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Walt,
Thank you, I will take a look at it....please keep me informed..
Anthony
----- Original Message -----
Sent: Saturday, March 12, 2005 4:34
PM
Subject: [amibroker] Re: OT: convert
Wealth lab fromula to Amibroker
Anthony,
I took a stab at conversion... since I
know nothing about wealth lab
I made some deductions...
It runs, but
never exits the first position... take it as a
starting point... I'll let U
know if it get
further...
Walt
/*********************************/
// in
AA settings set buy, sell, short, cover to "open" with 1 day
delay
//
set "reverse signal forces exit"
// also set your stop prefs for the
following two statements:
/* Install AutoStops */
/*InstallStopLoss( 12
) */
threshold=2;
PtsPctATR=2; /*0=Points, 1=Precent,
2=ATR*/
tradetrends=1; /*0=trends and reactions, 1=trends
only*/
inBuy=0;
outSell=0;
outCover=0;
inShort=0;
Buy=0;
Sell=0;
Cover=0;
Short=0;
/*State
== 0 Uptrend */
/*State == 1 Dntrend */
/*State == 2
NatRally*/
/*State == 3 SecRally*/
/*State == 4 NatReact*/
/*State ==
5 SecReact*/
if (PtsPctATR ==
0)
{
Thresh=threshold;
HalfThresh=thresh/2;
}
for (Bar=1 ;
bar<=21;bar++)
{
if (Bar ==
1)
{
"Init";
SecondaryRally=C;
NaturalRally=C;
UpTrend=C;
SecondaryReaction=C;
NaturalReaction=C;
DnTrend=C;
ResumeUpTrend=False;
ResumeDnTrend=False;
UseRule10=False; /*if true try/test futures
only*/
}
if (Bar <= 21)
{
/*1*/
MA10_Now=MA(Close, 10 );
MA10_10=MA( Ref(Close, -10 ), 10
);
if
(Bar == 21)
{
/*2*/
if
(LastValue(MA10_Now>MA10_10))
{
"InUpTrend";
State=0;
UpTrend=C;
}
else
{
"InDnTrend";
DnTrend=C;
State=1;
}
}
/*2*/
} /*1*/
}
/*Main
Loop*/
for (Bar=22;bar>0; bar--)
{
/*3*/
if (PtsPctATR ==
1)
{
Thresh=threshold *
(Ref(C,-1)/100);
HalfThresh=Thresh/2;
}
else if (PtsPctATR ==
2)
{
Thresh=threshold *
ATR(14);
HalfThresh=Thresh/2;
//"ATR thresh " +
NumToStr(Thresh);
//"State " +
NumToStr(State);
//"Price " +
NumToStr(C);
//"Nat Reaction " +
NumToStr(NaturalReaction);
}
if
(state==0)
/* If InUpTrend
*/
{ /*4*/
if (LastValue(C > NaturalReaction +
Thresh))
NaturalReactionRL=NaturalReaction; /*Rule
4b*/
//"InUpTrend";
if (ResumeUpTrend) /* Rule 10 logic.
*/
{
/*6*/
if (LastValue(C > UpTrendRL +
HalfThresh))
{
ResumeUpTrend=False; /*Rule
10a*/
State=4;
/*InNatReact*/
NaturalReaction=C;
UpTrend=C;
}
else if (LastValue(C < UpTrendRL -
HalfThresh))
{
ResumeUpTrend=False; /*Rule 10b*/
State=4;
/*InNatReact*/
NaturalReaction=C;
}
}
/*6*/
else if
(LastValue(C < UpTrend - Thresh))
/*start
NaturalReaction*/
{ /*Rules 4a,
6a*/
State=4;
/*InNatReact*/
UpTrendRL=UpTrEnd ;/*pivot point, rule 8*/
NaturalReaction=C;
ResumeUpTrend=False;
}
else if (LastValue(C > UpTrend))
/*remain in uptrend
higher high price*/
UpTrend=C;
}
/*4 InUpTrend*/
if
(state==2)
/*Natural Rally
State*/
{
/*7*/
if
(LastValue(C > NaturalReaction + thresh))
NaturalReactionRL=NaturalReaction; /*Rule
4b*/
if
(LastValue(C > UpTrend)) /*resume
UpTrend*/
{
/*rules 6d, 6f*/
State=0;
/*InUpTrend*/
//" Set to
InUpTrend";
UpTrend=C;
if
(UseRule10) ResumeUpTrend=True;
}
else if (LastValue(C > NaturalRallyBL +
HalfThresh))
{ /*Rules 5a*/
//"Set to
InUpTrend";
State=0;
/*InUpTrend*/
UpTrend=C;
if
(UseRule10) ResumeUpTrend=True;
}
else if (LastValue(C < DnTrend))
/*Start DnTrend*/
{ /*Rule 6b*/
//"InNatRally
start dntrend";
State=1;
/*InDnTrend*/
DnTrend=C;
NaturalRallyBL=C; /*rule 4D*/
}
else if (LastValue(C < NaturalRally -
Thresh))
{
if (LastValue(C < NaturalReaction))
/*start
Natural Reaction*/
{ /*rule 4d,
6b*/
State=4;
/*InNatReact*/
//"InNatRally start nat
reaction";
NaturalReaction=C;
NaturalRallyBL=C; /*rule 4D*/ /*Pivot
