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Re: [amibroker] Elders Impulse system (was Re: Swing Trading - Strategy Performance)



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Is this the code that is being discussed?  I'm not sure I'm looking at the same thing that you guys are.
 

//Tech/a's weekly system

//set range in AA window to match techs dates

//StartDate = datenum()>=970711;

//EndDate = datenum()<=1020711;

//EXPLORATION Set to WEEKLY

SetBarsRequired(10000,10000);

Buy = Cross(H,Ref(HHV(H,20),-1)) AND HHVBars(C,50)==0 AND V*C > 1000000;

StopLoss = IIf( ValueWhen(Buy,C) > 0.95*BuyPrice ,0.95*BuyPrice, ValueWhen(Buy,C) );

Sell = Cross(Ref(LLV(L,5),-1),L) OR Cross( StopLoss , C );

Buy=ExRem(Buy,Sell);

Short = Sell ; Cover = Buy;

SetTradeDelays(1,1,1,1);

BuyPrice=O;

SellPrice=O;

Filter= Buy OR Sell;

AddColumn(Buy,"buy",1);

AddColumn(Sell,"sell",1);

----- Original Message -----
From: J. Biran
Sent: Wednesday, February 08, 2006 2:09 AM
Subject: RE: [amibroker] Elders Impulse system (was Re: Swing Trading - Strategy Performance)

Inspecting the code I noticed it is using Monthly time frame. Would it still be applicable to intraday?

 



Joseph Biran
____________________________________________

 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Pierre LEGRIS
Sent: Monday, February 06, 2006 10:34 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Swing Trading - Strategy Performance

 

I don't but it runs in Intraday 15 mn ; so it can also Intraday I suppose.

Good trades
PIERRE



----- Original Message -----
From: "Ara Kaloustian" <ara1@xxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, February 07, 2006 4:00 AM
Subject: Re: [amibroker] Re: Swing Trading - Strategy Performance


> Pierre,
>
> Thanks for bringing up Elders Impulse system.
>
> It looks very promising. Will integrate in to my work.
>
> Have you tried this for daytrading also?
>
> Ara
>
> ----- Original Message -----
> From: "Pierre LEGRIS" <legris-pira@xxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, February 05, 2006 7:12 PM
> Subject: Re: [amibroker] Re: Swing Trading - Strategy Performance
>
>
>> Hi jim,
>>
>> Have examined you 'Elder's Impulse on the Site AMIBROKER.
>> He/it gives very interesting results.
>>
>> I will be delighted to have your recommendation.
>>
>> Best regards,
>> PIERRE
>>
>> legris-pira@xxxxxxx
>> ----- Original Message -----
>> From: "Tim" <raven4ns@xxxxxxxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Monday, February 06, 2006 12:23 AM
>> Subject: [amibroker] Re: Swing Trading - Strategy Performance
>>
>>
>> > Hi Ara,
>> > It would be interesting to hear of anyone who is using a system for
>> > swing trading and happy with the performance. I am testing a system for
>> > swing trading but haven't got any meaningful data to report. If and
>> > when I have made some positive progress I will be happy to let you
>> > know.
>> >
>> > Tim
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> > 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
>>
>>
>>
>>
>>
>
>
>
>
> 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





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