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How do I modify the code below such that y equals the buy date?
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxx>
wrote:
>
> Hello,
>
> By the way here is entire formula
>
>
>
> y= DateNum()==1021004;
> Fill=6.5;/* fillprice*/
> Mult=0.05;/*atr multiplier*/
>
> Bars=Cum(y);
> Accel=Bars*Mult;
> Ratchet=LLV(Low,10)+(Accel*ATR(5));
> ATRSTOP=ValueWhen(Bars==1,LLV(C- (3*ATR(10)),10));
> Profit=Close>=Fill+ATR(5) OR Close>=Fill+(Fill*.05);
>
> //ATRRATCHET=If(profit=1, If(Ratchet<PREV,PREV,Ratchet), If(Bars>1
AND ATRSTOP<PREV,PREV,ATRSTOP));
> ATRRATCHET = Highest( ( Profit == 1 ) * Ratchet + ( Profit == 0 ) *
ATRSTOP );
>
> X=HighestSince(Bars==1,ATRRATCHET);
> Plot(x,"atr Rachet",colorRed,styleLine);
> Plot(C,"close",colorBlue,styleLine);
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> ----- Original Message -----
> From: Tomasz Janeczko
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Wednesday, January 08, 2003 9:32 PM
> Subject: Re: [amibroker] using AMA
>
>
> Hello,
>
>
> This code is an excellent sample of what I call "brute force
programming".
>
>
> ATRRATCHET:=If(profit=1, If(Ratchet<PREV,PREV, Ratchet), { first
part }
> If(Bars>1 AND
ATRSTOP<PREV,PREV,ATRSTOP) { second part } );
>
> We can of course translate it directly using VBScript/ JScript
but... is it really needed ?
>
>
> Instead of trying to translate such ugly PREV statement one
should first thing what this statement
> is trying to achieve.
>
> There are two parts of this statement:
> one that is taken when profit equals 1 and and the "otherwise"
case.
>
> The first part does simple thing: it calculates running Highest
value of ratchet : simply:
> Highest( Ratchet )
>
> the second part does basically the same but only when Bars
variable is greater than one so:
>
> HighestSince( Bars <= 1, ATRStop )
>
>
> Now entire formula gets the highest of one of the above depending
on profit variable so we can write it so
>
> ATRRATCHET = IIf( profit == 1, Highest( Ratchet ), HighestSince(
Bars <= 1, ATRSTOP ) );
>
> The problem is that it works almost correct however it does not
match perfectly the formula using PREV.
>
> THe formula that matches looks even easier :-)
>
> ATRRATCHET = Highest( ( Profit == 1 ) * Ratchet + ( Profit == 0 )
* ATRSTOP );
>
> Only one function call to Highest !
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Jayson
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Wednesday, January 08, 2003 2:57 AM
> Subject: RE: [amibroker] using AMA
>
>
> Bob,
> I just so happen to have some old MS code :))
>
> ATR Rachtet Ms
> TYear:=Input("Enter Year",1990,2010,2002);
> TMonth:=Input("Enter Month",1,12,1);
> TDay:=Input("Enter day of month",1,31,1);
> Fill:=Input("Enter Fill Price",0,100,1);
> Mult:=Input("Daily ATR Multiplier",0,10,.05);
> Bars:=Cum(Cum(Year()=tyear AND Month()=tmonth AND DayOfMonth()
=tday));
> Accel:=Bars*Mult;
> Ratchet:=LLV(LOW,10)+(Accel*ATR(5));
> ATRSTOP:=ValueWhen(1,Bars=1,LLV(C- (3*ATR(10)),10));
> Profit:=CLOSE>=Fill+ATR(5) OR CLOSE>=Fill+(Fill*.05);
>
> ATRRATCHET:=If(profit=1, If(Ratchet<PREV,PREV,
> Ratchet), If(Bars>1 AND ATRSTOP<PREV,PREV,ATRSTOP));
>
> HighestSince(1,Bars=1,ATRRATCHET)
>
> I have no problem making the translation right up to the
ATRRATchet variable. As I read it the 2nd IIF statement is
referencing ref(atrratchet,-1).......
>
> As fred mentioned it may be a case where vbscript is the quick
solution but if truth be told I was am really more interested in
learning a bit more about how ama works and an afl solution to PREV
than in the indicator its self.
>
> thanks for your input,
>
> Jayson
> -----Original Message---
> From: Bob Jagow [mailto:bjagow@...]
> Sent: Tuesday, January 07, 2003 7:07 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] using AMA
>
>
> "Ref of atrratchet" or ref of Ratchet and ref of ATRSTOP?
>
> I seem to recall that some old MS code wastefully used PREV in
place of REF and thought that might be the case here.
>
> Bob
> -----Original Message-----
> From: Jayson [mailto:jcasavant@...]
> Sent: Tuesday, January 07, 2003 3:33 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] using AMA
>
>
> NO bob that is the rub. The formula calls for the ref of
atrratchet but since atrratchet is not yet defined the variable
cannot look to its previous (prev) value. This is somewhat similar to
what is done in an EMA which I recall Tomasz as saying could be
reproduced in afl with AMA. I just need to go back through the
archives to find his post. Thanks for offering your thought though :))
>
> Jayson
> -----Original Message-----
> From: Bob Jagow [mailto:bjagow@...]
> Sent: Tuesday, January 07, 2003 5:57 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] using AMA
>
>
> Jason,
> would ref work?
>
> If ATRRATCHET=Iif(profit==1, Iif(Ratchet<PREV,PREV,Ratchet),
Iif(Bars>1 AND ATRSTOP<PREV,PREV,ATRSTOP));
> Note ^
>
> Bob
>
>
> ^
>
> -----Original Message-----
> From: Jayson [mailto:jcasavant@...]
> Sent: Tuesday, January 07, 2003 9:59 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] using AMA
>
>
> Al,
> thanks for sharing! My idea was a bit different and
requires self referencing of a variable. I know this can be done with
AMA/AMA2 but it is just not clicking with my brain. I will look at it
this evening when I am not trying to follow my screens as well. I
will keep you posted with my result. thanks again
>
> Jayson
> -----Original Message-----
> From: Avcinci [mailto:avcinci@...]
> Sent: Tuesday, January 07, 2003 12:41 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] using AMA
>
>
> Jayson,
>
> About a year ago, Anthony and I were discussing how to code
the Ratchet exit of Chuck LeBeau's. I haven't done much with it since
then, but here is the formula we came up with then (it was mostly
Anthony's coding; I just went along for the ride!!). I think it
probably needs Stephane's RemBuy.dll since the buyprice does not
remain fixed. But, it may give you some clues and pointers to try.
Let me know how it works out.
>
> Al Venosa
> ----- Original Message -----
> From: Jayson
> To: 1ami
> Sent: Tuesday, January 07, 2003 12:13 PM
> Subject: [amibroker] using AMA
>
>
> I know this has been discussed in regards to the EMA but
I cannot seem to get my brain around the concept. I am trying to
convert Chuck Lebeaus ATR Ratchet from another programming lang. I am
stumped at this line ....
>
> ATRRATCHET=Iif(profit=1, Iif(Ratchet<PREV,PREV,Ratchet),
Iif(Bars>1 AND ATRSTOP<PREV,PREV,ATRSTOP));
>
> I seem to recall that AMA/AMA2 can be used in place of
prev but cannot seem to figure out how to do this. If any one can
give me a nudge in the right direction I would appreciate it.
>
> regards,
>
> Jayson
>
>
>
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