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Gaomfen,
The attempted optimisation could be the cause of your
problem. I would suggest you stick to one set of
consistent parameters.
As for missing scan results, feel free to add your own
logic for buy and sell decisions in the code. I chose
not to add that logic as results are highly dependent
upon one's settings. In any case, I prefer to use the
indicator as a visual guide rather than an automated
system. The exploration merely highlights stocks in a
certain state - your buy/sell decisions should be made
after considering other parameters such as
support/resistance, distance from an appropriate EMA,
etc.
Cheers,
Lal
--- gaomfen <gaomfen@xxxxxxxxx> wrote:
---------------------------------
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
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 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
SPONSORED LINKS
Investment management software
Real estate investment software
Investment property software
Software support
Real estate investment analysis software
Investment software
---------------------------------
YAHOO! GROUPS LINKS
Visit your group "amibroker" on the web.
To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo!
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