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Correction.
I should have said when IIf(ROC(M,1)> 0,1,0);
changes from 0 to 1 the chosen MA is at a pivot point.
BrianB2.
--- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@xxx>
wrote:
>
> Hello Paul,
>
> Eventually, if you keep going, you will develop your own trading
> style. For that reason I try to avoid imposing my
> biases on other traders but as a general rule of thumb, simpler is
> better.
> Later when you are designing systems you will find that a small
> number of trading rules in a system has advantages;
> it avoids overfitting and returns a higher frequency of signals.
>
> Yoy might be interested in CANSLIM.
> If you search the web you will find the homesite for it.
> Some of the traders here have an interest in it.
> I think some of Don Lindbergs posts discuss explorations etc that
> are related to that type of approach.
>
>
> A couple of comments on your code that might help.
>
> Assigning a variable is generally a pre-cursor to using it in
> another formula.
> If a piece of code is complicated it helps to understand the
process
> flow by assigning it to a variable and then in later code you only
> have to refer to the variable as a form of short-hand for the
> original code.
> Also if you are going to use the code in several formulas it saves
> having to rewrite it e.g.
>
> M = MA(C,15);
> R = IIf(ROC(M,1)> 0,1,0);
> Plot(R,"ROCDirection",1,1);
>
> Incidentally, if you copy/save the above and insert it in a chart
> pane it will indicate when the chosen MA is going up or down.
>
> In your code example you don't need to assign your statements to a
> variable as they are all true or false statements.
> The code will simply return true (1) if they are all true and
false
> (0) if any one of them is false.
>
> As an example copy/save this code and insert it into a chart pane.
> Progressively comment out and uncomment each line and you can see
> that the plot is always 0 or 1, depending on the truth of your
> statements.
>
> Plot(C>0 ,"Test",1,1);
> //Plot(C>0 AND C>O,"Test",1,1);
> //Plot(C>0 AND C>O AND C > MA(C,15),"Test",1,1);
>
> The true/false output is very useful in more advanced formulas
e.g.
> when the ROC of an MA changes from 0 to 1 the MA is at a turning
> point or pivot point.
>
> BrianB2.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "paulradge" <paulradge@> wrote:
> >
> > Hi all,
> > i know i'm at beginner levels but i just wanted to give
my
> feed back to those that helped me,,,and have to admitt i'm still
> learning the code and taking bits from here n there without fully
> understanding it all,, but i've got my 3 day swing exploration
> working at this stage and it kinda feels good :) ,,,
> >
> > i've now subscribed to premium data eod for the asx and usa
stocks
> i explore one of the cfd watch lists ,i've also noticed i can
> explore with n=1 function or a 5 day range which returns more
scans
> with a little noise.
> >
> > there's probably easier ways of doing it but here it is,,any
> comments welcome.
> > cheers
> > Paul
> > Filter = C > 1 AND C < 20 //looking for bang for buck value
> >
> > AND RecentHi3Is20=Ref(H,-3)==HHV(H,20) //looking for 3 day hi to
> be highest in 20days
> >
> > AND recenthi= Ref(H,-1)< Ref(H,-2) //looks for 3 lower highs
> >
> > AND RecentHi=Ref(H,0) < Ref(H,-1)
> >
> > AND MAproperOrder=IIf(MA(C,18)>MA(C,40),1,0) //trend definer
> >
> > AND MAproperOrder=IIf(MA(C,40)>MA(C,41),1,0) //attempt to ensure
> 40ma pointing up
> >
> > AND recentLow=Ref(L,0) < Ref(L,-1) //trying to ensure a new high
> creates an isolation
> >
> > AND recentlow=Ref(L,0) < MA(C,18); //trying to ensure some
> reversion to the mean
> >
> > AddColumn (C,"close"); //needed a column for exploration
> >
> > AddColumn (V,"Volume"); //add on bit of fun.
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> > Paul,
> >
> >
> >
> > The failed to initialize a variable error.....In most cases it
> seems that Amibroker requires that you give the moving averages a
> variable name or use a logical iif statement to assign a value
from
> a comparison.
> >
> >
> >
> > Try this for the most straightforward way I can think of.
> >
> >
> >
> > T=MA(C,20);
> >
> > F=MA(C,40);
> >
> > Filter=T>F;
> >
> >
> >
> > This should do an exploration for that one factor on whatever
> list you have selected or filtered on the left side of the
automatic
> analysis window.
> >
> >
> >
> > Filter statement must come after defining MA proper order.
Code
> isn't smart enough to look forward to see that you will define
> MAproperOrder in a later statement.
