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OK.
Thanks for clarifying that.
I will leave you and others to focus on the code.
BrianB2.
--- In amibroker@xxxxxxxxxxxxxxx, "dmcleod1981" <dmcleod1981@xxx>
wrote:
>
> Brian,
>
> Before you dismiss the gummy site so off-handedly you might want to
> find out more about the author and actually READ the material.
>
> After reading Paul's synopsis I went back to excel and was able to
> correctly get the results I was looking for that in fact mirror
> Zweig's previous signals which was one of my original references as
> well as some other sources. I mis-interpreted what the gummy site
was
> saying in its content. However, I now can match it as well. Now all
I
> need to do is figure out how to reference the previous signal in
> Amibroker which my level of knowledge is still a work in progress.
>
> You mention "why worry about conforming to other peoples
> spreadsheets (there is an awful lot of trading rubbish out there on
> the web)?" Isn't that the whole point of being able to test a system
> is to find out if it's rubbish? However, to accurately be able to
> replicate the system you need to have the correct rules (something I
> failed to do initially.)
>
> You also, said "Code all of your variations and test them in Ami."
> That's what I am trying to do... while I appreciate your comments
and
> anyones' effort to help, the focus I need is in using the code
> correctly in Amibroker. Once I understand the basics I will then be
> able to test the "variations...and all the possible combinations of
> the strategy that you think might work."
>
> As for being to hard on me... I am pretty resilient hopefully I was
> not too hard on you.
>
> Thanks
> DM
>
> --- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@> wrote:
> >
> > DM,
> >
> > Not having a go at you but in the belief I am helping.
> >
> > I also had a quick look at the Gummy site and I have to ask:
> >
> > "Is this a joke?".
> >
> > I wouldn't research my ideas from a site like that.
> >
> > To me trading is a game, but it is one that should be approached
in a
> > business-like manner; as if we are going to war.
> >
> > I only reference academics who have taken a deep interest in
trading
> > or seasoned traders who have published.
> > Above all else I trust in myself and the results of the hard work
I
> > put into research.
> >
> > A couple of suggestions that might help you:
> >
> > 1. staying on the straight and narrow; buy the Zweig book and get
it
> > straight from the horses mouth. $12.99 USD; a business
development
> > expense.
> >
> > Then clearly define exactly which strategy from the book you want
to
> > code before you start.
> >
> > 2. straying from the straight and narrow; many good ideas pop-up
in
> > the middle of research. Write them down, think them through, then
go
> > ahead with coding and testing them.
> > Wild ideas seldom turn into profits but you do learn a hell of a
lot
> > chasing them.
> >
> > Specifically:
> >
> > Paul's code correctly defines the strategy as originally
described by
> > you and also in point 1 at the gummy site.
> >
> > I contend it is a strategy that is true to the tenents of
trading,
> > whether or not it is Mr Zweig's exact formula.
> > Why not go ahead and test it, including with different time
periods?
> > If it fails *the test* at least you can cross it off the list.
> > That will be one less out of the thousands or tens of thousands
of
> > trading strategies to worry about.
> >
> > Having done that, why worry about conforming to other peoples
> > spreadsheets (there is an awful lot of trading rubbish out there
on
> > the web)?
> >
> > Why not get out the pencil and paper and write down all the
possible
> > combinations of the strategy that you think might work.
> > Then download a small amount of data into Ami for use as a
training
> > database (small databases are easier to use when cross
referencing
> > spreadsheets etc).
> > Code all of your variations and test them in Ami.
> > Export the data into Xcel and *manually* execute the strategies.
> > See if your code *made the trade* as you expected.
> > If not, go back and repair the code until it does (the forum will
> > almost certainly help you provided your strategy is well defined
and
> > understandable to others).
> >
> > If you think I have been too hard on you, say so and I will
apologise.
> >
> >
> > Regards,
> >
> > BrianB2.
> >
> >
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "dmcleod1981" <dmcleod1981@>
> > wrote:
> > >
> > > 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@> 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.
> > > >
> >
<http://us.rd.yahoo.com/evt=49980/*http://tv.yahoo.com/collections/265
> > >
> > > > yahoo.com/evt=49980/*http://tv.yahoo.com/collections/265>
> > > > > 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.
> > > >
> >
<http://us.rd.yahoo.com/evt=49980/*http://tv.yahoo.com/collections/265
> > >
> > > > yahoo.com/evt=49980/*http://tv.yahoo.com/collections/265>
> > > > > yahoo.com/evt=49980/*http://tv.yahoo.
> > > > <http://tv.yahoo.com/collections/265> com/collections/265>
> > > > > TV's
> > > > > > Guilty Pleasures list.
> > > > > >
> > > > >
> > > >
> > >
> >
>
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