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I modified it a bit showing arrows etc. Seems to make money during
backtest ($9975 with $100000 in the portfolio) long and short using
VL-100 12-8-06.
More wins than losses for the whole year 2006.See the following and
you can see a Buy "explore". Wins=25, loss=20 for the whole year
2006. BUT you must have the VL-100 list or you can get a recent one
at the library.Or I could send a list.
I am not a expert at this , just playing around! Maybe an expert
could follow on.
Ray
//01-04-07 Modified by Ray
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} Open %g, Hi %g, Lo %g,
Close %g (%.1f%%)
Ray 01-04-07 "+Date()+"\n {{VALUES}}", O, H, L, C, SelectedValue( ROC
( C, 1 ) ) ));
P = ParamField("Price field",-1);
Periods=15;
Width=1.75;
Color = ParamColor("Color", colorCycle );
Offset=-50;
BTop = BBandTop(Close, 15,1.75);
BBot = BBandBot(Close, 15,1.75);
//Filter=Pct_b = ((C - BBot) / (BTop - BBot)) * 100 < 0;
Filter=Buy=Ref(C,-1)<BBot;
Sell=Ref(C,-1)>bTop;
Short=Sell;
Cover=Buy;
GraphXSpace =20;
Plot(C,"",colorBlack,64);
Plot( BBandTop( P, Periods, Width ), "BBTop" , colorRed);
Plot( BBandBot( P, Periods, Width ), "BBBot" , colorRed);
PlotShapes( shapeUpArrow*Buy, colorBlue, 0, C, Offset );
PlotShapes( shapeDownArrow*Sell, colorYellow, 0, C, Offset );
AddColumn (Close, "Close", 1.2);
AddColumn (Btop,"BTop");
AddColumn(Bbot,"BBot");
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.16.5/616 - Release Date: 1/4/2007 1:34 PM
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