PureBytes Links
Trading Reference Links
|
For starters, did you check the
library?
Bill
----- Original Message -----
Sent: Tuesday, July 24, 2007 4:50
AM
Subject: [amibroker] DeMark's Sequential? Trading
System - fullfledged metastock formula
DeMark's SequentialT Trading System
This will tell us how high the market washout rate is. Submitted by Maurice
Odekerken from Holland. =====================
Hi friends.....I have
found this code some where but i didn't remember where from it has been
copied. But the author name is given above. Can anybody try to write this
trading system in afl language. If not possible we ask Tomasz.
In
example chart (not shown here) perfectly placed numbers above or below price
as per Demarks explanation in his articles. 1-9 and countdown 13 and buy
signal a-b-c like that. So, as per this formula every price bar has it's own
number either 1-9 or 1-13 or buy signal of a-b-c or 'p' for prerequisite.
Thanks.
Buy Indicators : ==code
starts====== TD -
SetUp-Buy
TD1:=If(C<Ref(C,-4),1,0);
TD2:=If(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:=If(Ref(C,-9)>=Ref(C,-13),1,0);
TD4:=If(TD2=1 AND
TD3=1,1,0);
TD5:=If(H>=Ref(LLV(L,5),-3),1,0);
D8:=If(Ref(TD4,1)=1
AND TD5=1,1,0);
D9:=If(TD4=1 AND TD5=1 AND
Ref(D8,-1)<>1,1,0);
D10:=If(Ref(TD4,-1)=1 AND TD5=1 AND
Ref(D8,-2)<>1 AND
Ref(D9,-1) <>1,1,0);
D11:=If(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:=If(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:=If(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:=If(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:=If(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:=If(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:=If(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;
SetUp ===========================
TD
Count Down Buy A
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)))
TD Count Down Buy B
If(Fml("TD Count Down Buy A")>=14
AND C>Ref(C,-4),1,0)
TD Count Down Buy C
If(Fml("TD Count Down Buy A")>=14 AND
C>Ref(H,-2),1,0)
Buy
Experts :
Type / Change in Highlights:
Buy Bullish SetUp
{Color: Cyan}
Fml( "TD -
SetUp-Buy" ) =1 OR Ref( Fml( "TD - SetUp-Buy" ) ,1)=1 OR Ref( Fml( "TD -
SetUp-Buy" ) ,2)=1 OR Ref( Fml( "TD - SetUp-Buy" ) ,3)=1 OR Ref( Fml(
"TD - SetUp-Buy" ) ,5)=1 OR Ref( Fml( "TD - SetUp-Buy" ) ,6)=1 OR Ref(
Fml( "TD - SetUp-Buy" ) ,7)=1 OR Ref( Fml( "TD - SetUp-Buy" )
,8)=1
Buy Count
Down
{Color: Blue}
( Fml( "TD Count Down Buy A" ) =13 AND Ref(
Fml( "TD Count Down Buy A" ) ,-1 )<> 13) OR ( Fml( "TD Count Down Buy
A" ) =12 AND Ref( Fml( "TD Count Down Buy A" ) ,-1 )<> 12) OR (
Fml( "TD Count Down Buy A" ) =11 AND Ref( Fml( "TD Count Down Buy A" ) ,-1
)<> 11) OR ( Fml( "TD Count Down Buy A" ) =10 AND Ref( Fml( "TD
Count Down Buy A" ) ,-1 )<> 10) OR ( Fml( "TD Count Down Buy A" ) =9
AND Ref( Fml( "TD Count Down Buy A" ) ,-1 )<> 9) OR ( Fml( "TD
