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[amibroker] Re: Indicator Evaluation



PureBytes Links

Trading Reference Links

Thanks, Howard.  (Great book, by the way.)

My main inquiry is about how to produce the graphical representation
of "indicator value" on one axis and "market result X-days out" on the
other?

Best,
Whitney

--- In amibroker@xxxxxxxxxxxxxxx, "Howard B" <howardbandy@xxx> wrote:
>
> Hi Whitney --
> 
> There are so many ways to use an indicator.
> 
> When I am researching an indicator like the one your link uses:
> 
> Result := RSISeries( #Close, 20 );
> 
> I write a simple afl system like this:
> 
> Buy = Cross(RSIa(C,20),50);
> Sell = BarsSince(Buy)>=3;
> 
> Thanks,
> Howard
> www.quantitativetradingsystems.com
> 
> 
> 
> On 9/3/07, whitneybroach <WhitneyBroach@xxx> wrote:
> >
> >   How can AB be most easily used to get analytical outputs like this:
> > <http://tinyurl.com/3aptvc> ? (Function Profile graph is the key
output.)
> >
> > Or like that: <http://tinyurl.com/39vz89>? (See the CMO Filter
> > Analysis screen shot about halfway down the page.)
> >
> > I imagine this could use AA Optimize output that could be dumped to
> > Excel for charting, but is there a way to get the same result in AB?
> >
> > The idea in each case is to see a plot or distribution that shows
> > future returns by indicator value.
> >
> > Maybe some of the Risk/Yield map code could be re-used?
> >
> >  
> >
>




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