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Paul,
Thanks for the help, unfortunately this doesn't match up with any of
the signals when compared to excel and also doesn't match up with
other sources who post this system. Now I just have to figure out why.
I appreciate your help and this has given me other ways to test.
Using FLIP seemed to get me closer but still didn't quite fit the
bill even when using the same data source. Again, thanks for taking a
look at it.
Thanks,
DM
--- 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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