Re: [amibroker] scalper pivots

["m.smith" <ink@xxxxxxxxx>]

Hairy_Mug,

 

Here is the missing "Condition 4" LRS(c,20)>LRSSval; 

 

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

 

From: m.smith

Date: 07/04/05 17:16:05

To: amibroker@xxxxxxxxxxxxxxx

Subject: [amibroker] scalper pivots

 

 

Hairy_mug,  

 Thanks for your input. I do not know about

condition 4, but I will try to find out.  Look for a post from me on Monday.  Marshall

{scalper pivot points } Input: LRSBval(-0.12), {level which buys must be below} LRSSval(0.11), {level which sells must be above} Length3(20),{Length for buy LRS} Length4(20),{Length for sell LRS} FDBLen(20), {Number of bars to use for FastD calculation for buy side} FDSLen(20), {Number of bars to use for FastD calculation for sell side} FDBuy(6), {Value of FastD to signal long entry} FDSell(94), {Value of FastD to signal short entry} MAvgLen(20), PctAbvMA(.1), PctBlwMA(.05);
Vars: PctAbvMAValue(0.0), PctBlwMAValue(0.0), FDBVal(0.0), FDSVal(0.0), FastDValL(0.0), FastDValS(0.0);   
PctAbvMAValue = (Average(Close,MAvgLen) * (100- PctAbvMA) / 100);
 PctBlwMAValue = (Average(Close,MAvgLen) * (100+ PctBlwMA) / 100);
FDBVal = FastD(FDBLen);
 FDSVal = FastD(FDSLen);
cond! ition1 = c < PctAbvMAValue;
condition2 = c > PctBlwMAValue;
condition3=LinearregSlope(c,length3)LRSSval;
condition5= (FDBVal <= FDBuy and FDBVal > FDBVal[1]) or (FDBVal[1] <= FDBuy and FDBVal > FDBVal[1]);
condition6= (FDSVal >= FDSell and FDSVal < FDSVal[1]) or (FDSVal[1] >= FDSell and FDSVal < FDSVal[1]);
 if condition1 and condition3 and condition5 then begin Plot1(L - .5,"GoLong"); end; if condition2 and condition4 and condition6 then begin Plot2(H + .5,"GoShort");
end;

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