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Anthony,
Does WL support array math or is everything discreet values?
After looking at the source again, It looks like discreet values...
This definately changes things...
walt
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
> Walt,
>
> Thank you, I will take a look at it....please keep me informed..
>
> Anthony
> ----- Original Message -----
> From: hairy_mug
> To: amibroker@xxxxxxxxxxxxxxx
> 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
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> users only.
> > > > >
> > > > > To get support from AmiBroker please send an e-
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> directly to
> > > > > SUPPORT {at} amibroker.com
> > > > >
> > > > > For other support material please check also:
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> > > > >
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