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RE: [amibroker] Re: Modify exsisting forumla



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Cordell,

 

I have dug-up some alternative code that just plots the buy/sell arrows on the Chart Pane for this Trend line Break System. Maybe this is the code you lost from your HD crash. The Scan/Explore seems to work OK for me.

 

FYI, I found the concept interesting and hence the code, but the system was not very profitable when back tested and so I did not develop the code further.

 

_SECTION_BEGIN("GBS Clayburg Systems");

  /* JOHN CLAYBURG BASED SUPPORT/RESISTANCE LINES

     concept extrapolated by Gordon Sutherland to use

           Trendline Extensions instead of horizontal S & R Lines

     Coded by Bob Johnson and Gordon Sutherland May 2004  */

 

/* PARAMETERS */

ColLSC = ParamColor("SU Color",colorOrange);

ColLRC = ParamColor("RE Color",colorBlue);

 

/* CATEGORY 3 SUPPORT BREAKOUT TRIGGER FOR SHORTS: */

LL_3_6 = Ref(L,-6) > Ref(L,-3);

LL_3_5 = Ref(L,-5) > Ref(L,-3);

LL_3_4 = Ref(L,-4) > Ref(L,-3);

LL_3_2 = Ref(L,-2) > Ref(L,-3);

LL_3_1 = Ref(L,-1) > Ref(L,-3);

LL_3_0 = L > Ref(L,-3);

Cat3Sup = LL_3_6 AND LL_3_5 AND LL_3_4 AND LL_3_2 AND LL_3_1 AND LL_3_0;

 

/* SUPPORT LINE ("SC") */

y0=ValueWhen(Cat3Sup,Ref(L,-3),2);

y1=ValueWhen(Cat3Sup,Ref(L,-3),1);

x0=ValueWhen(Cat3Sup,BarIndex(),2)-3;

x1=ValueWhen(Cat3Sup,BarIndex(),1)-3;

 

// looking into the future here, but it is

// only applied to historical plots to determine

// the length of the extension.

 

xsf=ValueWhen(Cat3Sup,BarIndex(),0)-3;

 

/* CATEGORY 3 RESISTANCE BREAKOUT TRIGGER FOR LONGS: */

HH_3_6 = Ref(H,-6) < Ref(H,-3);

HH_3_5 = Ref(H,-5) < Ref(H,-3);

HH_3_4 = Ref(H,-4) < Ref(H,-3);

HH_3_2 = Ref(H,-2) < Ref(H,-3);

HH_3_1 = Ref(H,-1) < Ref(H,-3);

HH_3_0 = H < Ref(H,-3);

Cat3Res = HH_3_6 AND HH_3_5 AND HH_3_4 AND HH_3_2 AND HH_3_1 AND HH_3_0;

 

y2=ValueWhen(Cat3Res,Ref(H,-3),2);

y3=ValueWhen(Cat3Res,Ref(H,-3),1);

x2=ValueWhen(Cat3Res,BarIndex(),2)-3;

x3=ValueWhen(Cat3Res,BarIndex(),1)-3;

 

// another look into the future.

 

xrf=ValueWhen(Cat3Res,BarIndex(),0)-3;

 

 

Plot(C,"C", colorBlack, styleCandle);

Plot(O,"O", colorRed, 16+4096);

Plot(H,"H", colorRed, 16+4096);

Plot(L,"L", colorRed, 16+4096);

Plot(int(V/1000),"VolK", colorBlue, 16+4096+2048+256);

 

// This bit is used to plot the buy/short arrows.  The loops below generate

// extraneous buys at the start of new resistance lines.  Reason unknown

// so far.

 

ms = (y1 - y0)/(x1 - x0); // simple slope of support

mr = (y3 - y2)/(x3 - x2); // simple slope of support

 

exts=BarsSince(Cat3sup);

supline=y1 + ms * (3 + exts);

 

//Plot(supline,"Cat3Sup",colorWhite,styleLine);

 

extr=BarsSince(Cat3Res);

resline=y3 + mr * ( 3 + extr);

 

//Plot(resline,"Cat3Sup",colorBlue,styleLine);

 

Buy=Cross(C,resline);Short=Cross(supline,C);

PlotShapes(IIf(Short,shapeHollowDownArrow,shapeNone),colorRed,0,H,-10);

PlotShapes(IIf(Buy,shapeHollowUpArrow,shapeNone),colorGreen,0,L,-10);

 

GraphXSpace=4;

_SECTION_END();

 

Filter = Buy OR Short;

NumColumns = 1;

 

Regards,

Gordon  Sutherland

 

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of ct1942
Sent: Thursday, 19 May 2005 2:17 a.m.
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Modify exsisting forumla

 

·         Lesmond,

Thanks for the reply. However, this is not the formula that I had when
my drive crashed.

This is the formula that I am trying to modify so that it will show
the  buy and sell signals without all the support and resistence lines.

I have been able to get rid of the support and resistance lines.
However, I cannot get the buy and sell arrows that appear in the
indicator window to appear on my price chart or in the AA scan window.

Thanks,

Cordell


--- In amibroker@xxxxxxxxxxxxxxx, "Lesmond V" <ebsn247@xxxx> wrote:
> John Clayburg's formula was discussed here on Mar-06 - Mar-07 2005.
The formula below has both plot and exploration sections:
>
> http://finance.groups.yahoo.com/group/amibroker/message/79050
>
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