|
PureBytes Links
Trading Reference Links
|
I presumed that your shorting was the mirror of the longing
On 5/28/05, Dennis And Lisa <dennisandlisa@xxxxxxxxxxxxx> wrote:
> Thank you, but why change the + to - in the shorting routine and leave
> the long routine unchanged? I tried it and it did not yield the right
> result.
>
> Dennis
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> > just using the first line as example
> > DLS1 = Ref(L,-1)<LLV(L,20)-2 AND L>Ref(L,-1) ;
> > should this be
> > DLS1 = Ref(L,-1)<LLV(L,20) + 2 AND L>Ref(L,-1) ;
> >
> > and have you forgotten this line?
> >
> > DLs= L>LLV(L,20)+1;
> >
> > On 5/27/05, Dennis And Lisa <dennisandlisa@xxxx> wrote:
> > > Hi everyone...this scan is the Dave Landry Pull Back Scan, which
> > > attempts to catch pull backs coming off of 20 day highs or 20 day
> > > lows. It only works for Long Positions, and fails to
> > > work for Short Positions. Can someone please take a look at the
> > > "PullBack Scan" secion of the following formula to see what I am doing
> > > wrong?
> > >
> > > "DLL" thru "DLL8" are the Long Criteria, which work just fine, but
> > > "DLS1" thru "DLS8" do not initialize. These atr the Short Criteria.
> > >
> > > thanks
> > > Dennis
> > >
> > > ---------------------------------------------------------------------
> > >
> > > NumColumns = 6;
> > >
> > > Period = 14;
> > >
> > >
> > > // Determines trend direction using DMI indicators
> > > PDIFilter = PDI(period) > MDI(period);
> > > MDIFilter = MDI(period) > PDI(period);
> > >
> > > // PULLBACK SCAN
> > >
> > > DLL1 = Ref(H,-1)>HHV(H,20)-2 AND H<Ref(H,-1) ;
> > > DLL2 = Ref(H,-2)>HHV(H,20)-3 AND H<Ref(H,-2) ;
> > > DLL3 = Ref(H,-3)>HHV(H,20)-4 AND H<Ref(H,-3) ;
> > > DLL4 = Ref(H,-4)>HHV(H,20)-5 AND H<Ref(H,-4) ;
> > > DLL5 = Ref(H,-5)>HHV(H,20)-6 AND H<Ref(H,-5) ;
> > > DLL6 = Ref(H,-6)>HHV(H,20)-7 AND H<Ref(H,-6) ;
> > > DLL7 = Ref(H,-7)>HHV(H,20)-8 AND H<Ref(H,-7) ;
> > > DLL8 = Ref(H,-8)>HHV(H,20)-9 AND H<Ref(H,-8) ;
> > > DLL= H<HHV(H,20)-1;
> > >
> > > // THIS SECTION FAILS TO WORK....PLEASE HELP
> > > DLS1 = Ref(L,-1)<LLV(L,20)-2 AND L>Ref(L,-1) ;
> > > DLS2 = Ref(L,-2)<LLV(L,20)-3 AND L>Ref(L,-2) ;
> > > DLS3 = Ref(L,-3)<LLV(L,20)-4 AND L>Ref(L,-3) ;
> > > DLS4 = Ref(L,-4)<LLV(L,20)-5 AND L>Ref(L,-4) ;
> > > DLS5 = Ref(L,-5)<LLV(L,20)-6 AND L>Ref(L,-5) ;
> > > DLS6 = Ref(L,-6)<LLV(L,20)-7 AND L>Ref(L,-6) ;
> > > DLS7 = Ref(L,-7)<LLV(L,20)-8 AND L>Ref(L,-7) ;
> > > DLS8 = Ref(L,-8)<LLV(L,20)-9 AND L>Ref(L,-8) ;
> > > // END OF SECTON THAT NEEDS TROUBLESHOOTING
> > >
> > > // New 1 month low has occurred in the last 8 days?
> > > //NewHighs = IIf(HHV(H,8) >= HHV(H,20), 1, 0);
> > > //NewLows = LLV(L,8) <= LLV(L,20);
> > >
> > > // Are moving averages lined up correctly?
> > > BullishMAs = IIf(MA(C,10) >= EMA(C,20) AND EMA(C,20) >= EMA(C,30), 1,
> > > 0);
> > > BearishMAs = IIf(MA(C,10) <= EMA(C,20) AND EMA(C,20) <= EMA(C,30), 1,
> > > 0);
> > >
> > > Column0 = ADX(period);
> > > Column0Name = "ADX";
> > >
> > > Column1 = IIf(PDIFilter AND (DLL AND(DLL1 OR DLL2 OR DLL3 OR DLL4
> > > OR DLL5 OR DLL6 OR DLL7 OR DLL8)) AND C>15 AND LLV(V,50)>100000 AND
> > > BullishMAs, 1, 0);
> > > Column1Name = "Buy Signal";
> > >
> > > Column2 = IIf(Column1 == 1, H + .125, 0);
> > > Column2Name = "Buy Stop";
> > >
> > > Column3 = IIf(MDIFilter AND ( DLS1 OR DLS2 OR DLS3 OR DLS4 OR DLS5
> > > OR DLS6 OR DLS7 OR DLS8) AND C>15 AND LLV(V,50)>100000 AND BearishMAs,
> > > 1, 0);
> > > Column3Name = "Sell Signal";
> > >
> > > Column4 = IIf(Column3 == 1, L - .125, 0);
> > > Column4Name = "Sell Stop";
> > >
> > > Column5 = HHV(H,20)-LLV(L,20);
> > > Column5Name = "10/20 Value";
> > >
> > > // Filter based on ADX > 30 (trending) and if buy or sell has
> > > triggered
> > > Filter = ADX(period) >= 30 AND (Column1 OR Column3);
> > > Buy = ADX(period) >=30 AND Column1;
> > > Sell = ADX(period) >=30 AND Column3;
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > 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 Links
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> >
> >
> > --
> > Cheers
> > Graham
> > http://e-wire.net.au/~eb_kavan/
>
>
>
>
>
> 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 Links
>
>
>
>
>
>
>
--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
------------------------ Yahoo! Groups Sponsor --------------------~-->
Has someone you know been affected by illness or disease?
Network for Good is THE place to support health awareness efforts!
http://us.click.yahoo.com/Rcy2bD/UOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
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 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:
http://docs.yahoo.com/info/terms/
|