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I am beginning too with Impulse . I'll look after your problem .
Then I meet another one . it seems the signal don't correspond with the real
passed order OPEN (to-mottow) . OEPn gives the best backtest with french RD
.
Regards
PIERRE
legris-pira@xxxxxxx
----- Original Message -----
From: "gaomfen" <gaomfen@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, February 19, 2006 3:11 AM
Subject: [amibroker] Elders Impulse system (was Re: Swing Trading - Strategy
Performance)
> Anyone of you had experience using Elders Imuple that the signal
> triggered a couple of days ago but disappeared afterwards? I tried to
> optimize the ema parameter upto two days, probably this is the reason?
> thanks for sharing.
>
> Other than this, I still have the problem that the buy signal is in
> exploration/scan, but,isn't in the backtest result.
>
> Regards
> Gaomfen
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>>
>> 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 -----
>> From: Dane Vogel
>> To: amibroker@xxxxxxxxxxxxxxx
>> 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@xxx>
>> 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@>
> 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@>
>> > > 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@>
>> > > > 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@
>> > > >> ----- Original Message -----
>> > > >> From: "Tim" <raven4ns@>
>> > > >> 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
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>> > only.
>> > > >>
>> > > >> To get support from AmiBroker please send an e-mail
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>> > to
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>> > > To get support from AmiBroker please send an e-mail
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>> > > SUPPORT {at} amibroker.com
>> > >
>> > > For other support material please check also:
>> > > http://www.amibroker.com/support.html
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>> > >
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>> > >
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>> > >
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>>
>> --------------------------------------------------------------------
> --------
>> //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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> investment software Investment property software
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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
>
>
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