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[amibroker] Re: Obtaining pattern statistics



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Graham and Herman-
Much appreciate your help. Once again your help has been a
real time save.

Regards,


--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> 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@xxxx> 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@x...]
> > 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
> > 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 the Yahoo! Terms of Service. 
> 
> 
> -- 
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/





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