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[amibroker] Re: Zweig 4% Rule/System



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Paul,

I think you are correct. I posted the comments as they came from the
site but I think you are right in that its from the last signal. I
guess I need to incorporate LastValue or valuewhen? I will try these
out and see if I can work through this. Again, thanks for your time in
looking at this.

Thanks,
DM 

--- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paultsho@xxx> wrote:
>
> I took a quick look at the spreadsheet, it has something that is very
> different than what you have described
> I think it goes something like sell if the close is certain % below the
> highest high since the last buy, and buy if it is certain % above
the lowest
> low
> since the last sell.
>  
> 
>   _____  
> 
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of dmcleod1981
> Sent: Sunday, 4 March 2007 11:12 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Zweig 4% Rule/System
> 
> 
> 
> 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@xxxxxxxxx <mailto:amibroker%40yahoogroups.com> ps.com,
> "Paul Ho" <paultsho@> 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@xxxxxxxxx <mailto:amibroker%40yahoogroups.com> ps.com
> [mailto:amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com> ps.com]
> On Behalf
> > Of dmcleod1981
> > Sent: Saturday, 3 March 2007 4:43 AM
> > To: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com> ps.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-
> <http://www.gummy-stuff.org/zweig.htm> 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.
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> > yahoo.com/evt=49980/*http://tv.yahoo.
> <http://tv.yahoo.com/collections/265> com/collections/265>
> > you
> > > hate to love
> > > (and love to hate): Yahoo!
> > >
> > <http://us.rd.
> > <http://us.rd.
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> > >
> >
>




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