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Re: [amibroker] Re: OT: convert Wealth lab fromula to Amibroker



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Thank you, I await the re-run...
 
Anthony
----- Original Message -----
From: duke.jones
Sent: Saturday, March 12, 2005 8:37 PM
Subject: Re: [amibroker] Re: OT: convert Wealth lab fromula to Amibroker

Anthony, scratch that second run as it is not exiting properly. I need to rework the stop loss.

-------Original Message-------
> From: "duke.jones" <Duke.Jones@xxxxxxxxxxxxxxxxxxxxxx>
> Subject: Re: [amibroker] Re: OT: convert Wealth lab fromula to Amibroker
> Sent: 12 Mar 2005 12:25:42
>
>  Anthony,

>  Here is the rerun using the installstops of 10%.  The formula needs to have the positions rewritten to remove the shorts but there is no need as WL already gives you the long only and short only position metrics.  I have included some graphs of the plots with various chart type formations, big winners, trading range etc so you can see how it worked. I also ran this on a list of High RS stocks and High EPS ranked stocks and it does very well catching big moves. The risk  is these induce higher drawdowns when market corrects but the outperformance makes it something to explore in my book.  I think this might be a good exercise for me to try and convert but it will have to go on the back burner as I am already way behind in my other conversions.

>  Duke Jones, CMT
>  -------Original Message-------
>  > From: "Anthony Faragasso"
>  > Subject: Re: [amibroker] Re: OT: convert Wealth lab fromula to Amibroker
>  > Sent: 12 Mar 2005 19:51:43
>  >
>  >  Duke,
>  >
>  >  Thank you for running the formula....would you be so kind as to run the formula for Long only....or does the formula have to be edited ? ....
>  >
>  >  Also, you mention stops....is the maximum stop loss on initial purchase set to 10 % ?....if not could you set it  to 10 %...
>  >
>  >  Is there any provision in the formula to plot something on a chart ? ...if there is could you attach a chart ?....
>  >
>  >  Thank you
>  >  Anthony
>  >
>  >  Ps. I appreciate your time....thank you very much.
>  >
>  >  ----- Original Message -----
>  >  FROM:   duke.jones
>  >  TO: amibroker@xxxxxxxxxxxxxxx
>  >  SENT: Saturday, March 12, 2005 7:20   PM
>  >  SUBJECT: Re: [amibroker] Re: OT: convert   Wealth lab fromula to Amibroker
>  >
>  >  Anthony, I don't know if I am at the stage of being able to   convert it to AFL yet but here is what it looks like with 5% equity initial   positions and the defined stops in the code.
>  >
>  >  The list is a random   sampling of securities between lg cap small cap etc. The data runs from 01 to   Nov 04.
>  >
>  >  Regards,
>  >
>  >  Duke Jones, CMT
>  >  -------Original   Message-------
>  >  > From: "Anthony Faragasso"
>  >  > Subject: Re: [amibroker] Re: OT: convert   Wealth lab fromula to Amibroker
>  >  > Sent: 12 Mar 2005   18:49:40
>  >  >
>  >  >  Hello Jim,
>  >  >
>  >  >  It is   not a joke, I am not familiar with Wealth lab coding....
>  >  >
>  >  >  This formula is supposed to represent Jesse Livermore's trading   rules / style....
>  >  >
>  >  >  I was / am interested in   testing it...
>  >  >
>  >  >  Thanks
>  >  >    Anthony
>  >  >
>  >  >  ----- Original Message   -----
>  >  >  FROM:   jnk1997
>  >  >  TO:   amibroker@xxxxxxxxxxxxxxx
>  >  >  SENT: Saturday, March 12, 2005   1:30   PM
>  >  >  SUBJECT: [amibroker] Re: OT:   convert   Wealth lab fromula to Amibroker
>  >  >
>  >  >  Anthony,
>  >  >
>  >  >  That looks like a lot of   work (or is it   a joke?).
>  >  >  Anyway's perhaps someone   would be willing if you published the WL
>  >  >  stats, like win rate   etc.....
