|
PureBytes Links
Trading Reference Links
|
Hi Howard many thanks for the reply. Basically if the SMI crosses 0 and is
positive and rising it will buy and as soon as it stops rising and goes flat
or starts dropping (while still above 0 line) it will just close any open
positions and not trade until it starts rising again and is above the 0
line. If it goes below 0 line and is dropping down it will go short and
stay short until it either goes flat or starts rising and will close any
open short positions and will not go short again it starts dropping again.
Its actually a William Blau indicator based on the SMI and code is below.
Im just trying to get it to optimize the 3 values of the SMI to find an
optimal range and two ema smoothing period over the data its being optimized
on. Ive included a picture of an indicator that plots what I am trying to
do but it is not for AB and it doesnt have the optimize/back testing feature
like AB does. Hopefully that picture will make it clear. Many thanks for
the reply and if its unclear or you cant do it thats fine, still appreciate
the help.
Jolon
SMI_Trade
////////////
(User Function: SMI_Trade = Stochastic Momentum Index Trade by Bill Blau)
Inputs: q(NumericSimple), r(NumericSimple), s(NumericSimple);
Value1 = SMI(q, r, s);
If Value1 - Value1[1] > 0 AND Value1 > 0 then Value2 = Value1
Else Value2 = 0; (Value2 is that portion of the SMI which is positive and
rising)
If Value1 - Value1[1] < 0 AND Value1 , 0 then Value 3 = Value1
Else Value3 = 0; (Value3 is that portion of the SMI which is negative and
falling)
SMI_Trade = Value2 + Value3;
>From: "Howard B" <howardbandy@xxxxxxxxx>
>Reply-To: amibroker@xxxxxxxxxxxxxxx
>To: amibroker@xxxxxxxxxxxxxxx
>Subject: Re: [amibroker] Help with AFL for simple system/test
>Date: Thu, 10 May 2007 18:33:20 -0700
>
>Hi Crez ---
>
>The vertical axis is dollars. The horizontal axis is time. The concept of
>45 degrees is not well defined. If the stock splits, the angle changes.
>Do
>you have a more precise definition?
>
>Thanks,
>Howard
>
>On 5/10/07, creztor123 <creztor@xxxxxxxxxxx> wrote:
>>
>> Ok need some help here if possible please. I am trying to make a
>>simple setup using the Stochastic Momentum Indicator. I am new to
>>amibroker and dont have the knowledge on how to code this. If no-one
>>can help but knows where I can find what I need to learn then that
>>would be good enough :) Appreciate any info. Would like to optimize
>>it based on the following rules:
>>
>>if the SMI is above 0 and its angle/direction is up (im guessing > 45
>>degrees) then it will buy
>>if the SMI is below 0 and the angle is down (again guessing < 45
>>degrees) then it will sell
>>if SMI is above 0 and its flat or going down then it will not trade or
>>should close any trade it has open
>>if SMI is below 0 and flat or going up then it will not trade or
>>should close any trade open
>>
>>
>>
_________________________________________________________________
Advertisement: Win a trip to the exquisite Daintree Ecolodge & Spa in
Cairns, QLD!
http://ninemsn.com.au/share/redir/adTrack.asp?mode=click&clientID=781&referral=hotmailtaglineMay&URL=http://music.ninemsn.com.au/compIntro.aspx?compId=2386
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
Attachment:
smitrade.png
Description: PNG image
|
