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Put parens around your OR'd Cross conditions so they don't get OR'd with any
other conditions.
Steve
----- Original Message -----
From: "eric paradis" <thechemistrybetweenus@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, August 10, 2005 8:03 PM
Subject: Re: [amibroker] Volume Code Question
> Graham or anyone, I have a question about the
> following code:
>
> When I use code 2 on my database I generate trades
> which do not meet the criteria that is, volume
> required. What exactly could be going on behind the
> scenes, because the code allows trades with less than
> 10000000 volume to get through. When I test 1. , the
> code works fine, but I found the return goes way down
> compared to the 2. coe, volume for the single day
> only. I can't figure out why this is.
>
> 1. MA (Volume,10) > 20000000
>
> 2. Buy = Open > 1.00 AND Volume > 10000000 AND ....
>
>
> System Code:
>
> Length = Optimize("Length", 50, 1, 100, 1);
>
> Change = Close - Ref(Close, -1);
> intraChange = Close - ((H + L) / 2);
>
> PlusChange = IIf(Change > 0 AND intraChange > 0,
> Change +
> intraChange, 0);
> MinusChange = IIf(Change < 0 AND intraChange < 0,
> -Change -
> intraChange, 0);
>
> BSPC0 = BarsSince(PlusChange == 0);
> BSMC0 = BarsSince(MinusChange == 0);
>
> PlusCF = Sum(PlusChange, BSPC0);
> MinusCF = Sum(MinusChange, BSMC0);
>
> PlusTCF = Sum(PlusChange - MinusCF, Length);
> MinusTCF = Sum(MinusChange - PlusCF, Length);
>
>
> //MA (Volume,10) > 2000000
>
> Buy = Open > 1.00 AND Volume > 10000000 AND
> PlusTCF > 0 AND Cross ( MACD (12,26), Signal
> (12,26,9)) OR Cross( MA( Close, 154 ), MA( Close, 384
> ));
> Sell = MinusTCF > 0 OR Cross( MA( Close, 200
> ), EMA( Close, 20 ) );
>
> Plot(PlusTCF, "PlusTCF", colorGreen, 1);
> //Plots PlusTCF line
> Plot(MinusTCF, "MinusTCF", colorRed, 1);
> //Plots MinusTCF line
> Plot (0, "", colorBlue, styleNoLabel);
> // shows a blue line through 0
>
> PlotGrid( 25, 55); // shows white grid line for black
> background
> PlotGrid(-25,-55); // same
>
> //Stops
>
> TrailStopAmount = 16 * ATR( 10 );
> ApplyStop( 2, 2, TrailStopAmount, 2 );
>
> //Position Sizing Algorithm
>
> Capital= 100000;
>
> MaxTrade = Ref(Equity(),-1) * 0.30;
> MaxTrade = Equity() * 0.30;
> MinTrade = Equity() * 0.07;
> riskPS = (.015 * Capital)/(BuyPrice *
> (TrailStopAmount/500)) * BuyPrice;
> PositionSize = Min(MaxTrade, riskPS);
>
> Thanks,
>
> Eric
> --- Graham <kavemanperth@xxxxxxxxx> wrote:
>
>> Buy = MA (Volume,-20) > 10000000l is incorrect
>> unless you are trying
>> to calculate moving average into the future, not
>> even certain it does
>> calculate anything printable
>>
>> try using
>> Buy = MA (Volume,20) > 10000000
>>
>>
>> Volume > 10000000 means on that particular single
>> bar the volume value
>> MA(Volume,20) is the average of the volumes over
>> past 20 bars
>>
>> On 8/10/05, eric paradis
>> <thechemistrybetweenus@xxxxxxxxx> wrote:
>> > I am using the following code as part of my buy
>> > statement. What is the difference between the
>> > statement with the moving average and volume by
>> > itself? It can't be volume for a single bar,
>> because
>> > during testing, the system bought shares on stocks
>> > with about 200,000 volume a day. Is there a
>> default
>> > period that volume uses? I cannot find the
>> information
>> > in my User Guide. Thanks for the help.
>> >
>> > Buy = MA (Volume,-20) > 10000000
>> >
>> >
>> > Buy = Volume > 10000000
>> >
>> > __________________________________________________
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>> >
>> >
>> >
>> > 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
>> AB-Write >< Professional AFL Writing Service
>> Yes, I write AFL code to your requirements
>> http://e-wire.net.au/~eb_kavan/ab_write.htm
>>
>
>
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> To get support from AmiBroker please send an e-mail directly to
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>
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>
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>
>
>
>
>
>
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