>  >  >  If somone does, please post it     here.
>  >  >
>  >  >  Regards
>  >  >  Jim
>  >  >
>  >  >  --- In amibroker@xxxxxxxxxxxxxxx,   "Anthony   Faragasso"
>  >  >  wrote:
>  >  >  > Anyone able to convert   this  wealth lab formula to   Amibroker ?
>  >  >    >
>  >  >  > Thank you
>  >  >  > Anthony
>  >  >    > var Bar    : integer;
>  >  >  > var   SecondaryRally, NaturalRally, SecondaryReaction,   DnTrend    :
>  >  >  float;
>  >  >  > var ResumeUpTrend,   ResumeDnTrend,   UseRule10  : boolean;
>  >  >  > var   Thresh , threshold, HalfThresh   ,NaturalReaction,
>  >  >    NaturalRallyBL, NaturalReactionRL, UpTrendRL, UpTrend,     DnTrendBL    :
>  >  >  float;
>  >  >  > var   MA10_10, MA10_Now ,   State,   ATRvalue         :     integer;
>  >  >  > var PtsPctATR,  tradetrends     :   integer;
>  >  >  >   { Install AutoStops   }
>  >  >  > {InstallStopLoss(   12 ); }
>  >  >    >   threshold := 2;
>  >  >  >   PtsPctATR   :=   2;     {0=Points, 1=Precent,   2=ATR}
>  >  >  >     tradetrends :=   1;   {0=trends and reactions, 1=trends     only}
>  >  >  >     {State = 0   Uptrend   }
>  >  >  >     {State = 1   Dntrend   }
>  >  >  >     {State =   2   NatRally}
>  >  >  >     {State =   3   SecRally}
>  >  >  >     {State =   4   NatReact}
>  >  >  >     {State =   5   SecReact}
>  >  >  >   if (PtsPctATR =   0)   then
>  >  >  >    begin
>  >  >    >        Thresh :=   threshold;
>  >  >  >      HalfThresh   :=   thresh/2;
>  >  >  >      end;
>  >  >  >  for Bar := 1 to 21   do
>  >  >    >   begin
>  >  >  >   if (Bar = 1)     then
>  >  >  >    begin
>  >  >    >          AddCommentary('Init');
>  >  >  >        SecondaryRally :=   PriceClose(bar);
>  >  >    >      NaturalRally :=     PriceClose(bar);
>  >  >  >      UpTrend   :=   PriceClose(bar);
>  >  >    >      SecondaryReaction :=     PriceClose(bar);
>  >  >  >        NaturalReaction :=   PriceClose(bar);
>  >  >    >      DnTrend :=     PriceClose(bar);
>  >  >  >        ResumeUpTrend :=   false;
>  >  >    >      ResumeDnTrend :=     false;
>  >  >  >      UseRule10 := false;   {if true   try/test futures only}
>  >  >    >    end;
>  >  >  >  if   (Bar      begin {1}
>  >  >    >      MA10_Now  := SMASeries( #Close, 10   );
>  >  >  >      MA10_10   :=   SMASeries( OffSetSeries( #Close, -10 ), 10 );
>  >  >  >
>  >  >    >
>  >  >  >    if (Bar = 21)     then
>  >  >  >    begin {2}
>  >  >    >
>  >  >  >     if @MA10_Now[Bar] >   @MA10_10[Bar]   then
>  >  >    >        begin
>  >  >    >           AddCommentary('InUpTrend');
>  >  >    >       State   := 0;
>  >  >    >       UpTrend :=     PriceClose(bar);
>  >  >  >          end
>  >  >  >          else
>  >  >  >          begin
>  >  >  >           AddCommentary('InDnTrend');
>  >  >    >         DnTrend :=   PriceClose(bar);;
>  >  >  >         State   := 1;
>  >  >  >        end;
>  >  >  >    end   {2}
>  >  >    >    end; {1}
>  >  >  >     end;
>  >  >  >
>  >  >  >   {Main   Loop}
>  >  >  >   for Bar := 22 to BarCount   - 1   do
>  >  >  >   begin {3}
>  >  >  >
>  >  >    >   if   (PtsPctATR = 1) then
>  >  >    >      begin
>  >  >    >      Thresh := threshold *     (PriceClose(bar-1)/100);
>  >  >  >        HalfThresh :=   Thresh/2;
>  >  >  >      end
>  >  >  >    else if   (PtsPctATR = 2)   then
>  >  >  >      begin
>  >  >    >      Thresh := threshold * ATR(Bar,     14);
>  >  >  >      HalfThresh   :=   Thresh/2;
>  >  >  >        AddCommentary('ATR thresh ' +   FloatToStr(Thresh));
>  >  >    >        AddCommentary('State '   +   IntToStr(State));
>  >  >    >      AddCommentary('Price '   +   FloatToStr(PriceClose(bar)));
>  >  >    >        AddCommentary('Nat Reaction '   +   FloatToStr(NaturalReaction));
