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This is strange, I run an exploration, and still get nothing. My
settings are :
General Tab:
Positions: Long and Short
Periodicity= 5 minutes
Futures Mode is checked
Round Size Lot: 1
Tick Size: 1
I also tried n last days n=1 and got nothing
I also tried all quotations and got nothing
Potfolio Tab:
MAx Open Positions: 1
My database is only populated eith ER2, YM, QM intraday data.
-Dennis
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxx>
wrote:
>
> Dennis,
>
> using the code I just sent you....check out the image file....this
is a small sample of the exploration..
>
> It does return hits.
>
>
> Anthony
> ----- Original Message -----
> From: Dennis And Lisa
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Sunday, September 03, 2006 11:45 PM
> Subject: [amibroker] Re: Help with coding Head And Shoulder
>
>
> Hi Anthony, thanks for your input. I tried doing this some time
ago,
> and I get nothing in the exploration.
>
> Dennis
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@>
> wrote:
> >
> > Hello,
> >
> > I inserted the CCI(14) in the code, load into the AA window,
> select all symbols , n=1, explore..double click on a ticker..is
this
> what you are trying to accompolish..
> >
> >
> >
> > x = Cum(1);
> >
> > per = 5;
> >
> > back=50;
> >
> > inter=100;
> >
> > s11=CCI(14);//h;
> >
> > s12=CCI(14);//L;
> >
> > /* H & S */
> >
> > pR = PeakBars( s11, per, 1 ) == 0;
> >
> > endt1= LastValue(ValueWhen( pR, x, 1 ));
> >
> > medt1=LastValue(ValueWhen( pR, x, 2 ));
> >
> > startt1=LastValue(ValueWhen( pR, x, 3 ));
> >
> > dt1=endt1-startt1;
> >
> > C1=x==endt1 OR x==medt1 OR x==startt1;
> >
> > endR = LastValue(ValueWhen( pR, s11, 1 ) );
> >
> > medR=LastValue(ValueWhen( pR, s11, 2 ) );
> >
> > startR = LastValue( ValueWhen( pR, s11, 3 ));
> >
> > Filter1=medR>endR AND medR>startR AND abs(startR-endR)<0.02*
> (startR+endR) AND dt1<inter AND endt1>LastValue(x)-back;
> >
> > MaxGraph=10;Graph1=CCI(14);Graph1Style=1;GraphXSpace=5;
> >
> > /*H&S Neck Line*/
> >
> > Aper=medt1-startt1;bper=endt1-medt1;
> >
> > La= LastValue(ValueWhen(x==medt1,LLV(CCI(14),Aper)));
> >
> > Lb=LastValue(ValueWhen(x==-1+endt1,LLV(CCI(14),bper)));
> >
> > Fa=CCI(14)==La AND x>startt1 AND x<medt1;
> >
> > Fb=CCI(14)==Lb AND x>medt1 AND x<endt1;
> >
> > endt= LastValue(ValueWhen( Fb, x ));
> >
> > startt=LastValue(ValueWhen( Fa, x ));
> >
> > dtS =endt-startt;endS = Lb;startS = La;
> >
> > aS = (endS-startS)/dtS;bS = endS;
> >
> > trendlineS = aS * ( x -endt ) + bS;
> >
> > Graph3 = IIf(Filter1 AND x>startt-5,trendlineS,-
> 1e10);Graph3BarColor=7;
> >
> > /*Inverted H & S*/
> >
> > tpR = TroughBars( s12, per, 1 ) == 0;
> >
> > tendt1=LastValue(ValueWhen(tpr,x,1));
> >
> > tmedt1=LastValue(ValueWhen(tpr,x,2));
> >
> > tstartt1=LastValue(ValueWhen(tpr,x,3));
> >
> > tdt1=tendt1-tstartt1;
> >
> > C2=x==tendt1 OR x==tmedt1 OR x==tstartt1;
> >
> > tendR = LastValue(ValueWhen( tpR, s12, 1 ) );
> >
> > tmedR=LastValue(ValueWhen( tpR, s12, 2 ) );
> >
> > tstartR = LastValue( ValueWhen( tpR, s12, 3 ));
> >
> > Filter2=tmedR<tendR AND tmedR<tstartR AND abs(tstartR-tendR)
<0.02*
> (tstartR+tendR) AND tdt1<inter AND tendt1>LastValue(x)-back;
> >
> > Graph1BarColor=IIf(C1 AND Filter1,7,IIf(C2 AND Filter2,10,1));
> >
> > /*Inverted H&S Neck Line*/
> >
> > tAper=tmedt1-tstartt1;tbper=tendt1-tmedt1;
> >
> > Ha= LastValue(ValueWhen(x==tmedt1,HHV(CCI(14),tAper)));
> >
> > Hb=LastValue(ValueWhen(x==-1+tendt1,HHV(CCI(14),tbper)));
> >
> > tFa=CCI(14)==Ha AND x>tstartt1 AND x<tmedt1;
> >
> > tFb=CCI(14)==Hb AND x>tmedt1 AND x<tendt1;
> >
> > Rendt= LastValue(ValueWhen(tFb, x ));
> >
> > Rstartt=LastValue(ValueWhen( tFa, x ));
> >
> > Rdt =Rendt-Rstartt;endR = Hb;startR = Ha;
> >
> > aR = (endR-startR)/Rdt;bR = endR;
> >
> > trendlineR = aR * ( x -Rendt ) + bR;
> >
> > Graph4 = IIf(Filter2 AND x>Rstartt-5,trendlineR,-
> 1e10);Graph4BarColor=10;
> >
> > Filter=Filter1 OR Filter2;
> >
> > NumColumns=2;/*Graph2=x==-1+tendt1;*/
> >
> > Column0=Filter1;
> >
> > Column1=Filter2;
> >
> > Column0Format=Column1Format=1.0;
> >
> > Column0Name="H&S";
> >
> > Column1Name="inv H&S";
> >
> > ----- Original Message -----
> > From: Dennis And Lisa
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Sunday, September 03, 2006 1:06 PM
> > Subject: [amibroker] Re: Help with coding Head And Shoulder
> >
> >
> > Thanks, but I tries replacing the H and L variables with CCI
(14)
> and
> > still got nothing.
