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Hi Dane,
Using expand first is an aggressive way of trading
... it provides early signals or warnings if you prefer ... If you use multiple
indicators and multiple time frames I feel you would be safe.
By multiple I don't mean you need lots of them. I
use CCI and MACD on 2 or 3 time frames and look at stochastics to make sure
issue is not in oversold or overbought area.
In summary, I think it is well worth the risk of
early signals. The 3x and 9x time frames I chose are quite arbitrary and were
for initial functionality test only.
You need to test and select the appropriate time
frames to suit your style.
Ara
----- Original Message -----
Sent: Thursday, February 16, 2006 7:15
AM
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
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