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RE: [AmiBroker] Re: Coding a pattern of variable length



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Do you mean like this?

IndA= Ref(H,-1)-Ref(L,-1);
IndB = EMA(IndA,14 );
Middle = IndA < IndB ;
Plot(IndA,"Daily Range",5,1);
Plot(IndB ,"Smooth Daily Range",6,1);
Buynow = Cross(IndA, IndB);
SellNow = Middle;
Plot(10, /* defines the height of the ribbon in percent of pane width */"",IIf( BuyNow, colorGreen, IIf( SellNow, colorRed, colorLightgrey )), /* choose color*/styleOwnScale|styleArea|styleNoLabel, -0.5, 100);

 

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf Of chorlton_c_hardy
Sent: Saturday, March 01, 2008 10:08 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Coding a pattern of variable length

Of course, no worries.

Ind_A = Daily Range of an individual Bar (diff between High & Low)

Ind_B = Smoothed version of the above

In this example I want to find patterns where:

1. on first bar & last bar of pattern the Daily Range (Ind_A) is
greater than the Smoothed Daily Range (Ind_B). [Increased Volatility]
2. Each of the middle bars in pattern have a reduced Daily Range.
Ind_A < Ind_B [Reduced Volatility]

However, I also have some other ideas which are similar but rely on
different indicators so hence my wording in my original question.

Basically, to allow me to use this code as a template for my other
ideas, I'm trying to code:

1. First & Last bars in Pattern = Indicator_A > Indicator_B
2. Each of the middle bars in Pattern = Indicator_A < Indicator_B

Hopefully, the above makes sense.

Thanks again for your help with this one....

regards,

Chorlton

--- In amibroker@xxxxxxxxxps.com, "Mr. Valley" <valleymj@xx.> wrote:
>
> Please explain what IndA and IndB are as it would make it much
easier to
> determine what you are trying to accomplish?
> Example?
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxps.com [mailto:amibroker@xxxxxxxxxps.com]
On
> Behalf Of chorlton_c_hardy
> Sent: Saturday, March 01, 2008 9:35 PM
> To: amibroker@xxxxxxxxxps.com
> Subject: [amibroker] Re: Coding a pattern of variable length
>
>
>
> Hi Mr Valley,
>
> Thanks for the reply & the code.
>
> Would it be possible for you to explain a few things though as my
> coding knowledge is pretty basic?
>
> 1. I think your code assumes a pattern length of 5 which in
reality I
> wouldn't know in advance.
>
> 2. Can you explain Cond1. I think its saying that Close has to
cross
> above the average Closing Price over the last 5 periods. Sorry but
> I'm not sure what this achieving. Could you clarify please?
>
> 3. How does one confirm that the middle condition will be
inbetween
> the first and last bars? According to the Pattern Condition, all 3
> conditions Cond1, Cond2 and Middle just have to be TRUE. The order
> they appear in doesn't seem controlled to me unless I am
> misunderstanding something.
>
> Any help much appreciated,
>
> Kind regards,
>
> --- In amibroker@xxxxxxxxxps.com, "Mr. Valley" <valleymj@> wrote:
> >
> > Something Like this?
> >
> > IndA= Close;
> >
> > IndB = MA(Ref(C,-5),5);
> >
> > Middle = Close < MA(C,34);
> >
> > Cond1 = Cross(IndA,IndB);
> >
> > Cond2 = Cross(IndA,IndB);
> >
> > Cond3 = Middle ;
> >
> > Pattern = Cond1 AND Cond2 AND Cond3;
> >
> > Plot(Close,"Close",1,64);
> >
> > Plot(Pattern,"Pattern Hunter v1",6,2 | styleOwnScale);
> >
> >
> >
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxps.com
[mailto:amibroker@xxxxxxxxxps.com]
> On
> > Behalf Of chorlton_c_hardy
> > Sent: Saturday, March 01, 2008 8:42 PM
> > To: amibroker@xxxxxxxxxps.com
> > Subject: [amibroker] Re: Coding a pattern of variable length
> >
> >
> > Hi again,
> >
> > In addition to my original question, I will need to add further
> > conditions which will allow me to assess each of the various
bars
> of
> > the complete pattern
> >
> > eg. If the pattern consisted of 5 bars in total, then I need the
> > flexibility to assess each of the bars (bar1, bar2, etc)
> individually
> > & make comparisons between them. ie. Bar5's Close > Bar1's
Close,
> > etc, etc.
> >
> > Would this be easy to do in relation to my original question??
> >
> > Thanks in advance,
> >
> > Chorlton
> >
> > --- In amibroker@xxxxxxxxxps.com, "chorlton_c_hardy" <chorlton-
c-
> > hardy@> wrote:
> > >
> > > Hello All,
> > >
> > > Can anyone offer some help regarding a coding problem, which
I'm
> > having?
> > >
> > > Basically I want to search for a "pattern" which consists of:
> > >
> > > 1. On the First & Last Bars of the pattern, "Indicator A" is
> > > ABOVE "Indicator B"
> > >
> > > 2. On ALL the bars in the middle of the pattern, "Indicator A"
> is
> > > BELOW "Indicator B"
> > >
> > > What makes this difficult (well for me anyway) is that the
> number
> > of
> > > bars in the middle can vary. If the pattern consisted of a
> specific
> > > number of bars, then it would be easy, but with this
variation,
> I'm
> > > intially stumped.
> > >
> > > Consequently, is it possible for someone to point me in the
> right
> > > direction of how to begin coding this please?
> > >
> > > Many Thanks,
> > >
> > > Chorlton
> > >
> >
>

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