>  >  >    >      end;
>  >  >    >     case State   of
>  >  >    >     0:
>  >  >  >     {   If   InUpTrend then}
>  >  >    >       begin   {4}
>  >  >    >        if (PriceClose(bar)   >   (NaturalReaction + Thresh))   then
>  >  >    >               NaturalReactionRL := NaturalReaction; {Rule   4b}
>  >  >    >              AddCommentary('InUpTrend');
>  >  >  >
>  >  >    >          if     ResumeUpTrend then { Rule 10 logic.   }
>  >  >    >             begin   {6}
>  >  >    >                if (PriceClose(bar) > (UpTrendRL + HalfThresh))     then
>  >  >    >                 begin
>  >  >    >                   ResumeUpTrend := false;   {Rule   10a}
>  >  >    >                   State := 4;   {InNatReact}
>  >  >    >                   NaturalReaction :=   PriceClose(bar);
>  >  >    >                   UpTrend :=   PriceClose(bar);
>  >  >    >                 end
>  >  >    >                 else if (PriceClose(bar) < (UpTrendRL - HalfThresh))
>  >  >    then
>  >  >    >                   begin
>  >  >    >                     ResumeUpTrend := false;   {Rule   10b}
>  >  >    >                     State := 4;   {InNatReact}
>  >  >    >                     NaturalReaction :=   PriceClose(bar);
>  >  >    >                   end;
>  >  >    >             end   {6}
>  >  >    >                 else if (PriceClose(bar) < (UpTrend - Thresh)) then
>  >  >    {start   NaturalReaction}
>  >  >    >                  begin {Rules 4a,   6a}
>  >  >    >                   State := 4;   {InNatReact}
>  >  >    >                   UpTrendRL := UpTrend;  {pivot point, rule   8}
>  >  >    >                   NaturalReaction :=   PriceClose(bar);
>  >  >    >                   ResumeUpTrend :=   false;
>  >  >    >                  end
>  >  >    >                  else if (PriceClose(bar) > UpTrend) then {remain in
>  >  >  uptrend   higher high   price}
>  >  >    >                     UpTrend :=   PriceClose(bar);
>  >  >    >              end;  {4    InUpTrend}
>  >  >    >          2:
>  >  >    >        {Natural Rally     State}
>  >  >    >          begin     {7}
>  >  >  >
>  >  >    >              if   (PriceClose(bar) > (NaturalReaction + thresh))     then
>  >  >    >                   NaturalReactionRL := NaturalReaction; {Rule   4b}
>  >  >    >                if (PriceClose(bar) > UpTrend) then {resume     UpTrend}
>  >  >    >                    begin {rules 6d,   6f}
>  >  >    >                     State := 0;   {InUpTrend}
>  >  >    >                     AddCommentary(' Set to   InUpTrend');
>  >  >    >                     UpTrend :=   PriceClose(bar);
>  >  >    >                     if UseRule10 then ResumeUpTrend :=   true;
>  >  >    >                    end
>  >  >    >                    else if (PriceClose(bar) > (NaturalRallyBL +
>  >  >    HalfThresh))   then
>  >  >    >                     begin {Rules   5a}
>  >  >    >                      AddCommentary('Set to   InUpTrend');
>  >  >    >                      State := 0;   {InUpTrend}
>  >  >    >                      UpTrend :=   PriceClose(bar);
>  >  >    >                      if UseRule10 then ResumeUpTrend :=   true;
>  >  >    >                     end
>  >  >    >                    else if (PriceClose(bar) < DnTrend) then {Start
>  >  >    DnTrend}
>  >  >    >                     begin {Rule   6b}
>  >  >    >                      AddCommentary('InNatRally start   dntrend');
>  >  >    >                      State := 1;   {InDnTrend}
>  >  >    >                      DnTrend :=   PriceClose(bar);
>  >  >    >                      NaturalRallyBL := PriceClose(bar); {rule   4D}
>  >  >    >                     end
>  >  >    >                     else if (PriceClose(bar) < (NaturalRally - Thresh))