Count Down Buy A" ) =8 AND Ref( Fml( "TD Count Down Buy A" ) ,-1 )<>
8) OR ( Fml( "TD Count Down Buy A" ) =7 AND Ref( Fml( "TD Count Down Buy
A" ) ,-1 )<> 7) OR ( Fml( "TD Count Down Buy A" ) =6 AND Ref( Fml(
"TD Count Down Buy A" ) ,-1 )<>6) OR ( Fml( "TD Count Down Buy A" ) =5
AND Ref( Fml( "TD Count Down Buy A" ) ,-1 )<> 5) OR ( Fml( "TD
Count Down Buy A" ) =4 AND Ref( Fml( "TD Count Down Buy A" ) ,-1 )<>
4) OR ( Fml( "TDCount Down Buy A" ) =3 AND Ref( Fml( "TD Count Down Buy
A" ) ,-1 )<>3) OR ( Fml( "TD Count Down Buy A" ) =2 AND Ref( Fml(
"TD Count Down Buy A" ) ,-1 )<>2)
Buy A
{Color: Green}
( Fml( "TD Count Down Buy A" )
=14 AND Ref( Fml( "TD Count DownBuy A" ),-1)<>
14)
Buy B
{Color:
Green}
A:=If( Fml( "TD Count Down Buy A" ) =14 AND Ref( Fml( "TD
Count Down Buy A" ) ,-1 )<> 14,1,0); B:=If( Ref(Fml( "TD Count Down
Buy B" ),-1) =1,1,0); HighestSinceBars(1,A =1,A
)<HighestSinceBars(1,B=1,B ) AND Fml( "TD Count Down Buy B" )
=1 Buy C
{Color:
Green}
A:=If( Fml( "TD Count Down Buy A" ) =14 AND Ref( Fml( "TD
Count Down Buy A" ) ,-1 )<> 14,1,0); B:=If( Ref(Fml( "TD Count Down
Buy C" ),-1) =1,1,0); HighestSinceBars(1,A =1,A
)<HighestSinceBars(1,B=1,C ) AND Fml( "TD CountDown Buy C" )
=1
Type / Change in Symbols:
SetUp9
{Label: 9 / Font: 8 /
Color: Magenta / Position: Below / Graphics: None}
Fml( "TD -
SetUp-Buy" )=1
SetUp8
{Label: 8 / Font: 8 / Color: Magenta / Position: Below /
Graphics: None}
Ref( Fml( "TD - SetUp-Buy"
),1)=1
SetUp7
{Label: 7 / Font: 8 / Color: Magenta / Position: Below / Graphics:
None}
Ref( Fml( "TD - SetUp-Buy" )
,2)=1
SetUp6
{Label: 6 / Font: 8 / Color: Magenta / Position: Below / Graphics:
None}
Ref( Fml( "TD - SetUp-Buy" )
,3)=1
SetUp5
{Label: 5 / Font: 8 / Color: Magenta / Position: Below / Graphics:
None}
Ref( Fml( "TD - SetUp-Buy" )
,4)=1
SetUp4
{Label: 4 / Font: 8 / Color: Magenta / Position: Below / Graphics:
None}
Ref( Fml( "TD - SetUp-Buy" )
,5)=1
SetUp3
{Label: 3 / Font: 8 / Color: Magenta / Position: Below / Graphics:
None}
Ref( Fml( "TD - SetUp-Buy" )
,6)=1
SetUp2
{Label: 2 / Font: 8 / Color: Magenta / Position: Below / Graphics:
None}
Ref( Fml( "TD - SetUp-Buy" )
,7)=1
SetUp1
{Label: 1 / Font: 8 / Color: Magenta / Position: Below / Graphics:
None}
Ref( Fml( "TD - SetUp-Buy" )
,8)=1
CountDown1
{Label: 1 / Font: 8 / Color: Brown / Position: Below / Graphics:
None}
Fml( "TD Count Down Buy A" ) =2 AND Ref( Fml( "TD Count Down
Buy A" ) ,-1)<>2
CountDown2
{Label: 2 / Font: 8 / Color: Brown / Position: Below /
Graphics: None}
Fml( "TD Count Down Buy A" ) =3 AND Ref( Fml( "TD
Count Down Buy A" ) ,-1 )<> 3
CountDown3
{Label: 3 / Font: 8 / Color: Brown / Position:
Below / Graphics: None}
Fml( "TD Count Down Buy A" ) =4 AND Ref( Fml(
"TD Count Down Buy A" ) ,-1)<>
4
CountDown4
{Label: 4 / Font: 8 / Color: Brown / Position: Below / Graphics:
None}
Fml( "TD Count Down Buy A" ) =5 AND Ref( Fml( "TD Count Down
