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@xxxxxxxxxps.com,
"Paul Ho" <paultsho@xx.> 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@xxxxxxxxxps.com
[mailto:amibroker@xxxxxxxxxps.com]
On
Behalf
> Of dmcleod1981
> Sent: Saturday, 3 March 2007 4:43
AM
> To: amibroker@xxxxxxxxxps.com
>
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@yahoogrou
<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.
> >
>