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Paul,
Thanks for correcting my error - humble apologies DM.
BrianB2.
--- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paultsho@xxx> wrote:
>
> This is what you need
> buy = cross(c, ref(llv(c, 52), -1)* 1.04);
> sell = cross(ref(hhv(c, 52), -1)*0.96, c);
>
>
> _____
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of dmcleod1981
> Sent: Saturday, 3 March 2007 4:43 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Zweig 4% Rule/System
>
>
>
> Paul,
>
> I am trying to set the rules as defined by this site:
> http://www.gummy- <http://www.gummy-stuff.org/zweig.htm>
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@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com,
> "Paul Ho" <paultsho@> 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@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> [mailto:amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com]
> On Behalf
> > Of Dave McLeod
> > Sent: Friday, 2 March 2007 4:10 AM
> > To: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> > 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.
>
<http://us.rd.yahoo.com/evt=49980/*http://tv.yahoo.com/collections/265
>
> yahoo.com/evt=49980/*http://tv.yahoo.com/collections/265>
> you
> > hate to love
> > (and love to hate): Yahoo!
> >
> <http://us.rd.
>
<http://us.rd.yahoo.com/evt=49980/*http://tv.yahoo.com/collections/265
>
> yahoo.com/evt=49980/*http://tv.yahoo.com/collections/265>
> TV's
> > Guilty Pleasures list.
> >
>
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