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I'm getting good results from this routine. Thanks for posting it.
Multiple Trade Arrows
e
I'm no expert but I've been told that it's always good practice
to add the following two lines to a trading routine after coding and
combining the boolean logic.
Buy = EXREM(Buy,Sell);
Sell = EXREM(Sell,Buy);
Both EXREM statements will strip out the extra trade signals between
the BUY and the next SELL, and between a SELL followed by the next
BUY.
One way that I debug is to add a series of ADDCOLUMNS at the end of
the routine, and study it to see if it's doing what I expect. Run
EXPLORE on your basket of stocks that you're trading or on one
candidate that's traded and see if the results meet you expectation.
For example
Filter =1; // will produce a row of results for every bar
Addcolumn(BUY,"BUY");
Addcolumn(SELL,"SELL");
// and if you want to see if your logic is working insert
// the following to check each logic ops. You can see that's
// it's a one or zero.
Addcolumn(weekHistRising, "WeekHistRising");
I have not used ISTRUE much except in WRITEVAL statements. It
probably works ok, but the results of your logical operationos will
either be a 1 or a 0, so the ISTRUE is not needed.
Hope this helps
JOE
--- In amibroker@xxxxxxxxxxxxxxx, "theoldchartreader"
<theoldchartreader@xxxx> wrote:
>
> Hi, Try this fromula.
> Dennis
>
> Plot(EMA(C,13)>Ref(EMA(C,13),-1)AND
> MACD()>Ref(MACD(),-1),"Impluse",colorGreen,styleHistogram);
> Plot(EMA(C,13)<Ref(EMA(C,13),-1)AND
> MACD()<Ref(MACD(),-1),"Impluse",colorRed,styleHistogram);
>
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "polomorabe" <paul.moore@xxxx>
> wrote:
> >
> > Hello,
> >
> > I'm a new user of Amibroker (since yesterday!), and as an
exercise
> > to learn how to user AFL, I'm trying to program Elder's Impulse
> > System, as described in his book "Come Into MY trading Room".
> >
> > Briefly, this system generates a buy signal if:
> > (Weekly 13EMA OR MACD-H are rising) AND
> > (Yesterday's daily 13EMA was falling and today's is rising AND
> > Yesterday's daily MACD-H was falling and today's is rising)
> >
> > The system generates a sell signal when any of the four boolean
> > conditions is no longer true.
> >
> > When I run this, I get loads of arrows pasted onto the chart, so
I
> > as wondering if there is a debug mode available, to help me to
find
> > the problem?
> >
> > In any case, here's the code. Many thanks for your help:
> >
> > //
> > // Elder Impulse System scan
> > //
> >
> > // Get weekly MACD-H and EMA arrays
> > TimeFrameSet( inWeekly );
> > weekHist = MACD( 12, 26 ) - Signal( 12, 26, 9 );
> > weekEMA = EMA( Close, 13 );
> >
> > // Determine if weekly MACD-H is rising or falling
> > weekHistRising = IsTrue ( Ref(weekHist, -1) < Ref(weekHist, 0) );
> > weekHistFalling = IsTrue ( Ref(weekHist, -1) > Ref(weekHist,
0) );
> >
> > // Determine if 13-week EMA is rising or falling
> > weekEMARising = IsTrue ( Ref(weekEMA, -1) < Ref(weekEMA, 0) );
> > weekEMAFalling = IsTrue ( Ref(weekEMA, -1) > Ref(weekEMA, 0) );
> >
> > // Get daily MACD-H and EMA arrays
> > TimeFrameRestore();
> > dayHist = MACD( 12, 26 ) - Signal( 12, 26, 9 );
> > dayEMA = EMA( Close, 13 );
> >
> > // Determine if daily MACD-H has changed from negative to
positive
> > or vice versa
> > dayHistUpturn = IsTrue ( ( Ref(dayHist, -2) > Ref(dayHist, -1) )
> AND
> > ( Ref(dayHist, -1) < Ref(dayHist, 0) ) );
> > dayHistDownturn = IsTrue ( ( Ref(dayHist, -2) < Ref(dayHist, -
1) )
> > AND ( Ref(dayHist, -1) > Ref(dayHist, 0) ) );
> >
> > // Determine if 13-day EMA has changed from negative to positive
or
> > vice versa
> > dayEMAUpturn = IsTrue ( ( Ref(dayEMA, -2) > Ref(dayEMA, -1) )
AND (
> > Ref(dayEMA, -1) < Ref(dayEMA, 0) ) );
> > dayEMADownturn = IsTrue ( ( Ref(dayEMA, -2) < Ref(dayEMA, -1) )
AND
> > ( Ref(dayEMA, -1) > Ref(dayEMA, 0) ) );
> >
> > // Generate buy or sell signals
> > Buy = IsTrue( ( weekHistRising OR weekEMARising ) AND (
> > dayHistUpturn AND dayEMAUpturn ) );
> > Sell = IsTrue( dayHistDownturn OR dayEMADownturn );
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