>  >  >    then
>  >  >    >                      begin
>  >  >    >                        if (PriceClose(bar) < NaturalReaction) then
>  >  >  {start   Natural   Reaction}
>  >  >    >                         begin {rule 4d,   6b}
>  >  >    >                           State := 4;   {InNatReact}
>  >  >    >                           AddCommentary('InNatRally start nat
>  >  >  reaction');
>  >  >    >                           NaturalReaction :=   PriceClose(bar);
>  >  >    >                           NaturalRallyBL :=  PriceClose(bar); {rule 4D}
>  >  >  {Pivot pt,   Rule   9b}
>  >  >    >                         end
>  >  >    >                        else {start   secondaryreaction}
>  >  >    >                         begin  {rule   6h}
>  >  >    >                           AddCommentary('InNatRally start sec
>  >  >  reaction');
>  >  >    >                           State := 5;   {InSecReact}
>  >  >    >                           SecondaryReaction :=   PriceClose(bar);
>  >  >    >                         end;
>  >  >    >                         if (PriceClose(bar) > NaturalRally)   then
>  >  >    >                            NaturalRally :=   PriceClose(bar);
>  >  >    >                       AddCommentary(' none of the   above');
>  >  >    >                     end;
>  >  >    >                   end; {7   InNatRally}
>  >  >    >                 3:   { Secondary Rally   State}
>  >  >    >                    begin
>  >  >    >                          if (PriceClose(bar) > UpTrend)    then
>  >  >    >                            begin {rules 6d,   6f}
>  >  >    >                             AddCommentary('InSecRally');
>  >  >    >                             State := 0;   {InUpTrend}
>  >  >    >                             UpTrend :=   PriceClose(bar);
>  >  >    >                             if UseRule10 then ResumeUpTrend :=   true;
>  >  >    >                            end
>  >  >    >                           else if (PriceClose(bar) > (NaturalRallyBL +
>  >  >    halfthresh))   then
>  >  >    >                            begin {rules   5a}
>  >  >    >                             State := 0;   {InUpTrend}
>  >  >    >                             UpTrend :=   PriceClose(bar);
>  >  >    >                             if UseRule10 then ResumeUpTrend :=   true;
>  >  >    >                            end
>  >  >    >                           else if (PriceClose(bar) > NaturalRally)      then
>  >  >    >                             begin {rule   6g}
>  >  >    >                               State := 2;   {InNatRally}
>  >  >    >                               NaturalRally :=   PriceClose(bar);
>  >  >    >                             end
>  >  >    >                            else if (PriceClose(bar) < DnTrend) then
>  >  >  {start     DnTrend}
>  >  >    >                             begin {rule   6b}
>  >  >    >                               State := 1;   {InDnTrend}
>  >  >    >                               DnTrend :=   PriceClose(bar);
>  >  >    >                               NaturalRallyBL := PriceClose(bar); {rule
>  >  >  4d, pivot pt,   rule   9b}
>  >  >    >                             end
>  >  >    >                            else if (PriceClose(bar) > SecondaryRally)
>  >  >  then {record   higher   high}
>  >  >    >                              SecondaryRally := PriceClose(bar); {rule
>  >  >  3,     6g}
>  >  >    >                       end;   {InSecRally}
>  >  >    >                     { DOWN TREND   STATE}
>  >  >    >                   1:
>  >  >    >                     begin {9}
>  >  >  >
>  >  >    >                       if (PriceClose(bar) < (NaturalRally - Thresh))
