Re: [amibroker] Reference to another security

["Razzbarry" <razzbarry@xxxxxxxx>]

The actual formula is for a backtest and plot follows. Just copy and paste it into an AB formula window and test it. I assume you have AB release 4.70. But you will need sell logic to use this in back test. Anyway this may get you going in conversion form MS.

 

If you use this as an indicator to see if the results are the same as MS. Once you have created and saved the formula just go to Workspace/Charts, find the formula and click on it and take Insert linked. It will add a chart to the bottom of the page. then drag and drop a DEMA to the price chart and you will see the buy points. The formula produces positive spikes at the buy points.

 

Actually I went the same route, MS first and then AB. I think you will be very you switched. You will; have to convert all your MA logic if memory serves me well. I think MS has a generic moving average formulas and a parm tells it which type to use. AB has separate MA types so that is what you will have to convert.

 

You can import your NASDAQ and rimm data into AB to test this. When you paste this make sure the comments, green below, are all on one line or the program will fail.

 

Happy to help a MS defector.

 

Happy coding,

Barry

 

_SECTION_BEGIN("ADX + EMA + MACD");

// this will work with any stock
ixic = Foreign("^IXIC", "C"); // I use ^IXIC for the NASDAQ
period = Param("NASDAQ DEMA period", 200, 20, 400, 10); // default = 200, range = 20-400, step = 10
ixicDema = DEMA(ixic, period);
stkPeriod = Param("Stock period", 20, 1, 100, 1);
LclDema = DEMA(C, stkPeriod);

Buy = Cover = C < LclDema AND ixic > ixicDema;

// this is not needed for backtest but it will plot the conditions in a window so you can see all the conditions on a page.
// drag and drop a DEMA to the price chart and the green spike will show where all the conditions meet.
Plot(ixicDema, "ixicDema", colorBlack);
Plot(ixic, "ixic", colorBrown);
Plot(Buy * ixic, "BUY", colorGreen);

// explore
Filter = Buy;
AddColumn(Buy, "Buy", 1.0);

_SECTION_END();

 

 

----- Original Message -----

From: Terry

To: amibroker@xxxxxxxxxxxxxxx

Sent: Thursday, March 17, 2005 10:25 AM

Subject: Re: [amibroker] Reference to another security

There are a couple of ways to do this, one is SetForeign and the other
is simply Foreign, which seems easiset in your case. You can look it up
in help.

DEMA(Foreign("$COMPQ","C"),200) gets you the 200 day DEMA of the Nasdaq
Composite.

Terry

sebastiandanconia wrote:

>
>Hi, all.:)  I'm seriously considering Amibroker (a fed-up Metastock
>defector), but have a simple question I haven't found the answer to: 
>Using the back-tester, is it possible to refer to another security? 
>For example, "buy RIMM at a retracement to a 20-dema, but only if the
>Nasdaq Composite is above a 200-dema."
>
>
>TIA and luck to all,
>
>Sebastian
>
>
>
>
>
>
>
>
>
>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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>Yahoo! Groups Links
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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
SUPPORT {at} amibroker.com

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






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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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