[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: Question about LinearReg



PureBytes Links

Trading Reference Links

you could change the AA window settings

On 7/13/05, Steve Dugas <sjdugas@xxxxxxxxxxx> wrote:
> Hi,
>  
> I have not had reason to use them yet so I am no expert, but there are
> several timeframe functions which will compress your data to different time
> periods for this purpose - TimeFrameSet, TimeFrameCompreess,
> TimeFrameRestore, etc. They are described in detail in the help files.
>  
> Steve
> ----- Original Message ----- 
> From: Tony Lei 
> To: amibroker@xxxxxxxxxxxxxxx 
> Sent: Tuesday, July 12, 2005 8:17 AM
> Subject: Re: [amibroker] Re: Question about LinearReg
> 
> hi,
> How would I do this filter based on a month/week/240min timeframe?
> 
> thanks again
> 
> tony
> qitrader
> 
> On 7/12/05, Steve Dugas <sjdugas@xxxxxxxxxxx> wrote: 
> > Hi, try this:
> > 
> > Filter = Close > 10 AND V >= 1000000 AND EMA (V, 30) >= 500000 AND ATR > 
> > (15) >= 1.2 AND ( Cond1 OR Cond2 );
> > 
> > For the rest, I might try this:
> > 
> > Buy = BBandTop( Close, 23, 1 ) - Close >= 1.5;
> > Short = Close - BBandBot( Close, 23, 1 ) >= 1.5
> > 
> > Steve
> > 
> > ----- Original Message ----- 
> > From: "Qitrader" <yiupang91@xxxxxxxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > 
> > Sent: Monday, July 11, 2005 10:47 PM
> > Subject: [amibroker] Re: Question about LinearReg
> > 
> > 
> > > thank you all as it is much appreciated
> > >
> > > I have the following code but there are a few things missing:
> > >
> > > Cond1 = LinearReg(Close,3) > Ref(LinearReg(Close,3),-1) AND
> > > LinRegSlope(Close,23) >= 0;
> > > Cond2 = LinearReg(Close,3) < Ref(LinearReg(Close,3),-1) AND
> > > LinRegSlope(Close,23) <= 0;
> > > Filter = Close > 10 AND V >= 1000000 AND EMA (V, 30) >= 500000 AND ATR
> > > (15) >= 1.2 AND Cond1;
> > >
> > > ATR15 = ATR (15);
> > > EMA30 = EMA (V, 30);
> > > AddColumn (C, "Close");
> > > AddColumn (V, "Volume");
> > > AddColumn (ATR15, "Average True Range");
> > > AddColumn (EMA30, "30 Day Average Volume");
> > >
> > > I can't seem to be able to scan for the Short side given the below
> > > conditions.
> > >
> > > Filter = Close > 10 AND V >= 1000000 AND EMA (V, 30) >= 500000 AND ATR
> > > (15) >= 1.2 AND Cond1 OR Cond2;
> > >
> > > Also, i'm having difficulty trying to figure out how to tell AB to
> > > scan for stocks where the difference between close and the +1 s.d
> > > (with a 23 period based on close) is >=1.5
> > >
> > > The opposite for shorts:
> > > Difference of Close and -1 s.d >=1.5
> > >
> > > I would appreciate your help
> > >
> > > thanks in advance
> > >
> > > tony
> > > qitrader
> > >
> > >
> > >
> > >
> > >
> > > 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
> > >
> > >
> > >
> > >
> > >
> > >
> > > 
> > 
> > 
> > 
> > 
> > 
> > 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 
> > 
> > 
> >  Visit your group "amibroker" on the web.
> >   
> >  To unsubscribe from this group, send an email to:
> >   amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >   
> >  Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. 
> >  To unsubscribe from this group, send an email to:
> >   amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >   
> >  Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. 
> >  Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. 
> > 
> > ________________________________
> 
> 
> 
> 
> 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
> 
> 
> 
> 
> 
> 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 
> 
>  Visit your group "amibroker" on the web.
>   
>  To unsubscribe from this group, send an email to:
>  amibroker-unsubscribe@xxxxxxxxxxxxxxx
>   
>  Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. 
>  To unsubscribe from this group, send an email to:
>  amibroker-unsubscribe@xxxxxxxxxxxxxxx
>   
>  Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. 
>  Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. 
> ________________________________
> 


-- 
Cheers
Graham
http://e-wire.net.au/~eb_kavan/


------------------------ Yahoo! Groups Sponsor --------------------~--> 
Try Online Currency Trading with GFT. Free 50K Demo. Trade 
24 Hours. Commission-Free. 
http://us.click.yahoo.com/DldnlA/9M2KAA/U1CZAA/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/