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Re: [amibroker] plotting tomorrow pivots



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Hi L V --

Richard Boroff was the conference organizer.   During the conference the presentations are recorded, and Richard puts them on DVDs for sale to people who were not able to attend in person.  Here is the link to his web page about the conference.  Check it for news about the DVDs.  And he will probably make an announcement on this Yahoo forum.

http://www.ftmonitor.com/lv08/lv08intro.html

Thanks,
Howard


On Tue, Feb 26, 2008 at 8:46 PM, L. V. Gandhi <lvgandhi@xxxxxxxxx> wrote:

Any site where we can see the proceedings?



On Tue, Feb 26, 2008 at 3:35 PM, Howard B <howardbandy@xxxxxxxxx> wrote:
>
>
>
>
>
>
> 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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