pt,
Rule
9b*/
}
else /*start
secondaryreaction*/
{ /*rule
6h*/
//"InNatRally
start sec reaction";
State=5;
/*InSecReact*/
SecondaryReaction=C;
}
if (LastValue(C >
NaturalRally))
NaturalRally=C;
//" none of the
above";
}
} /*7
InNatRally*/
if (state==3) /* Secondary
Rally State*/
{
if
(LastValue(C > UpTrend))
{ /*rules 6d,
6f*/
//"InSecRally";
State=0;
/*InUpTrend*/
UpTrend=C;
if
(UseRule10) ResumeUpTrend=True;
}
else if (LastValue(C > NaturalRallyBL +
halfthresh))
{ /*rules 5a*/
State=0;
/*InUpTrend*/
UpTrend=C;
if
(UseRule10) ResumeUpTrend=True;
}
else if (LastValue(C >
NaturalRally))
{ /*rule 6g*/
State=2;
/*InNatRally*/
NaturalRally=C;
}
else if (LastValue(C < DnTrend))
/*start DnTrend*/
{ /*rule 6b*/
State=1;
/*InDnTrend*/
DnTrend=C;
NaturalRallyBL=C; /*rule 4d, pivot pt,
rule
9b*/
}
else if
(LastValue(C > SecondaryRally))
/*record
higher high*/
SecondaryRally=C; /*rule 3, 6g*/
}
/*InSecRally*/
/* DOWN TREND
STATE*/
if
(state==1)
{
/*9*/
if
(LastValue(C < NaturalRally - Thresh))
NaturalRallyBL=NaturalRally; /*rule
4d*/
if
(ResumeDnTrend) /*Rule 10 logic best works with
futures*/
{
if (LastValue(C < DnTrendBL -
HalfThresh))
{
ResumeDnTrend=False; /*rule
10a*/
DnTrend=C;
/*rule 2, 6b*/
}
else if (LastValue(C > DnTrendBL +
HalfThresh))
/*DnTrend
Over*/
/*return to
NaturalRally*/
{
//"return to
NaturalRally";
ResumeDnTrend=False;
State=2;
/*InNatRally*/
NaturalRally=C;
}
}
else if
(LastValue(C > DnTrend + Thresh))
/*Start
NaturalRally*/
{ /* rules 4c,
6c*/
//"return to
NaturalRally";
State=2;
/*InNatRally*/
NaturalRally=C;
DnTrendBL=DnTrend; /*Pivot Pt, Rule 8*/
ResumeDnTrend=False;
}
else if (LastValue(C < DnTrend))
/*remain in down
trend, record lower
lows*/
DnTrend=C; /*Rule 2, 6b*/
} /*9
InDnTrend*/
if
(state==4)
/* Natural Reaction State
*/
{ /*Nat Reaction
State*/
if
(LastValue(C < NaturalRally - Thresh))
NaturalRallyBL=NaturalRally; /*Rule
4d*/
if
(LastValue(C < DnTrend)) /*resume
DnTrend*/
{
/*Rule 6b, 6e*/
//"InNatReact -
InDnTrend1";
State=1;
/*InDnTrend*/
DnTrend=C;
if
(UseRule10) ResumeDnTrend=True;
}
else if (LastValue(C < NaturalReactionRL
-
halfthresh ))
/*resume
DnTrend*/
{
/*rules 5b*/
//"InNatReact -
InDnTrend2";
State=1;
/*InDnTrend*/
DnTrend=C;
if
(UseRule10) ResumeDnTrend=True;
}
else if (LastValue(C > UpTrend))
/*start
UpTrend*/
{
/*rule 6d*/
//"InNatReact -
InUpTrend1";
State=0;
/*InUpTrend*/
UpTrend=C;
NaturalReactionRL=C; /*rule 4b, pvt
point, rule
9c*/
}
else if
(LastValue(C > NaturalReaction + Thresh))
{
if (LastValue(C
> NaturalRally)) /*start
Natural
Rally*/
{ /*rules 4b,
6d*/
State=2; /*In
Nat Rally*/
NaturalRally=C;
NaturalReactionRL=C; /*rule 4b, pvt
point,
rule 9c*/
}
else /*start
SecondaryRally*/
{ /*rule
6g*/
State=3; /*In
Sec Rally*/
SecondaryRally=C;
}
}
else if
(LastValue(C<NaturalReaction))
/*remain in NaturalReaction , record lower
lows*/
NaturalReaction=C; /*rule 3, 6a,6b*/
}
/*InNatReact*/
if
(state==5)
{
//"InSecReact";
if (LastValue(C<DnTrend)) /*resume
DnTrend*/
{
/*rules 6b, 6e*/
State=1;
/*InDnTrend*/
DnTrend=C;
if
(UseRule10) ResumeDnTrend=True;
}
else if (LastValue(C<NaturalReactionRL -
halfthresh))
{ /*rules 5b*/
State=1;
/*InDnTrend*/
DnTrend=C;
if
(UseRule10) ResumeDnTrend=True;
}
else if (LastValue(C > UpTrend))
/*start
UpTrend*/
{
/*rules 6d*/
State=0;
/*InUpTrend*/
UpTrend=C;
NaturalReactionRL=C; /*rule 4b,pivot point,
rule
9c*/
}
else if
(LastValue(C<NaturalReaction))
{ /*rules
6h*/
State=4;
/*InNatReact*/
NaturalReaction=C;
}
else if
(LastValue(C<SecondaryReaction))
/*record lower
lows*/
SecondaryReaction=C; /*rule 6h*/
}
/*InSecReact*/
else
{
//"Never get here!
";
}
}