> >
> > Dennis
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso"
<ajf1111@>
> > wrote:
> > >
> > > Here is a Head and shoulders coded sometime ago by Dimitri.
> > >
> > > x = Cum(1);
> > >
> > > per = 5;
> > >
> > > back=50;
> > >
> > > inter=100;
> > >
> > > s11=H;s12=L;
> > >
> > > /* H & S */
> > >
> > > pR = PeakBars( s11, per, 1 ) == 0;
> > >
> > > endt1= LastValue(ValueWhen( pR, x, 1 ));
> > >
> > > medt1=LastValue(ValueWhen( pR, x, 2 ));
> > >
> > > startt1=LastValue(ValueWhen( pR, x, 3 ));
> > >
> > > dt1=endt1-startt1;
> > >
> > > C1=x==endt1 OR x==medt1 OR x==startt1;
> > >
> > > endR = LastValue(ValueWhen( pR, s11, 1 ) );
> > >
> > > medR=LastValue(ValueWhen( pR, s11, 2 ) );
> > >
> > > startR = LastValue( ValueWhen( pR, s11, 3 ));
> > >
> > > Filter1=medR>endR AND medR>startR AND abs(startR-endR)<0.02*
> > (startR+endR) AND dt1<inter AND endt1>LastValue(x)-back;
> > >
> > > MaxGraph=10;Graph1=C;Graph1Style=64;GraphXSpace=5;
> > >
> > > /*H&S Neck Line*/
> > >
> > > Aper=medt1-startt1;bper=endt1-medt1;
> > >
> > > La= LastValue(ValueWhen(x==medt1,LLV(L,Aper)));
> > >
> > > Lb=LastValue(ValueWhen(x==-1+endt1,LLV(L,bper)));
> > >
> > > Fa=L==La AND x>startt1 AND x<medt1;
> > >
> > > Fb=L==Lb AND x>medt1 AND x<endt1;
> > >
> > > endt= LastValue(ValueWhen( Fb, x ));
> > >
> > > startt=LastValue(ValueWhen( Fa, x ));
> > >
> > > dtS =endt-startt;endS = Lb;startS = La;
> > >
> > > aS = (endS-startS)/dtS;bS = endS;
> > >
> > > trendlineS = aS * ( x -endt ) + bS;
> > >
> > > Graph3 = IIf(Filter1 AND x>startt-5,trendlineS,-
> > 1e10);Graph3BarColor=7;
> > >
> > > /*Inverted H & S*/
> > >
> > > tpR = TroughBars( s12, per, 1 ) == 0;
> > >
> > > tendt1=LastValue(ValueWhen(tpr,x,1));
> > >
> > > tmedt1=LastValue(ValueWhen(tpr,x,2));
> > >
> > > tstartt1=LastValue(ValueWhen(tpr,x,3));
> > >
> > > tdt1=tendt1-tstartt1;
> > >
> > > C2=x==tendt1 OR x==tmedt1 OR x==tstartt1;
> > >
> > > tendR = LastValue(ValueWhen( tpR, s12, 1 ) );
> > >
> > > tmedR=LastValue(ValueWhen( tpR, s12, 2 ) );
> > >
> > > tstartR = LastValue( ValueWhen( tpR, s12, 3 ));
> > >
> > > Filter2=tmedR<tendR AND tmedR<tstartR AND abs(tstartR-tendR)
> <0.02*
> > (tstartR+tendR) AND tdt1<inter AND tendt1>LastValue(x)-back;
> > >
> > > Graph1BarColor=IIf(C1 AND Filter1,7,IIf(C2 AND
Filter2,10,1));
> > >
> > > /*Inverted H&S Neck Line*/
> > >
> > > tAper=tmedt1-tstartt1;tbper=tendt1-tmedt1;
> > >
> > > Ha= LastValue(ValueWhen(x==tmedt1,HHV(H,tAper)));
> > >
> > > Hb=LastValue(ValueWhen(x==-1+tendt1,HHV(H,tbper)));
> > >
> > > tFa=H==Ha AND x>tstartt1 AND x<tmedt1;
> > >
> > > tFb=H==Hb AND x>tmedt1 AND x<tendt1;
> > >
> > > Rendt= LastValue(ValueWhen(tFb, x ));
> > >
> > > Rstartt=LastValue(ValueWhen( tFa, x ));
> > >
> > > Rdt =Rendt-Rstartt;endR = Hb;startR = Ha;
> > >
> > > aR = (endR-startR)/Rdt;bR = endR;
> > >
> > > trendlineR = aR * ( x -Rendt ) + bR;
> > >
> > > Graph4 = IIf(Filter2 AND x>Rstartt-5,trendlineR,-
> > 1e10);Graph4BarColor=10;
> > >
> > > Filter=Filter1 OR Filter2;
> > >
> > > NumColumns=2;/*Graph2=x==-1+tendt1;*/
> > >
> > > Column0=Filter1;