Buy A" ) ,-1 )<> 5
CountDown5
{Label: 5 / Font: 8 / Color: Brown / Position: Below /
Graphics: None}
Fml( "TD Count Down Buy A" ) =6 AND Ref( Fml( "TD
Count Down Buy A" ) ,-1)<> 6
CountDown6
{Label: 6 / Font: 8 / Color: Brown / Position:
Below / Graphics: None}
Fml( "TD Count Down Buy A" ) =7 AND Ref( Fml(
"TD Count Down Buy A" ) ,-1 )<>
7
CountDown7
{Label: 7 / Font: 8 / Color: Brown / Position: Below / Graphics:
None}
Fml( "TD Count Down Buy A" ) =8 AND Ref( Fml( "TD Count Down
Buy A" ) ,-1)<> 8
CountDown8
{Label: 8 / Font: 8 / Color: Brown / Position: Below /
Graphics: None}
Fml( "TD Count Down Buy A" ) =9 AND Ref( Fml( "TD
Count Down Buy A" ) ,-1 )<> 9
CountDown9
{Label: 9 / Font: 8 / Color: Brown / Position:
Below / Graphics: None}
Fml( "TD Count Down Buy A" ) =10 AND Ref(
Fml( "TD Count Down Buy A" ) ,-1)<>
10
CountDown10
{Label: 10 / Font: 8 / Color: Brown / Position: Below / Graphics:
None}
Fml( "TD Count Down Buy A" ) =11 AND Ref( Fml( "TD Count Down
Buy A" ) ,-1)<> 11
CountDown11
{Label: 11 / Font: 8 / Color: Brown / Position: Below /
Graphics: None}
Fml( "TD Count Down Buy A" ) =12 AND Ref( Fml( "TD
Count Down Buy A" ) ,-1)<> 12
CountDown12
{Label: 12 / Font: 8 / Color: Brown /
Position: Below / Graphics: None}
Fml( "TD Count Down Buy A" ) =13
AND Ref( Fml( "TD Count Down Buy A" ) ,-1)<>
13
CountDown13
{Label: Buy A / Font: 9 / Color: Green / Position: Below / Graphics:
Buy Arrow )
Fml( "TD Count Down Buy A" ) =14 AND Ref( Fml( "TD Count
Down Buy A" ) ,-1 )<> 14
Buy B
{Label: Buy B / Font: 9 / Color: Green /Position:
Below / Graphics: Buy Arrow )
A:=If( Fml( "TD Count Down Buy A" ) =14
AND Ref( Fml( "TD CountDown Buy A") ,-1 )<> 14,1,0); B:=If(
Ref(Fml( "TD Count Down Buy B" ),-1) =1,1,0); HighestSinceBars(1,A =1,A
)<HighestSinceBars(1,B=1,B ) AND Fml( "TD Count Down Buy B" )
=1
Buy C
{Label:
Buy C / Font: 9 / Color: Green /Position: Below / Graphics: Buy Arrow
)
A:=If( Fml( "TD Count Down Buy A" ) =14 AND Ref( Fml( "TD CountDown
Buy A") ,-1 )<> 14,1,0); B:=If( Ref(Fml( "TD Count Down Buy C"
),-1) =1,1,0); HighestSinceBars(1,A =1,A )<HighestSinceBars(1,B=1,C ) AND
Fml( "TD Count Down Buy C" ) =1
Sell Indicators : TD
- SetUp-Sell
TD1:=If(C>Ref(C,-4),1,0); TD2:=If(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:=If(Ref(C,-9)<=Ref(C,-13),1,0);
TD4:=If(TD2=1
AND
TD3=1,1,0);
TD5:=If(L>=Ref(HHV(H,5),-3),1,0);
D8:=If(Ref(TD4,1)=1
AND TD5=1,1,0);
D9:=If(TD4=1 AND TD5=1 AND
Ref(D8,-1)<>1,1,0);
D10:=If(Ref(TD4,-1)=1 AND TD5=1 AND
Ref(D8,-2)<>1 AND
Ref(D9,-1) <>1,1,0);
D11:=If(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:=If(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:=If(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:=If(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:=If(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:=If(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:=If(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; SetUp