>  >  >    then
>  >  >    >                          NaturalRallyBL := NaturalRally; {rule   4d}
>  >  >    >                       if ResumeDnTrend then {Rule 10 logic best works
>  >  >  with     futures}
>  >  >    >                         begin
>  >  >    >                           if (PriceClose(bar) < (DnTrendBL -
>  >  >  HalfThresh))     then
>  >  >    >                            begin
>  >  >    >                             ResumeDnTrend := false; {rule   10a}
>  >  >    >                             DnTrend :=  PriceClose(bar);  {rule 2,   6b}
>  >  >    >                            end
>  >  >    >                           else if (PriceClose(bar) > (DnTrendBL +
>  >  >  HalfThresh)) then   {DnTrend   Over}
>  >  >    >                           {return to   NaturalRally}
>  >  >    >                            begin
>  >  >    >                             AddCommentary('return to   NaturalRally');
>  >  >    >                             ResumeDnTrend :=   false;
>  >  >    >                             State := 2;   {InNatRally}
>  >  >    >                             NaturalRally :=   PriceClose(bar);
>  >  >    >                            end;
>  >  >    >                          end
>  >  >    >                          else if (PriceClose(bar) > (DnTrend +
>  >  >  Thresh))    then  {Start   NaturalRally}
>  >  >    >                           begin  { rules 4c,   6c}
>  >  >    >                             AddCommentary('return to   NaturalRally');
>  >  >    >                             State := 2;   {InNatRally}
>  >  >    >                             NaturalRally :=   PriceClose(bar);
>  >  >    >                             DnTrendBL := DnTrend; {Pivot Pt, Rule   8}
>  >  >    >                             ResumeDnTrend :=   false;
>  >  >    >                           end
>  >  >    >                            else if (PriceClose(bar) < DnTrend)  then
>  >  >  {remain in   down trend,   record lower   lows}
>  >  >    >                              DnTrend := PriceClose(bar); {Rule 2,   6b}
>  >  >    >                       end;  {9   InDnTrend}
>  >  >    >                     4:
>  >  >    >                       { Natural Reaction State   }
>  >  >    >                        begin   {Nat Reaction   State}
>  >  >    >                           if (PriceClose(bar) < (NaturalRally -
>  >  >  Thresh))     then
>  >  >    >                             NaturalRallyBL := NaturalRally; {Rule   4d}
>  >  >    >                           if (PriceClose(bar) < DnTrend) then {resume
>  >  >    DnTrend}
>  >  >    >                             begin {Rule 6b,   6e}
>  >  >    >                               AddCommentary('InNatReact -   InDnTrend1');
>  >  >    >                               State := 1;   {InDnTrend}
>  >  >    >                               DnTrend :=   PriceClose(bar);
>  >  >    >                               if UseRule10 then ResumeDnTrend :=   true;
>  >  >    >                             end
>  >  >    >                             else if (PriceClose(bar) <
>  >  >  (NaturalReactionRL - halfthresh   ))   then
>  >  >    >                             {resume   DnTrend}
>  >  >    >                              begin {rules   5b}
>  >  >    >                                AddCommentary('InNatReact -   InDnTrend2');
>  >  >    >                                State := 1;   {InDnTrend}
>  >  >    >                                DnTrend :=   PriceClose(bar);
>  >  >    >                                if UseRule10 then ResumeDnTrend :=   true;
>  >  >    >                              end
>  >  >    >                              else if (PriceClose(bar) > UpTrend)  then
>  >  >    {start   UpTrend}
