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Any site where we can see the proceedings?
On Tue, Feb 26, 2008 at 3:35 PM, Howard B <howardbandy@xxxxxxxxx> wrote:
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> Hi Steve --
>
> I thought it was good. It was a two-day workshop focusing on trading
> systems design, testing, and validation, followed by a day-and-a-half
> conference that combined topics from both FastTrack and AmiBroker, along
> with a lot on exchange traded funds. The side discussions over breaks and
> meals were also excellent -- there were a lot of very experienced
> practitioners who were very willing to share their experiences and ideas.
>
> Thanks,
> Howard
>
> On Mon, Feb 25, 2008 at 11:19 AM, Steve Dugas <sjdugas@xxxxxxxxxxx> wrote:
> >
> >
> >
> >
> >
> >
> >
> > Hi Howard - you are on a roll today.. 8 - )
> > How was the conference?
> >
> > Steve
> >
> >
> >
> >
> >
> >
> >
> > ----- Original Message -----
> > From: Howard B
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Monday, February 25, 2008 11:40 AM
> > Subject: Re: [amibroker] plotting tomorrow pivots
> >
> > Hi Tony --
> >
> > This is probably not the answer to all the questions you asked, but here
> is afl code to plot the pivot points for tomorrow one day ahead.
> >
> > ----------------------------
> >
> > // PivotPoints.afl
> > //
> > // Traditional pivot points.
> > // Thought by some to indicate levels of support
> > // and resistance.
> > //R2 = P + (H - L) = P + (R1 - S1)
> > //R1 = (P x 2) - L
> > //P = (H + L + C) / 3
> > //S1 = (P x 2) - H
> > //S2 = P - (H - L) = P - (R1 - S1)
> > P = (H + L + C) / 3;
> > R1 = (P * 2) - L;
> > S1 = (P * 2) - H;
> > R2 = P + (R1 - S1); // P + (H - L)
> > S2 = P - (R1 - S1); // P - (H - L)
> > Plot(C,"C",colorBlack,styleCandle);
> > // Displace the plot of the pivot points one bar
> > // to the right.
> > // Pivot points are based on the current bar,
> > // but are thought to provide indication of
> > // support and resistance for the next bar.
> > //
> > Displace=1;
> > Plot(R2,"R2",colorRed,styleLine,0,0,Displace);
> > Plot(R1,"R1",colorPink,styleLine,0,0,Displace);
> > Plot(P,"P",colorBlue,styleLine,0,0,Displace);
> > Plot(S1,"S1",colorPaleGreen,styleLine,0,0,Displace);
> > Plot(S2,"S2",colorGreen,styleLine,0,0,Displace);
> > //Figure 8.5 Pivot Points
> >
> > ------------------------------
> >
> > Thanks,
> > Howard
> > www.quantitativetradingsystems.com
> >
> >
> > On Thu, Feb 21, 2008 at 3:24 PM, Tony <talcamo@xxxxxxxxx> wrote:
> >
> > >
> > >
> > >
> > >
> > >
> > >
> > > Hi,
> > > I am hoping to have someone point me in the correct direction.
> > > Below is my intraday code to compute tomorrows pivot points and
> > > S1,S2,S3
> > > R1,R2,R3
> > > In the title line of my intraday chart is displayed daily cummulative
> > > quotes for close open volume etc and tomorrows pivots.
> > > see code below
> > >
> > > even though my price graph is in 5 minute timeframe increments i
> > > switch to a daily time frame to compute yesterdays close, high and
> > > low and am able to compute the pivots for the following day correctly.
> > >
> > > i have 2 questions which i hope someone can answer:
> > > 1) i need to click twice on a bar to get the values to display on
> > > the title for price chart (the first click shows most of the fields
> > > as empty values). why? may i get around this?
> > > 2) i tried using the plot command(see last line of code). i expected
> > > a single straight line plotted on my intraday chart ( a different one
> > > for each day). But i think i cannot plot it correctly since each of
> > > the arrays is in daily timeframe rather than 5 minute timeframe(which
> > > is the display timeframe for the chart.) would populating an array
> > > with the same value for all the intraday timeframe fix the problem?
> > > which command do i use to do this? or is there a better way
> > >
> > > Thank you in advance for your help and consideration
> > > Tony
> > >
> > > // compute pivot points for next day when using intraday charts
> > > TimeFrameSet( inDaily ); // switch to daily frame
> > > OpenDailyYest = Ref(Open ,-1);
> > > CloseDailyYest = Ref(Close,-1);
> > > HighDailyYest = Ref(High ,-1);
> > > LowDailyYest = Ref(Low ,-1);
> > >
> > > OpenDaily = Open ;
> > > CloseDaily = Close ;
> > > HighDaily = High ;
> > > LowDaily = Low ;
> > > VolumeDaily= Volume;
> > > TimeFrameRestore() ; // restore time frame to original
> > >
> > > PP = (HighDailyYest + LowDailyYest + CloseDailyYest) / 3;
> > > R1 = (2 * PP) - LowDailyYest ;
> > > S1 = (2 * PP) - HighDailyYest ;
> > > R2 = PP + (R1 - S1);
> > > S2 = PP - (R1 - S1);
> > > R3 = HighDailyYest + 2*(PP - LowDailyYest );
> > > S3 = LowDailyYest - 2*(HighDailyYest - PP);
> > >
> > > Title = Name() + " " + Date() + " Close="+ WriteVal
> > > (CloseDaily ,5.2)+ "
> > > Days Open = "+ WriteVal (OpenDaily ,5.2)+ "
> > > Days Gain/Loss= "+ WriteVal ((closeDaily-ref(closeDaily,-1)),2.3)+ "
> > > Days High = "+ WriteVal (HighDaily,5.2)+ "
> > > Days Low = "+ WriteVal (LowDaily,5.2)+ "
> > > Days Volume = "+ WriteVal (volumeDaily,10.0)+"
> > > Days Range = "+ WriteVal (highDaily-lowDaily,8.2)+"
> > > //DaysDelta= "+ WriteVal (close-open,8.2)+"
> > > TomorrowPP= "+ WriteVal (PP,8.2)+"
> > > TomorrowS1= "+ WriteVal (S1,8.2)+"
> > > TomorrowS2= "+ WriteVal (S2,8.2)+"
> > > TomorrowS3= "+ WriteVal (S3,8.2)+"
> > > TomorrowR1= "+ WriteVal (R1,8.2)+"
> > > TomorrowR2= "+ WriteVal (R2,8.2)+"
> > > TomorrowR3= "+ WriteVal (R3,8.2) ;
> > > Plot (PP,"PP",colorRed);
> > >
> > >
> >
> >
>
>
--
L.V.Gandhi
http://lvgandhi.tripod.com/
linux user No.205042
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