|
PureBytes Links
Trading Reference Links
|
Paul,
I am trying to set the rules as defined by this site:
http://www.gummy-stuff.org/zweig.htm
"* You compare this Friday's closing price with recent weekly closes.
* If there was a recent low, and this Friday's close is 4% higher
than that low, then you assume you're at a market low and you Buy.
* If there was a recent high, and this Friday's close is 4% lower
than that high, then you assume you're at a market high and you Sell."
The Flip recommendation posted earlier seemed to solve the weekly
buying problem and I am now trying to see if the trades match up with
the right close and HHV/LLV values in excel. I might not have the
threshold calculated correctly so I appreciate the help.
Thanks
DM
--- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paultsho@xxx> wrote:
>
> This statement doesnt look right
> buy if the Close drops 4% below the HHV of the last 52 weeks and buy
if the
> Close is greater than the LLV of the last 52 weeks based on Fridays
close.
> 1. Is the first buy a sell?
> 2. Does the second buy have a 4% limit somewhere, or do you just
want to buy
> anytime when its greater than its 52weeks low which is just about
all the
> time.
>
>
> _____
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Dave McLeod
> Sent: Friday, 2 March 2007 4:10 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Zweig 4% Rule/System
>
>
>
>
> I am trying to code the Zweig 4% reversal system but I am not
catching on as
> to how to limit the buys and sells from each week.
>
> Your supposed to buy if the Close drops 4% below the HHV of the last 52
> weeks and buy if the Close is greater than the LLV of the last 52 weeks
> based on Fridays close.
>
> Here is what I have so far.
>
> DOW=DayOfWeek()==5;
> Hi=HHV(Close,52);
> Lo=LLV(Close,52);
> VBuy = Close*1.04>=Ref(Lo,-1) AND DOW;
> VSell = Close*.96<=Ref(Hi,-1) AND DOW;
> Buy = ExRem(VBuy,VSell);
> Sell = ExRem(VSell,VBuy);
>
> This buys and then sells each week. I am obviously not using exrem
correctly
> and it still buys weekly wether I have DOW in or out.
>
> If someone could point out my mistakes that would be great.
>
> Thanks
> DM
>
>
> _____
>
> We won't tell. Get more on shows
>
<http://us.rd.yahoo.com/evt=49980/*http://tv.yahoo.com/collections/265>
you
> hate to love
> (and love to hate): Yahoo!
>
<http://us.rd.yahoo.com/evt=49980/*http://tv.yahoo.com/collections/265>
TV's
> Guilty Pleasures list.
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Transfer from your equities account.
Receive up to $1,000 from GFT. Click here to learn more.
http://us.click.yahoo.com/aZttyC/X_xQAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|