>  >  >    >                               begin {rule   6d}
>  >  >    >                                AddCommentary('InNatReact -   InUpTrend1');
>  >  >    >                                State := 0;   {InUpTrend}
>  >  >    >                                UpTrend :=   PriceClose(bar);
>  >  >    >                                NaturalReactionRL := PriceClose(bar);
>  >  >  {rule 4b, pvt point,   rule   9c}
>  >  >    >                               end
>  >  >    >                                 else if (PriceClose(bar) >
>  >  >  NaturalReaction +   Thresh)   then
>  >  >    >                                  begin
>  >  >    >                                   if (PriceClose(bar) > NaturalRally)
>  >  >  then {start   Natural   Rally}
>  >  >    >                                     begin {rules 4b,   6d}
>  >  >    >                                      State := 2; {In Nat   Rally}
>  >  >    >                                      NaturalRally :=   PriceClose(bar);
>  >  >    >                                      NaturalReactionRL := PriceClose
>  >  >  (bar); {rule 4b, pvt point,   rule   9c}
>  >  >    >                                     end
>  >  >    >                                    else {start   SecondaryRally}
>  >  >    >                                      begin {rule   6g}
>  >  >    >                                       State := 3; {In Sec   Rally}
>  >  >    >                                       SecondaryRally :=   PriceClose(bar);
>  >  >    >                                      end;
>  >  >    >                                   end
>  >  >    >                                 else if (PriceClose(bar) <
>  >  >  NaturalReaction) then {remain   in   NaturalReaction , record lower   lows}
>  >  >    >                                   NaturalReaction := PriceClose(bar);
>  >  >  {rule 3, 6a,     6b}
>  >  >    >                            end;   {InNatReact}
>  >  >    >                        5:
>  >  >    >                          begin
>  >  >    >                              AddCommentary('InSecReact');
>  >  >    >                              if (PriceClose(bar) < DnTrend)  then
>  >  >  {resume     DnTrend}
>  >  >    >                               begin {rules 6b,   6e}
>  >  >    >                                State := 1;   {InDnTrend}
>  >  >    >                                DnTrend :=   PriceClose(bar);
>  >  >    >                                if UseRule10 then ResumeDnTrend :=   true;
>  >  >    >                               end
>  >  >    >                              else if (PriceClose(bar) <
>  >  >  (NaturalReactionRL -   halfthresh))   then
>  >  >    >                                begin {rules   5b}
>  >  >    >                                 State := 1;   {InDnTrend}
>  >  >    >                                 DnTrend :=   PriceClose(bar);
>  >  >    >                                 if UseRule10 then ResumeDnTrend :=   true;
>  >  >    >                                end
>  >  >    >                               else if (PriceClose(bar) > UpTrend) then
>  >  >  {start     UpTrend}
>  >  >    >                                 begin {rules   6d}
>  >  >    >                                   State := 0;   {InUpTrend}
>  >  >    >                                   UpTrend :=   PriceClose(bar);
>  >  >    >                                   NaturalReactionRL := PriceClose(bar);
>  >  >  {rule 4b, pivot point,   rule   9c}
>  >  >    >                                 end
>  >  >    >                               else if (PriceClose(bar) <
>  >  >  NaturalReaction)     then
>  >  >    >                                 begin {rules   6h}
>  >  >    >                                    State := 4;   {InNatReact}