> > >
> > > Column1=Filter2;
> > >
> > > Column0Format=Column1Format=1.0;
> > >
> > > Column0Name="H&S";
> > >
> > > Column1Name="inv H&S";
> > >
> > > ----- Original Message -----
> > > From: Dennis And Lisa
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Sunday, September 03, 2006 8:56 AM
> > > Subject: [amibroker] Help with coding Head And Shoulder
> > >
> > >
> > > I am trying to code the H&S pattern into Amibroker. I want
to
> > have
> > > it recognized on the CCI. I coded it, but cannot get it to
> > recognize
> > > properly. Here is the code, if anyone can help, I would
> > appreciate
> > > it.
> > >
> > > thanks,
> > > Dennis
> > >
> > > z= CCI(14);
> > >
> > > Plot(z,"",colorSkyblue,styleLine);
> > >
> > > Plot(z,"",colorLime,styleHistogram);
> > >
> > > Plot(0,"",colorRed,styleLine);
> > >
> > > //---------------------------------------------------
> > >
> > > // Head and Shoulders Pattern: to use with CCI(14) with zero
> > line
> > >
> > > // calculate left shoulder
> > >
> > > LStop= z== HHV(z,(BarsSince(z<0))) AND z>=0 ; //left
shoulder
> top
> > >
> > > LSbot= z==LLV(z,BarsSince(Lstop))AND z>=0 ; //left shoulder
> > bottom
> > >
> > > LeftShoulder= LSbot; //left shoulder
> > >
> > > // calculate head
> > >
> > > HeadTop= z==HHV(z,BarsSince(LSbot)) AND z>=0; //head top
> > >
> > > HeadBot=z== LLV(z,BarsSince(Headtop)) AND z>0; //head bottom
> > >
> > > Head= headbot; //head
> > >
> > > // calculate right shoulder
> > >
> > > RStop= z==HHV(z,BarsSince(Headbot)) AND z>0; //right
shoulder
> top
> > >
> > > rsbot= z==LLV(z,BarsSince(RStop)); // right shoulder bottom
> > >
> > > RightShoulder= rsbot; //right shoulder bottom
> > >
> > > //----------------------------------------------------------
> > >
> > > // Plot numbers for refernce to aid in testing
> > >
> > > PlotShapes(IIf
> > > (Leftshoulder,shapeDigit1,shapeNone),colorTurquoise,0,0,-
> 15); //
> > > left shoulder bottom
> > >
> > > PlotShapes(IIf
(Head,shapeDigit2,shapeNone),colorTurquoise,0,0,-
> > > 25); //head bottom
> > >
> > > PlotShapes(IIf
> > > (rightshoulder,shapeDigit3,shapeNone),colorTurquoise,0,0,-
> > 35); //
> > > right shoulder bottom
> > >
> > >
> > >
> > >
> > >
> > >
> > > ----------------------------------------------------------
> > ---------
> > >
> > > avast! Antivirus: Inbound message clean.
> > >
> > > Virus Database (VPS): 0635-4, 09/01/2006
> > > Tested on: 9/3/2006 9:15:08 AM
> > > avast! - copyright (c) 1988-2006 ALWIL Software.
> > >
> >
> >
> >
> >
> >
> >
> > ----------------------------------------------------------
> ---------
> >
> > avast! Antivirus: Inbound message clean.
> >
> > Virus Database (VPS): 0635-4, 09/01/2006
> > Tested on: 9/3/2006 1:12:50 PM
> > avast! - copyright (c) 1988-2006 ALWIL Software.
> >
>
>
>
>
>
>
> -------------------------------------------------------------------
---------
>
> avast! Antivirus: Inbound message clean.
>
> Virus Database (VPS): 0635-4, 09/01/2006
> Tested on: 9/4/2006 12:10:07 AM
> avast! - copyright (c) 1988-2006 ALWIL Software.
>
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