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code error correction.
In the example code I provided for the raw RTM signal the use of
conditional IIF was superfluous.
As AB evaluates Boolean statements to true|false; the following would
be sufficient.
RTM = MA(C,15) > MA(C,200) AND Ref(L,-1) > Ref(MA(C,15),-1) AND L < MA
(C,15);// ReversionToMean
Plot(RTM,"ReversionToMean",1,1);
Note that it is the raw signal; refined entry,stops and profitstop
are required for application.
As written it is also, forward looking.
In practice it is necessary to either reference todays L to
yesterdays STMA or project yesterdays STMA one bar into the future
with the same momentum as the past (an approximation and/or
assumption).
No recommendation of RTM as a trading method is implied.
BrianB2.
--- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@xxx> wrote:
>
> Gerard,
>
> Bad news and good news.
>
> I have put up a DowIndicator PDF in the group files (2 pages of
> comment).
>
> The bad news is I critique your indicator a little.
>
> Good news is I brought along her sister, who is not too bad looking
> at first glance.
>
> BrianB2.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Gerard Carey" <gcfinance@>
> wrote:
> >
> > For those interested in the indicator, Mr Dow gives us here, just
a
> > slightly different slant on how to view the market (and our
> indicator).
> >
> > Charles Dow, in the "Wall Street Journal", January 31, 1901:
> > "A person watching the tide coming in and who wishes to know the
> spot
> > which marks the high tide, sets a stick in the sand at the points
> > reached by the incoming waves..........
> >
> > Again I've put the guff on an attachment to spare the
uninterested.
> >
> > Regds and good trading
> > Gerard
> >
> > --
> > http://www.fastmail.fm - I mean, what is it about a decent email
> service?
> >
>
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