TD Count Down Sell
A
Cum(If(C>Ref(C,-2),1,0))-ValueWhen(1,Ref( Fml( "TD - SetUp-Sell" ),
1)=1, Cum(If(C>Ref(C,-2),1,0)))
TD Count Down Sell B
If(Fml( "TD Count Down Sell A"
)>=14 AND C<Ref(C,-4),1,0)
TD Count Down Sell C
If(Fml( "TD Count Down Sell A"
)>=14 AND C<Ref(H,-2),1,0)
Sell Experts :
Type / Change in
Highlights: Sell Bearish Setup
{Color: Cyan}
Fml( "TD - SetUp-Sell" ) =1 OR Ref( Fml( "TD -
SetUp-Sell" ) ,1)=1 OR Ref( Fml( "TD - SetUp-Sell" ) ,2)=1 OR Ref( Fml(
"TD - SetUp-Sell" ) ,3)=1 OR Ref( Fml( "TD - SetUp-Sell" ) ,4)=1 OR Ref(
Fml( "TD - SetUp-Sell" ) ,5)=1 OR Ref( Fml( "TD - SetUp-Sell" ) ,6)=1 OR
Ref( Fml( "TD - SetUp-Sell" ) ,7)=1 OR Ref( Fml( "TD - SetUp-Sell" )
,8)=1
Sell Count Down
{Color: Blue}
( Fml( "TD Count Down Sell A" ) =13 AND Ref(
Fml( "TD Count Down Sell A" ) ,-1 )<> 13) OR ( Fml("TD Count Down Sell
A" ) =12 AND Ref( Fml( "TD Count Down Sell A" ) ,-1 )<> 12) OR (
Fml("TD Count Down Sell A" ) =11 AND Ref( Fml( "TD Count Down Sell A" ) ,-1
)<> 11) OR ( Fml("TD Count Down Sell A" ) =10 AND Ref( Fml( "TD
Count Down Sell A" ) ,-1 )<> 10) OR ( Fml("TD Count Down Sell A" ) =9
AND Ref( Fml( "TD Count Down Sell A" ) ,-1 )<> 9) OR ( Fml( "TD
Count Down Sell A" ) =8 AND Ref( Fml( "TD Count Down Sell A" ) ,-1 )<>
8) OR ( Fml( "TD Count Down Sell A" ) =7 AND Ref( Fml( "TD Count Down
Sell A" ) ,-1 )<> 7) OR ( Fml( "TD Count Down Sell A" ) =6 AND
Ref( Fml( "TD Count Down Sell A" ) ,-1 )<> 6) OR ( Fml( "TD Count Down
Sell A" ) =5 AND Ref( Fml( "TD Count Down Sell A" ) ,-1 )<> 5) OR
( Fml( "TD Count Down Sell A" ) =4 AND Ref( Fml( "TD Count Down Sell A"
) ,-1 )<> 4) OR ( Fml( "TD Count Down Sell A" ) =3 AND Ref( Fml(
"TD Count Down Sell A" ) ,-1 )<> 3) OR ( Fml( "TD Count Down Sell A" )
=2 AND Ref( Fml( "TD Count Down Sell A" ) ,-1 )<>
2)
Sell A
{Color:
Green}
( Fml( "TD Count Down Sell A" ) =14 AND Ref( Fml( "TD Count
Down Sell A" ) ,-1 )<> 14)
Sell B
{Color: Green}
A:=If( Fml( "TD Count Down
Sell A" ) =14 AND Ref( Fml( "TD Count Down Sell A" ) ,-1 )<> 14,1,0);
B:=If( Ref(Fml( "TD Count Down Sell B" ),-1) =1,1,0);
HighestSinceBars(1,A =1,A )<HighestSinceBars(1,B=1,B ) AND Fml( "TD
Count Down Sell B" ) =1
Sell C
{Color: Green}
A:=If( Fml( "TD Count Down Sell A" )
=14 AND Ref( Fml( "TD Count Down Sell A" ) ,-1 )<> 14,1,0); B:=If(
Ref(Fml( "TD Count Down Sell C" ),-1) =1,1,0); HighestSinceBars(1,A =1,A
)<HighestSinceBars(1,B=1,C ) AND Fml( "TD Count Down Sell C" )
=1
Type / Change in Symbols:
SetUp9
{Label: 9 / Font: 8 /
Color: Magenta / Position: Above / Graphics: None}
Fml( "TD -
SetUp-Sell" )=1
SetUp8
{Label: 8 / Font: 8 / Color: Magenta / Position: Above/ Graphics:
None}
Ref( Fml( "TD - SetUp-Sell"
),1)=1
SetUp7
{Label: 7 / Font: 8 / Color: Magenta / Position: Above/ Graphics:
None}
Ref( Fml( "TD - SetUp-Sell"
),2)=1
SetUp6
