PureBytes Links
Trading Reference Links
|
Try this:
n = Param("Pd",3,1,20,1); //n =
Optimize("Pd",3,1,20,1); // Uncomment this line for optimization Buy
= Sum(C > Ref(C, -1),n) >= n; Sell =
Ref(Buy,-n); Plot(C,"",1,128);
You can copy the following code to a Utility
folder in you Chart-Tree and drag it onto your system's code when you want to
see the signals and prices. Or just tag it on to the above code.
herman
PricesOnInclude = ParamToggle("Plot Trade
Prices","HIDE|SHOW",1); ArrowsOnInclude = ParamToggle("Plot Trade
Arrows","HIDE|SHOW",1); ShowSignalTitle = ParamToggle("Title Trade
info","HIDE|SHOW",0);
if( PricesOnInclude
)
{ PlotShapes(IIf(Buy,
shapeSmallCircle,
shapeNone),5,0,BuyPrice,0);
PlotShapes(IIf(Sell, shapeHollowCircle,
shapeNone),4,0,SellPrice,0);
PlotShapes(IIf(Cover, shapeHollowCircle,
shapeNone),5,0,CoverPrice,0);
PlotShapes(IIf(Short, shapeSmallCircle,
shapeNone),4,0,ShortPrice,0);
} if( ArrowsOnInclude )
{ PlotShapes(IIf(Buy,
shapeUpArrow, shapeNone), 5,0,L,
-20); PlotShapes(IIf(Sell,
shapeDownArrow, shapeNone), IIf(Sell==3, 6, IIf(Sell==2, 7,
4)),0,H, -20);
PlotShapes(IIf(Short, shapeHollowDownArrow, shapeNone), 4,0,H,
-38); PlotShapes(IIf(Cover,
shapeHollowUpArrow, shapeNone), IIf(Cover==3, 6, IIf(Cover==2, 7, 5)),0,L,
-38); }
if( ShowSignalTitle
) Title="\nSignals for Selected Bar:
\n"+ EncodeColor(colorBlack)+ WriteIf(Buy," BUY"+NumToStr(Buy,1.0)+"
"+" @ "+NumToStr(BuyPrice,1.2)+
"\n","")+ WriteIf(Short,"SHORT"+NumToStr(Short,1.0)+" "+" @
"+NumToStr(ShortPrice,1.2)+"\n","")+ WriteIf(Sell,"
SELL"+NumToStr(Sell,1.0)+" "+" @
"+NumToStr(SellPrice,1.2)+"\n","")+ WriteIf(Cover,"COVER"+NumToStr(Cover,1.0)+"
"+" @
"+NumToStr(CoverPrice,1.2)+"\n","")+"\n";
-----Original
Message----- From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
Behalf Of Keith Osborne Sent: Sunday, February 19, 2006 5:00 PM To:
amibroker@xxxxxxxxxxxxxxx Subject: [amibroker] Sequential higher
highs
Hi, the following gives me a buy condition if there are 3
successive higher highs.
Buy = C > Ref(C, -1) AND Ref(C, -1)
> Ref(C, -2) AND Ref(C, -2) > Ref(C, -3); /* 3 increased closes in a
row */
What I would like to do is optimize or param this so that I can
backtest over a shorter/longer lookback, say 2 to 6 periods. How can I do
this other than by a long string of Ref(c, -X) type conditions. Do I have
to enter the world of loops (something I can't
do).
TIA.........Keith
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! 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
YAHOO! GROUPS LINKS
|