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PureBytes Links
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Just a thought: Please double check to see that Long & Short is selected
in the AA / Settings window.
--
Terry
| -----Original Message-----
| From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
| Behalf Of Steve
| Sent: Friday, July 08, 2005 22:23
| To: amibroker@xxxxxxxxxxxxxxx
| Subject: Re:[amibroker] Rogers question
|
| 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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