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Hello,
When everything fails CONSULT THE MANUAL.
It is described exactly in the User's Guide:
Quote:
"Caveat: expandFirst used on price
different than open may look into the future. For example if you create weekly
HIGH series, expanding it to daily interval using expandFirst will enable you to
know on MONDAY what was the high for entire week."
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Thursday, February 16, 2006 4:15
PM
Subject: Re: [amibroker] Elders Impulse
system (was Re: Swing Trading - Strategy Performance)
Just out of curiosity, how safe is it to build a trading system
that re-expands the compressed time zone with expandFirst? I am
able to get incredible backtest results from this system. I just wonder
if its too good to be true because it is looking into the future? How
does AB's backtester walk through time? Does it only calculate a point
in time based on the past bars, including when it compresses into another time
zone?
Thanks for any information anyone can share - before I start
trading real capitol I want to have a better idea if its going to work for
real?
Dane
Ara Kaloustian wrote:
Code
attached ... you need to change "txt" filename suffix to "afl" to make
it
work
----- Original Message -----
From: "iascool" <sai20_2000@xxxxxxxxx>
To:
<amibroker@xxxxxxxxxxxxxxx>
Sent:
Thursday, February 09, 2006 2:02 AM
Subject: [amibroker] Elders Impulse
system (was Re: Swing Trading - Strategy
Performance)
> HI
Ara Kaloustian
> May I request to share the code you have modified fo
intraday
> Thanx
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Ara
Kaloustian" <ara1@xxx> wrote:
> >
> >
Normal.dot TemplateI modified the time frame to 3 and 9 times base
>
period and that seems to work fine ... at least at first site.
>
>
> > so replace "inweekly" with "Interval(1) * 3" etc
...
> >
> > ----- Original Message -----
> > From: J. Biran
> > To: amibroker@xxxxxxxxxxxxxxx
>
> Sent: Tuesday, February 07, 2006 11:09 PM
>
> 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@xxx>
> > 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@xxx>
>
> > 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@xxx
> > >> ----- Original Message
-----
> > >> From: "Tim" <raven4ns@xxx>
> >
>> 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
>
>
> >
> >
> >
> >
>
>
> >
> > SPONSORED LINKS Investment
management software Real estate
> investment software
Investment property software
>
> Software support
Real estate investment analysis
> software Investment
software
> >
> >
> >
-------------------------------------------------------------------
>
-----------
> > YAHOO! GROUPS LINKS
>
>
> > a.. Visit your group
"amibroker" on the web.
> >
> >
b.. To unsubscribe from this group, send an email to:
>
> amibroker-unsubscribe@xxxxxxxxxxxxxxx
>
>
> > c.. 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
>
>
>
Yahoo! Groups Links
>
>
>
>
>
//File: DEV - Elders Impulse
//From Amibroker board
/**************************************************************************
Name : Elder Impulse Indicator
Coded by : Lal
Date : 28.10.2005
Note : Please refer to Elder's "Come Into my Trading Room"
for full details
******************************************************************************/
// User-defined parameter for EMA periods
EMA_prds = Param("EMA_periods", 12, 1, 30, 1);
// Compute EMA and MACD Histogram
DayEMA = EMA(Close, EMA_prds);
Histogram = MACD() - Signal();
// Determine if we have an Impulse UP, DOWN or None
Impulse_Up = DayEMA > Ref(DayEMA, -1) AND Histogram > Ref(Histogram, -1);
Impulse_Down = DayEMA < Ref(DayEMA, -1) AND Histogram < Ref(Histogram, -1);
Impulse_None = (NOT Impulse_UP) AND (NOT Impulse_Down);
// Compute Weekly MACD and determine whether rising or falling
// Note: uses "non-standard" parameters!
TF2 = 3;
TF3 = 9;
TimeFrameSet(Interval(1)*TF2);
MACD_val = MACD(5, 8);
Signal_val = Signal(5, 8, 5);
Hist_in_w = MACD_val - Signal_val;
wh_rising = Hist_in_w > Ref(Hist_in_w, -1);
wh_falling = Hist_in_w < Ref(Hist_in_w, -1);
TimeFrameRestore();
// Now get Monthly MACD Histogram....
TimeFrameSet(Interval(1)*TF3);
MACD_val = MACD(5, 8);
Signal_val = Signal(5, 8, 5);
Hist_in_m = MACD_val - Signal_val;
mh_rising = Hist_in_m > Ref(Hist_in_m, -1);
mh_falling = Hist_in_m < Ref(Hist_in_m, -1);
TimeFrameRestore();
wh_rising = TimeFrameExpand( wh_rising,Interval(1)*TF2,expandFirst );
wh_falling = TimeFrameExpand( wh_falling,Interval(1)*TF2,expandFirst );
mh_rising = TimeFrameExpand(mh_rising, Interval(1)*TF3,expandFirst );
mh_falling = TimeFrameExpand(mh_falling, Interval(1)*TF3,expandFirst );
//
/*
//Original code
wh_rising = TimeFrameExpand( wh_rising, inWeekly,expandLast );
wh_falling = TimeFrameExpand( wh_falling, inWeekly,expandLast );
mh_rising = TimeFrameExpand(mh_rising, inMonthly,expandLast );
mh_falling = TimeFrameExpand(mh_falling, inMonthly,expandLast );
//
*/
kol = IIf( wh_rising, colorGreen, IIf(wh_falling, colorRed,
colorLightGrey));
mkol = IIf( mh_rising, colorBlue, IIf(mh_falling, colorYellow,
colorLightGrey));
// Plot them all!
Plot(Close, "Close", colorTeal, styleBar);
PlotShapes(shapeUpArrow * Impulse_Up, colorBlue, 0, Low, -12);
PlotShapes(shapeDownArrow * Impulse_Down, colorRed, 0, High, -12);
PlotShapes(shapeSmallCircle * Impulse_None, colorWhite, 0, High, 5);
Plot(10, "ribbon", kol, styleOwnScale|styleArea|styleNoLabel, -12, 156); //
//Weekly trend
Plot(10, "ribbon", mkol, styleOwnScale|styleArea|styleNoLabel, -0.5, 150); //
//Monthly Trend
Title = "Elders Impulse - RT";
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
SPONSORED LINKS
YAHOO! GROUPS LINKS
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