> 
> 
> 
> Check AmiBroker web page at:
> http://www.amibroker.com/
> 
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
> 
> 
> 
> 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
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-- 
Cheers
Graham
http://e-wire.net.au/~eb_kavan/


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