{Label: 6 / Font: 8 / Color: Magenta / Position: Above/ Graphics:
None}
Ref( Fml( "TD - SetUp-Sell"
),3)=1
SetUp5
{Label: 5 / Font: 8 / Color: Magenta / Position: Above/ Graphics:
None}
Ref( Fml( "TD - SetUp-Sell"
),4)=1
SetUp4
{Label: 4 / Font: 8 / Color: Magenta / Position: Above/ Graphics:
None}
Ref( Fml( "TD - SetUp-Sell"
),5)=1
SetUp3
{Label: 3 / Font: 8 / Color: Magenta / Position: Above/ Graphics:
None}
Ref( Fml( "TD - SetUp-Sell"
),6)=1
SetUp2
{Label: 2 / Font: 8 / Color: Magenta / Position: Above/ Graphics:
None}
Ref( Fml( "TD - SetUp-Sell"
),7)=1
SetUp1
{Label: 1 / Font: 8 / Color: Magenta / Position: Above/ Graphics:
None}
Ref( Fml( "TD - SetUp-Sell"
),8)=1
CountDown1
{Label: 1 / Font: 8 / Color: Brown / Position: Above / Graphics:
None}
Fml( "TD Count Down Sell A" ) =2 AND Ref( Fml( "TD Count
Down Sell A" ) ,-1 )<>2
CountDown2
{Label: 2 / Font: 8 / Color: Brown / Position: Above /
Graphics: None}
Fml( "TD Count Down Sell A" ) =3 AND Ref( Fml(
"TD Count Down Sell A" ) ,-1 )<>3
CountDown3
{Label: 3 / Font: 8 / Color: Brown / Position:
Above / Graphics: None}
Fml( "TD Count Down Sell A" ) =4 AND Ref(
Fml( "TD Count Down Sell A" ) ,-1
)<>4
CountDown4
{Label: 4 / Font: 8 / Color: Brown / Position: Above / Graphics:
None}
Fml( "TD Count Down Sell A" ) =5 AND Ref( Fml( "TD Count
Down Sell A" ) ,-1 )<>5
CountDown5
{Label: 5 / Font: 8 / Color: Brown / Position: Above /
Graphics: None}
Fml( "TD Count Down Sell A" ) =6 AND Ref( Fml(
"TD Count Down Sell A" ) ,-1 )<>6
CountDown6
{Label: 6 / Font: 8 / Color: Brown / Position:
Above / Graphics: None}
Fml( "TD Count Down Sell A" ) =7 AND Ref(
Fml( "TD Count Down Sell A" ) ,-1
)<>7
CountDown7
{Label: 7 / Font: 8 / Color: Brown / Position: Above / Graphics:
None}
Fml( "TD Count Down Sell A" ) =8 AND Ref( Fml( "TD Count
Down Sell A" ) ,-1 )<>8
CountDown8
{Label: 8 / Font: 8 / Color: Brown / Position: Above /
Graphics: None}
Fml( "TD Count Down Sell A" ) =9 AND Ref( Fml(
"TD Count Down Sell A" ) ,-1 )<>9
CountDown9
{Label: 9 / Font: 8 / Color: Brown / Position:
Above / Graphics: None}
Fml( "TD Count Down Sell A" ) =10 AND
Ref( Fml( "TD Count Down Sell A" ) ,-1
)<>10
CountDown10
{Label: 10 / Font: 8 / Color: Brown / Position: Above / Graphics:
None}
Fml( "TD Count Down Sell A" ) =11 AND Ref( Fml( "TD Count
Down Sell A" ) ,-1 )<>11
CountDown11
{Label: 11/ Font: 8 / Color: Brown / Position:
Above / Graphics: None}
Fml( "TD Count Down Sell A" ) =12 AND
Ref( Fml( "TD Count Down Sell A" ) ,-1
)<>12
CountDown12
{Label: 12 / Font: 8 / Color: Brown / Position: Above /
Graphics: None}
Fml( "TD Count Down Sell A" ) =13 AND Ref( Fml(
"TD Count Down Sell A" ) ,-1 )<>13
CountDown13
Sell A {Label: Sell A / Font: 9 / Color:
Red / Position:Above / Graphics: Sell Arrow }
Fml( "TD Count Down
Sell A" ) =14 AND Ref( Fml( "TD Count Down Sell A" ) ,-1
)<>14
Sell B {Label: Sell B / Font: 9 / Color: Red /
