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This works on the currencies.....adjust values to suit. As Graham pointed
out several times condition3 in the original as posted was not a "condition"
but a variable. Probably a typo in the original.
I broke each component down & plotted it to see what was happening in each
time frame eg.
Length3 = Param("LSR",14,2,50,1);
Plot(LinRegSlope(C,length3),"",colorRed,styleLine);
===============================
LRSBval= -0.00012;
LRSSval = 0.0005;
Length3 = Length4 = FDBLen = FDSLen = MAvgLen = 14;
FDBuy = 20; FDSell = 80; PctAbvMA = .1; PctBlwMA = .1;
PctAbvMAValue = MA(C,MAvgLen) * (100- PctAbvMA) / 100;
PctBlwMAValue = MA(C,MAvgLen) * (100+ PctBlwMA) / 100;
FDBVal = StochD(FDBLen);
FDSVal = StochD(FDSLen);
condition1 = C < PctAbvMAValue;
condition2 = C > PctBlwMAValue;
condition3=LinRegSlope(C,length3)<LRSBval;
condition4= LinRegSlope(C,length3)>LRSSval;
condition5= (FDBVal <= FDBuy AND FDBVal > Ref(FDBVal,-1)) OR (Ref
(FDBVal, -1) <= FDBuy AND FDBVal > Ref(FDBVal,-1));
condition6= (FDSVal >= FDSell AND FDSVal < Ref(FDSVal,-1)) OR
(Ref(FDSVal,-1) >= FDSell AND FDSVal < Ref(FDSVal,-1));
PlotShapes((condition1 AND condition3 AND
condition5)*shapeUpArrow,colorBlue,0,L);
PlotShapes((condition2 AND condition4 AND
condition6)*shapeDownArrow,colorBlack,0,H);
=============================================================================
----- Original Message -----
From: m.smith
To: amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, July 09, 2005 2:01 PM
Subject: [trading] [amibroker] Rogers question
Roger, The brains are workingon the problems. The formula below is what I am
trying to use. It gives me the up arrows, but no down. Try it and see what
you can do with it. Marshall
LRSBval= -0.12; LRSSval = 0.11;
Length3 = Length4 = FDBLen = FDSLen = MAvgLen = 20;
FDBuy = 6; FDSell = 94; PctAbvMA = .1; PctBlwMA = .05;
PctAbvMAValue = MA(C,MAvgLen) * (100- PctAbvMA) / 100;
PctBlwMAValue = MA(C,MAvgLen) * (100+ PctBlwMA) / 100;
FDBVal = StochD(FDBLen);
FDSVal = StochD(FDSLen);
condition1 = C < PctAbvMAValue;
condition2 = C > PctBlwMAValue;
condition3 = LinRegSlope(C,length3)*LRSSval;
condition4= LinRegSlope(C,20)>LRSSval;
condition5= (FDBVal <= FDBuy AND FDBVal > Ref(FDBVal,-1)) OR (Ref
(FDBVal, -1) <= FDBuy AND FDBVal > Ref(FDBVal,-1));
condition6= (FDSVal >= FDSell AND FDSVal < Ref(FDSVal,-1)) OR (Ref
(FDSVal,-1) >= FDSell AND FDSVal < Ref(FDSVal,-1))! ;
PlotShapes((condition1 AND condition3 AND condition5)*shapeUpArrow,
colorBrightGreen,0,L);
PlotShapes((condition2 AND condition4)
*shapeDownArrow,colorYellow,0,H);
Plot(C,"", colorGreen,64);
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