>  >  >    >                                    NaturalReaction :=   PriceClose(bar);
>  >  >    >                                 end
>  >  >    >                               else if (PriceClose(bar) <
>  >  >  SecondaryReaction) then {record   lower   lows}
>  >  >    >                                   SecondaryReaction := PriceClose
>  >  >  (bar);  {rule     6h}
>  >  >    >                           end;   {InSecReact}
>  >  >    >                      else
>  >  >    >                        begin
>  >  >    >                           AddCommentary('Never get here!   ');
>  >  >    >                        end;
>  >  >    >                end;
>  >  >  >  { Paint it }
>  >  >    >    case State   of
>  >  >    >     0:
>  >  >    >        begin
>  >  >    >       SetBarColor( Bar, #blue     );
>  >  >  >      end;
>  >  >    >       1:
>  >  >    >        begin
>  >  >    >       SetBarColor( Bar, #Red     );    {Down Trend}
>  >  >    >        end;
>  >  >    >     2:
>  >  >    >        begin
>  >  >    >       SetBarColor( Bar, #Black     );
>  >  >  >      end;
>  >  >    >       3:
>  >  >    >        begin
>  >  >    >       SetBarColor( Bar, #Green     );
>  >  >  >      end;
>  >  >    >       4:
>  >  >    >        begin
>  >  >    >       SetBarColor( Bar, #yellow     );
>  >  >  >      end;
>  >  >    >       5:
>  >  >    >        begin
>  >  >    >       SetBarColor( Bar, #purple     );
>  >  >  >      end
>  >  >    >       else
>  >  >    >        AddCommentary('not     important to show! ');
>  >  >  >   end;
>  >  >  >   if (tradetrends = 1)   then
>  >  >  >  { Trend Rules   }
>  >  >  >     begin
>  >  >    >    if (State = 0) then      {uptrend}
>  >  >  >          begin
>  >  >  >       if   (not   lastpositionactive())   then
>  >  >    >               begin
>  >  >    >                 buyAtMarket( Bar+1,   'LE');
>  >  >    >               end;
>  >  >  >       if     positionshort(lastposition)   then
>  >  >    >              coverAtMarket( Bar+1,LastPosition, 'SXL');
>  >  >    >       end;
>  >  >  >
>  >  >    >     if (State = 1) then      {downtrend}
>  >  >  >           begin
>  >  >  >        if   (not   lastpositionactive())   then
>  >  >    >              begin
>  >  >    >                shortAtMarket( Bar+1,   'SE');
>  >  >    >              end;
>  >  >  >          if   positionlong(lastposition)   then
>  >  >    >              SellAtMarket( Bar+1, Lastposition,   'LXS');
>  >  >    >       end;
>  >  >  >
>  >  >    >    end
>  >  >  >   else
>  >  >    > { Trend plus   Rules = trade trends, rallies,   reactions}
>  >  >  >     begin
>  >  >    >     if ((State = 0) or (State = 2) or   (State   = 3)) then
>  >  >    >       begin
>  >  >    >       if (not     lastpositionactive())   then
>  >  >    >               begin
>  >  >    >                 buyAtMarket( Bar+1,   'LE');
>  >  >    >               end;
>  >  >  >       if     positionshort(lastposition)   then
>  >  >    >              coverAtMarket( Bar+1,LastPosition, 'SXL');
>  >  >    >       end;
>  >  >  >
>  >  >    >     if ((State = 1) or (State = 4)   or   (State = 5)) then
>  >  >    >         begin
>  >  >    >        if (not     lastpositionactive())   then
>  >  >    >              begin
>  >  >    >                shortAtMarket( Bar+1,   'SE');
>  >  >    >              end;
>  >  >  >          if   positionlong(lastposition)   then
>  >  >    >              SellAtMarket( Bar+1, Lastposition,   'LXS');
>  >  >    >         end;
>  >  >    >    end;
>  >  >  >
>  >  >  >    end;
>  >  >  >
>  >  >  >
>  >  >  > No virus found   in this outgoing message.
>  >  >  > Checked by   AVG   Anti-Virus.
