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Thank you for the nice code Dick,
am testing your formula now... just out of curiosity, did you ever get the
AB build-in ADLine to work?
herman
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
Behalf Of areehoi
Sent: January 4, 2007 2:27 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Need help with ADLine
Herman,
Try this and let me know how it works.
Dick H.
_SECTION_BEGIN("A_D_NewHi_NewLo_Line");
// Breadth of NDX100
// Develops 4 composites that can be plotted or manipulated as you wish
// How to Run
// 1) Build a watchlist of NDX100 stocks
// 2) Select an issue with a long history in the current ticker window
// 3) Set APPLY TO to use filter NDX100
// 4) Set RANGE to one bar... 1 n last quotations
// 5) Press SCAN
//===================6 Weeks New
NewLows==================================
AddToComposite(IIf(C > HHV(Ref(C, -1), 30), 1,
0), "~NDXNewHi", "X");
AddToComposite(IIf(C < LLV(Ref(C, -1), 30), 1,
0), "~NDXNewLo", "X");
NewHigh=Foreign("~NDXNewHi","X");
NewLow = Foreign("~NDXNewLo","X");
Opt_H_L=Optimize("Opt_H_L",43,20,50,1);
Opt_A_D=Optimize("Opt_A_D",12,10,30,1);
//Opt_H_L=30;
//Opt_A_D=5;
DIFF_H_L = NewHigh-NewLow;
MADiff_H_L=MA(Diff_H_L,Opt_H_L);
Plot(NewHigh,"NewHigh",colorGreen,styleLine);
Plot(NewLow,"NewLow",colorRed,styleLine);
Plot(MADiff_H_L,"MADiff_H_L",colorPlum,styleLine);
MA_H_L=Ref(MADiff_H_L,0);
MA_H_L1=Ref(MADiff_H_L,-1);
MA_H_L3=Ref(MADiff_H_L,-3);
MA_H_L4=Ref(MADiff_H_L,-5);
Rising_H_L=MA_H_L>MA_H_L1 AND MA_H_L>MA_H_L3 AND MA_H_L>MA_H_L4 ;
//===================Advance/Decline Issues
AddToComposite(IIf(C - Ref(C, -1) > 0, 1,
0), "~NdxAdv", "X" );
AddToComposite(IIf(Ref(C, -1) - C > 0, 1,
0), "~NdxDec", "X" );
Adv=Foreign("~NdxAdv","X");
Dec = Foreign("~NdxDec","X");
DIFF_A_D = Adv-Dec;
MADiff_A_D=MA(Diff_A_D,Opt_A_D);
Plot(Adv,"Adv",colorBlack,styleLine);
Plot(Dec,"Dec",colorBrown,styleLine);
Plot(MADiff_A_D,"MADiff_A_D",colorBrown,styleLine);
MA_A_D=Ref(MADiff_A_D,0);
MA_A_D1=Ref(MADiff_A_D,-1);
MA_A_D3=Ref(MADiff_A_D,-3);
MA_A_D4=Ref(MADiff_A_D,-5);
Rising_A_D=MA_A_D>MA_A_D1 AND MA_A_D>MA_A_D3 AND MA_A_D>MA_A_D4;
// >>>>>>>>>>>>>>>>>>>>> for Your indicator builder
// use for long fund
Buy=Cover=Rising_A_D==True AND Rising_H_L==True;
Sell=Short= Rising_A_D==False AND Rising_H_L==False;
// use for short funds
//Buy=Cover =Rising_H_L==False;// AND Rising_A_D==False ;
//Sell=Short =Rising_H_L==True;// AND Rising_A_D==True;
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
//PlotShapes( shapeUpArrow * Buy + shapeDownArrow * Sell, IIf (Buy,
colorGreen, colorRed));
Bu=Ref(Buy,-1);
Se=Ref(Sell,-1);
PlotShapes( shapeUpArrow * Bu + shapeDownArrow * Se, IIf (Bu,
colorBlue, colorBlue));
// Apply Stops
//OptStop=Optimize("OptStop",5,1,15,1);
//OptStop=9;
//ApplyStop( stopTypeNBar, stopModeBars, OptStop );
change = IIf( BarsSince(Bu)<BarsSince(Se), (C/ValueWhen(Bu,C)-1)*100,
(C/ValueWhen(Se,C)-1)*100 );
Close5= Ref(C,5);
Close10=Ref(C,10);
Fut5=((Close5/C)-1)*100;
Fut10=((Close10/C)-1)*100;
//Buy=0;
Filter=1;
NDX=Foreign("^NDX","Close",1);
Cor_A_D=Correlation(NDX,Diff_A_D,250);
Cor_H_L=Correlation(NDX,Diff_H_L,250);
MaCor_A_D=Correlation(NDX,MADiff_A_D,250);
MaCor_H_L=Correlation(NDX,MADiff_H_L,250);
AddColumn(C,"Close",1.2);
AddColumn(Rising_A_D,"A_D",1.2);
AddColumn(Rising_H_L,"H_L",1.2);
AddColumn(Fut5,"Fut5",1.2);
AddColumn(Fut10,"Fut10",1.2);
AddColumn(Cor_A_D,"Cor_A_D",1.2);
AddColumn(MaCor_A_D,"MaCor_A_D",1.2);
AddColumn(Cor_H_L,"Cor_H_L",1.2);
AddColumn(MaCor_H_L,"MaCor_H_L",1.2);
"A_D_NewHi_NewLo_Line in Rut";
" ";
"Advancing " +WriteVal(Adv,1.0);
"Declining " +WriteVal(Dec,1.0);
"Brown line is "+WriteVal(Opt_A_D,1.0)+ " day moving Avg";
" ";
"New Highs " +WriteVal(NewHigh,1.0);
"New Lows " +WriteVal(NewLow,1.0);
"Yellow line is "+WriteVal(Opt_H_L,1.0)+ " day moving Avg";
" ";
"The Brown Line is currently " + WriteVal( MADiff_A_D,1.1 ) + " and "
+WriteIf( rising_A_D,"rising", "falling.");
" ";
"The Yellow Line is currently " + WriteVal( MADiff_H_L,1.1 ) + " and "
+WriteIf( rising_H_L,"rising", "falling.");
" ";
"Precentage change since last signal is " +
WriteVal( change,.1);
_SECTION_END();
- In amibroker@xxxxxxxxxxxxxxx, "Herman" <psytek@xxx> wrote:
>
> Blankhello,
>
> I can't figure out how to create ADLines for the NASDAQ N100 (eSig
data),
> and yes, to pre-empt the usual reply: I did search the lists and
help (btw,
> it seems i am not the only own who has problems) but I still can't
get it to
> work.
>
> Of course i can use composites but this seems a nice feature.
>
> Many thanks for any help you can give,
>
> herman
>
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