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Re: [amibroker] metastock statement to afl



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I'll have a go at it.

The Fml("TD - SetUp-Buy" ) is a Tom Demark formula
which, I think translated to AB is as follows.

TD1=IIf(C<Ref(C,-4),1,0); 

TD2 = IIf(TD1==1 AND Ref(TD1,-1)==1 AND Ref(TD1,-2)==1
AND Ref(TD1,-3)==1 AND 
      Ref(TD1,-4)==1 AND Ref(TD1,-5)==1 AND
Ref(TD1,-6)==1 AND Ref(TD1,-7)==1 AND 
      Ref(TD1,-8)==1, 1,0); 

TD3 = IIf(Ref(C,-9)>=Ref(C,-13),1,0); 

TD4 = IIf(TD2=1 AND TD3=1,1,0); 

TD5 = IIf(H>=Ref(LLV(L,5),-3),1,0); 

D8 = IIf(Ref(TD4,1)==1 AND TD5==1,1,0); 

D9 = IIf(TD4==1 AND TD5==1 AND Ref(D8,-1)!= 1,1,0); 

D10 = IIf(Ref(TD4,-1)==1 AND TD5==1 AND Ref(D8,-2)!=1
AND Ref(D9,-1)!=1,1,0); 

D11 = IIf(Ref(TD4,-2)==1 AND TD5==1 AND Ref(D8,-3)!=1
AND Ref(D9,-2)!=1 AND 
      Ref(D10,-1)!=1,1,0); 

D12 = IIf(Ref(TD4,-3)==1 AND TD5==1 AND Ref(D8,-4)!=1
AND Ref(D9,-3)!=1 AND 
      Ref(D10,-2)!=1 AND Ref(D11,-1)!=1,1,0); 

D13 = IIf(Ref(TD4,-4)==1 AND TD5==1 AND Ref(D8,-5)!=1
AND Ref(D9,-4)!=1 AND 
      Ref(D10,-3)!=1 AND Ref(D11,-2)!=1 AND
Ref(D12,-1)!=1,1,0); 

D14 = IIf(Ref(TD4,-5)==1 AND TD5==1 AND Ref(D8,-6)!=1
AND Ref(D9,-5)!=1 AND 
      Ref(D10,-4)!=1 AND Ref(D11,-3)!=1 AND
Ref(D12,-2)!=1 AND Ref(D13,-1)!=1,1,0); 

D15 = IIf(Ref(TD4,-6)==1 AND TD5==1 AND Ref(D8,-7)!=1
AND Ref(D9,-6)!=1 AND 
      Ref(D10,-5)!=1 AND Ref(D11,-4)!=1 AND
Ref(D12,-3)!=1 AND Ref(D13,-2)!=1 AND 
      Ref(D14,-1)!=1,1,0); 

D16 = IIf(Ref(TD4,-7)==1 AND TD5==1 AND Ref(D8,-8)!=1
AND Ref(D9,-7)!=1 AND 
      Ref(D10,-6)!=1 AND Ref(D11,-5)!=1 AND
Ref(D12,-4)!=1 AND Ref(D13,-3)!=1 AND 
      Ref(D14,-2)!=1 AND Ref(D15,-1)!=1,1,0); 

D17 = IIf(Ref(TD4,-8)==1 AND TD5==1 AND Ref(D8,-9)!=1
AND Ref(D9,-8)!=1 AND 
      Ref(D10,-7)!=1 AND Ref(D11,-6)!=1 AND
Ref(D12,-5)!=1 AND Ref(D13,-4)!=1 AND 
      Ref(D14,-3)!=1 AND Ref(D15,-2)!=1 AND
Ref(D16,-1)!=1,1,0); 

SetUp = D8+D9+D10+D11+D12+D13+D14+D15+D16+D17; 

Then the code to convert the rest is 

value = Cum(IIf(C<Ref(Close,-2),1,0)) -
ValueWhen(Ref(SetUp,-1)==1,
Cum(IIf(C<Ref(C,-2),1,0)));

BUT there is the Ref function seems to refer to the
future.  I changed it to Ref(value, -1).  

Maybe somebody should check this.
Hope it helps

Rick
--- aboaziz_sa <aboaziz_sa@xxxxxxxxx> wrote:

> Cum(If(C<Ref(CLOSE,-2),1,0)) -
> ValueWhen(1,Ref(Fml("TD - SetUp-Buy" ), 
> 1)=1,
> Cum(If(C<Ref(C,-2),1,0)))
> 
> 
> 
> 
> 
> Could some one help convert the above  metastock
> statement to afl
> 
> Thanks
> 
> 
> 
> 


Rick Osborn & Associates
885 Sorrento Ave.
Oshawa, Ontario L1J 6V6
(905) 728-8543  fax 728-0815



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