/* Paint it */
//if
(state==0)
//{
// SetBarColor( Bar,
colorBlue );
//}
//if
(state==1)
//{
// SetBarColor( Bar,
colorRed ); /*Down Trend*/
//}
//if
(state==2)
//{
// SetBarColor( Bar,
colorBlack );
//}
//if
(state==3)
//{
// SetBarColor( Bar,
colorGreen );
//}
//if
(state==4)
//{
// SetBarColor( Bar,
colorYellow );
//}
//if
(state==5)
//{
// SetBarColor( Bar,
colorpurple );
//}
//else
//"!important to show!
";
//}
if (tradetrends)
{
inbuy=(State ==
0);
inShort=(State == 1);
}
else
{
inbuy=(State == 0) OR (State == 2) OR (State ==
3);
inShort=(State == 1) OR (State == 4) OR (State ==
5);
}
Buy=ExRem(inbuy,outsell);
Sell=ExRem(outsell,inbuy);
Short=ExRem(inshort,outcover);
Cover=ExRem(outcover,inshort);
---
In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
> Thank you, I await the re-run...
>
>
Anthony
> ----- Original Message -----
>
From: duke.jones
> To: amibroker@xxxxxxxxxxxxxxx
> 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@xxxx>
> > 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
>
> > >
> > >
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> > >
>
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> > >
>
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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!
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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
> > >
-------Original Message-------
> >
>
> > > Please note that this group is
for discussion between
users only.
>
> >
> > > To get support from
AmiBroker please send an e-mail
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to
> > > SUPPORT {at}
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> > >
>
> > For other support material please check
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>
> >
> > >
-------------------------
> >
>
> > > 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
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> > > http://www.amibroker.com/support.html
>
> >
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> > >
> >
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>
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> > To unsubscribe from this group, send an email
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> > >
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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
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> > SUPPORT {at}
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> >
> >
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> >
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>
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> > Your use
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> -------Original Message-------
>
>
> Please note that this group is for discussion
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>
> To get support from AmiBroker
please send an e-mail directly to
> SUPPORT {at}
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>
> For other support material please
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>
>
> 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
>
> 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
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No virus found in this incoming message.
Checked by AVG
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Version: 7.0.308 / Virus Database: 266.7.2 - Release Date:
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Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
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