Position: Above / Graphics: Sell Arrow}
A:=If( Fml( "TD Count Down
Sell A" ) =14 AND Ref( Fml( "TD Count Down Sell A" ) ,-1 )<> 14,1,0);
B:=If( Ref(Fml( "TD Count Down Sell B" ),-1) =1,1,0);
HighestSinceBars(1,A =1,A )<HighestSinceBars(1,B=1,B ) AND Fml( "TD
Count Down Sell B" ) =1
Sell C {Label: Sell C / Font: 9 / Color:
Red / Position: Above / Graphics:Sell Arrow}
A:=If( Fml( "TD Count
Down Sell A" ) =14 AND Ref( Fml( "TD Count Down Sell A" ) ,-1 )<>
14,1,0); B:=If( Ref(Fml( "TD Count Down Sell C" ),-1) =1,1,0);
HighestSinceBars(1,A =1,A )<HighestSinceBars(1,B=1,C ) AND Fml( "TD
Count Down Sell C" ) =1
======code
end======= --------------------------------------------------------------------- -----------
Thomas
DeMark's Sequential (tm) System
Basically the criteria are as enumerated
below, however, to appreciate the rational and nuances you are urged to read
Ch. 7 of his book. The systemis divided into three distinct stages, A. Set
up, B. Count Down, and C. Entry.
A. Set Up Criteria
1. For a
Buy signal. Nine consecutive daily price closes which are lowerthan the
close four days earlier. For a Sell signal. Nine consecutive daily price
closes which are higher than the closes four days earlier.
2. An
Absolute Prerequisite The day prior to the first day of a nine consecutive
set up sequence must: for a buy signal have a close higher than or equal
to the close four days earlier, for a sell signal have a close lower
than or equal to the close four days earlier.
B. Count Down
For a buy signal, following the successful completion of the count
down we wait for thirteen closes which are lower than the close two days
earlier(not consecutive, in fact extremely unlikely to be so). For a sell
signal, after successful set up, wait for thirteen closes which are higher
than the close two days earlier.
C. Entry
On successful
completion of set up and count down we now have a choice:
a) Enter
on the close of the day that the count down is completed, i.e. the close of
the thirteenth defined close. This is the most aggressive and highest risk
entry but most closely approximates the exact high or low of the trend about
to be reversed. However, it is the entry most likely to be whipsawed if the
Sequential fails.
Entry after reversal
b) On a close higher for
a buy (lower for a sell) than a close four daysearlier after the count down
has been concluded, i.e. post reversal.
c) On a close higher for a
buy (lower for a sell) than the high (low) two days earlier after conclusion
of the count down, i.e. a compromise between a) and
b).
=======
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/
-- No virus found in this incoming
message. Checked by AVG Free Edition. Version: 7.5.476 / Virus Database:
269.10.19/918 - Release Date: 7/25/2007 2:55
PM
__._,_.___
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
SPONSORED LINKS
__,_._,___
|