Re: [amibroker] Re: to calculate the slope at any specific point on a curve by AFL., AmiBroker Email List Archive

Sorry, meant Berkshira H c\Class A.

Sure convinced me, wm.

Looks like I can make a killing swing-trading BERK.

Bob

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf Of wavemechanic
Sent: Monday, July 18, 2005 7:29 PM
To: AmiBroker, User
Subject: Re: [amibroker] Re: to calculate the slope at any specific point on a curve by AFL.

Graham and Robert:

Graham, irrespective of your methodology, what you are doing is looking at momentum via ROC rather than a slope. Apples and oranges. At times, slope and momentum are in synch (i.e., both + or both -) and not at other times (think of velocity and acceleration). There is a time for each.

Robert, if you want slope rather than momentum, just get the value for two bars separated by a specified number of bars and divide by the number of bars. Here is a shot at the conditions that I think you specified with arbitrary parameters:

x1 = MA(C, 13);

x2 = MA(C, 34);

slope1 = (x1 - Ref(x1, -5) ) / 5;

slope2 = (x2 - Ref(x2, -8) ) / 8;

Buy = Cross(x1, x2) AND slope1 > .5;

Sell = Cross(x2, x1) AND slope2 < -.5;

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

From: Graham

To: amibroker@xxxxxxxxxxxxxxx

Sent: Monday, July 18, 2005 7:40 PM

Subject: Re: [amibroker] Re: to calculate the slope at any specific point on a curve by AFL.

In order to compare various stocks I find it better to use relative
values. The slope of $101 and $51 price strocks that both have change
of $1 over the previous bar. If you consider normal slope
(y1-y2)(x1-x2) for 1 bar you get 1 for both stocks,
This tells me they are moving the same.
With relative slope 1/100 and 1/50 provide 0.01 and 0.02 showing the
rate faster for the $50 price stock.
This now tells me that the $50 is moving faster. This makes more sense to me

On 7/19/05, wavemechanic <fimdot@xxxxxxxxx> wrote:
> Graham:
>
> You lost me. How does ROC(array, 1) = slope? Aren't the following correct?
>
> ROC(array, i - n) = (array(i) - array(i - n) / array(i - n))
>
> and
>
> slope(i - n) = (array(i) - array(i - n)) / (i - n)
>
> In other words, ROC divides the difference of two array values by the first
> array value and slope divides by the number of bars. Sounds like apples and
> oranges to me. What am I missing?
>
> Bill
>
>
> ----- Original Message -----
> From: Graham
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, July 18, 2005 2:08 AM
> Subject: Re: [amibroker] Re: to calculate the slope at any specific point on
> a curve by AFL.
>
> Cond = Cross( MA (Close, 20), MA(Close, 50) );
> Cond1 = Cross( MA (Close, 50), MA(Close, 20) );
> Buy = Cond;
> Sell = Cond1;
>
> Well i pointed to using ROC
>
> Slope20 = ROC(ma(c,20),1);
> Slope50 = ROC(ma(c,50),1);
>
>
> to help yourself see what type of results use an exploration to provide
> numbers
>
> filter=cond or cond1;
> addcolumn(slope20,"slope20,1.3);
> addcolumn(slope50,"slope50,1.3);
>
> checking this against your charts you can work out the slope value you
> want, then add this to your buy/sell conditions, something like this
>
> eg
> buy = cond and roc(ma(c,20),1)>0.5;
>
>
>
> On 7/18/05, cstdc5588 <cstdc5588@xxxxxxxxx> wrote:
> > Hi Graham,
> >
> > Thanks a lot. You're so nice.
> >
> > Actually, I just need one simple formula, i.e., when 2 moving avgs
> > cross, as in this formula:
> >
> > ///////
> > Cond = Cross( MA (Close, 20), MA(Close, 50) );
> > Cond1 = Cross( MA (Close, 50), MA(Close, 20) );
> > Buy = Cond;
> > Sell = Cond1;
> > ///////
> >
> > I hope when a fast MA crosses a slow MA from bottom upward, the
> > slope of the crossover tangent point of the fast MA is more than
> > 0.5. On the other hand, when a fast MA crosses a slow MA from top
> > downward, the slope of the crossover tangent point of the fast MA is
> > less than -0.5. That is, the "buy" signal must satisfy the
> > specified condition and with a slope > 0.5. On the other hand,
> > the "sell" signal must satisfy the specified condition and
> > with a slope < -0.5.
> >
> > I understand that this slope must be calculated first, but I
> > don't know how to calculate it using AFL.
> >
> > Could you please help me with this function? Your help would be
> > much appreciated.
> >
> > Robert.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> > > Unless you need intensive help, or want someone else to just write
> > > them for you then stick with this group to help solve the little
> > > things.
> > > Don't know of any paid service, except maybe by AB. Checik with
> > the AB
> > > website and see if anything is there.
> > > Otherwise us freebie helpers can assist each other with the
> > learning curve.
> > >
> > > On 7/18/05, cstdc5588 <cstdc5588@xxxx> wrote:
> > > > Hi Graham,
> > > >
> > > > Thanks a lot.
> > > >
> > > > Because I don't know much about AFL, I need some help to do this.
> > > > I remember I've seen a link saying that someone can provide this
> > > > service (of course, there'll be a charge), but I can't find
> > > > it now. Do you know about this service? Where can I get it?
> > Any
> > > > suggestions? Or do you know the link?
> > > >
> > > > Robert.
> > > >
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx>
> > wrote:
> > > > > just use ROC(indicator,1) to get slope, will be expressed as Y-
> > > > value/bar
> > > > >
> > > > > do a search for other posts of the same type if you want to
> > > > convert to
> > > > > some other value slope.
> > > > >
> > > > > On 7/18/05, cstdc5588 <cstdc5588@xxxx> wrote:
> > > > > > Hi Friends,
> > > > > >
> > > > > > I want to know whether the AFL of AmiBroker could be used to
> > > > > > calculate the slope at any specific point on a curve.
> > > > > >
> > > > > > For instance, if I want to find out the slope of the point
> > when
> > > > a 10-
> > > > > > period moving average crosses a 20-period moving average,
> > could
> > > > this
> > > > > > slope be calculated by AFL? For the slope I hope it'll be
> > > > > > expressed as 3/2 or -0.5, not as 30 degrees or 45 degrees,
> > as the
> > > > > > latter is too complicated and needs to use trigonometry to
> > > > calculate.
> > > > > >
> > > > > > Any help would be much appreciated
> > > > > >
> > > > > > Robert.
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > > 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/
> >
> >
> >
> >
> >
> > 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/
>
>
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--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/

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