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I'm trying to scan & backtest this code and I get no
results for either portion of the backtest.
--- Graham <kavemanperth@xxxxxxxxx> wrote:
> OK
>
> On 7/19/05, wavemechanic <fimdot@xxxxxxxxx> wrote:
> > 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?
> > > > > >
>
=== message truncated ===
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