> >
> >
> >
> > Filter= MAproperOrder >0;
> >
> > MAproperOrder = iif(MA(C,20)>MA(C,40),1,0) ; ...... this
is
> the logical iif statement to get MAproperOrder defined.
> >
> >
> >
> > So you can try it this way. You have to use an iif (2 i's in
> iif) statement in order to combine the logic the way you wanted to
> and get your variable defined with a value. You were writing a
> logical statement, so it requires the iif statement, I believe.
The
> iif statements are the same as Excel formula format.
> >
> >
> >
> > MAproperOrder = iif(MA(C,20)>MA(C,40),1,0) ;
> >
> > Filter= MAproperOrder >0;
> >
> >
> >
> > Hope this helps - it's hard jump starting any new programming
> language, but I can assure you that Amibroker is efficient with
> their code and it's rational. And it's compact compared to some
of
> the other systems. I'm working to think like it thinks.... it's
> generally more logical than I am... Hard on my brain some days.
I'm
> a rookie as well as you. Takes a while and what I think will
work,
> won't necessarily. And it seems that your code should work, but
> this probably will. The pro's here can make this stuff work with
a
> lot of combined expressions, but I stick with one step at a time.
> >
> >
> >
> >
> >
> > Mike
> >
> >
> >
> >
> >
> >
> > -----------------------------------------------------------------
--
> -----------
> >
> > From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of paulradge
> > Sent: Sunday, October 15, 2006 1:28 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: [amibroker] mentor wanted
> >
> >
> >
> > Hi Robert,
> >
> > thank you for your input and my apologies for
my
> post being so confusing,,
> >
> >
> >
> > i'm not going to pursue assembling such a basic swing filter
any
> longer but my sincere thanks for your time,
> >
> >
> >
> > all the best with your trading and interests
> >
> > regards
> >
> > Paul
> >
> >
> >
> >
> >
> > It is hard for me to understand your question but if you
want
> a signal that the high 3 days ago was the highest in the last 20
> days, you might think about something like this:
> >
> >
> >
> > RecentHi3IsHi20=ref(H,-3)==hhv(H,20);
> >
> >
> >
> > Robert
> >
> > paulradge <paulradge@> wrote:
> >
> > I've started reading the tutorials but i'm not finding
what
> i want to see,,,
> >
> > i'd like to put together a simple swing scan/explorer
based
> on Oliver Velez
> > swing trading tactics,,,
> >
> > a 20ma above a 40ma ,,the high of 3-5 days ago the highest
> high in 20 days
> > ,,,the 3-5 days of down to have lower highs looking for a
> new higher high
> > for the buy with the stop under the last isolation
> low /pivotpoint
> >
> > with ezyanalyser i can have all but 1 of those indicators
> done in
> > seconds,,,the 1 i can't have is the 20ma above the 40
> ma,,for some reason
> > ezyanalyser looks at the ma of 20 days ago,,,and hence why
i
> wanted
> > amibroker,,,with the bonus of everything else amibroker
> does,,,,not to
> > mention the company of some mind boggling posts from this
> user group.
> >
> > alas learning this language is more complex than studying
> Bradley Cowan's
> > 4th dimensional market geometry,,
> >
> > hunting around through other filters in the library and
> reading the
> > tutorials,,,which are great but i'm not interestedin
buying
> a ma cross over
> > or macd,,,nor in backtesting at this stage,,,but i do need
> your help or
> > someone to mentor me through this swing scan/explorer
> >
> > this is where i'm at ,,i've tried pinching this from a
swing
> scan in the
> > library but changed the ma values to what i want,,so i can
> atleast get part
> > of this swing filter together,,
> >
> > MAProperOrder = (MA(c,20) > MA(c,40));
> > post this i get a "variable" error ,,,after some reading
and
> looking through
> > other files i now have
> > Filter = MAProperOrder before the other line,,,that error
> has now moved to
> > error 29 ,,needs to be initialised,,,as i've mentioned in
> another post on
> > Gartleys ,,i've looked up error 29 and read the example
but
> fail to
> > understand how that apply's to this situation also,,
> >
> > next i need to be able to set the high of 3 days ago to be
> the highest in 20
> > days,,,anytips on where abouts in the tutorial i can read
up
> on the language
> > used set this up please,,,,
> >
> > regards
> > Paul
> >
> >
> >
> >
> > -----------------------------------------------------------------
--
> ---------
> >
> > All-new Yahoo! Mail - Fire up a more powerful email and get
> things done faster.
> >
>
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