>  >  >  > Version: 7.0.308 / Virus Database: 266.7.2 -   Release   Date: 3/11/2005
>  >  >
>  >  >  Please note   that this group is   for discussion between users   only.
>  >  >
>  >  >  To get support from AmiBroker   please   send an e-mail directly to
>  >  >  SUPPORT {at}   amibroker.com
>  >  >
>  >  >  For other   support   material please check also:
>  >  >  http://www.amibroker.com/support.html
>  >  >
>  >  >  -------------------------
>  >  >
>  >  >  No virus   found in this incoming message.
>  >  >  Checked by AVG     Anti-Virus.
>  >  >  Version: 7.0.308 / Virus Database: 266.7.2 - Release   Date:   3/11/2005
>  >  >
>  >  >  Please note that this   group is for discussion between users only.
>  >  >
>  >  >  To   get support from AmiBroker please send an e-mail directly to
>  >  >    SUPPORT {at} amibroker.com
>  >  >
>  >  >  For other support   material please check also:
>  >  >  http://www.amibroker.com/support.html
>  >  >
>  >  >  YAHOO! GROUPS SPONSOR
>  >  >
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>  >  >  To visit your group on the web, go to:
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>  >  >    To unsubscribe from this group, send an email to:
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>  >  >  Your use of Yahoo! Groups   is subject to the Yahoo! Terms of Service.
>  >  >
>  >  >    -------------------------
>  >  >  No virus found in this outgoing   message.
>  >  >  Checked by AVG Anti-Virus.
>  >  >  Version:   7.0.308 / Virus Database: 266.7.2 - Release Date: 3/11/2005
>  >  -------Original   Message-------
>  >
>  >  Please note that this group is for   discussion between users only.
>  >
>  >  To get support from AmiBroker please   send an e-mail directly to
>  >  SUPPORT {at} amibroker.com
>  >
>  >  For other   support material please check also:
>  >  http://www.amibroker.com/support.html
>  >
>  >  -------------------------
>  >
>  >  No virus found in this incoming message.
>  >  Checked by AVG   Anti-Virus.
>  >  Version: 7.0.308 / Virus Database: 266.7.2 - Release Date:   3/11/2005
>  >
>  >  Please note that this group is for discussion between users only.
>  >
>  >  To get support from AmiBroker please send an e-mail directly to
>  >  SUPPORT {at} amibroker.com
>  >
>  >  For other support material please check also:
>  >  http://www.amibroker.com/support.html
>  >
>  >  YAHOO! GROUPS SPONSOR
>  >
>  >  ADVERTISEMENT
>  >
>  >  -------------------------
>  >  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.
>  >
>  >  -------------------------
>  >  No virus found in this outgoing message.
>  >  Checked by AVG Anti-Virus.
>  >  Version: 7.0.308 / Virus Database: 266.7.2 - Release Date: 3/11/2005
>  -------Original Message-------

>  Please note that this group is for discussion between users only.

>  To get support from AmiBroker please send an e-mail directly to
>  SUPPORT {at} amibroker.com

>  For other support material please check also:
http://www.amibroker.com/support.html

>  YAHOO! GROUPS SPONSOR

>  ADVERTISEMENT

>  -------------------------
>  YAHOO! GROUPS LINKS

>  To visit your group on the web, go to:
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>  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.
-------Original Message-------


Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html





No virus found in this incoming message.
Checked by AVG Anti-Virus.
Version: 7.0.308 / Virus Database: 266.7.2 - Release Date: 3/11/2005


Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html




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No virus found in this outgoing message.
Checked by AVG Anti-Virus.
Version: 7.0.308 / Virus Database: 266.7.2 - Release Date: 3/11/2005