[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Coding a pattern of variable length



PureBytes Links

Trading Reference Links

Hello Mr Valley,

Firstly, Thanks for taking the time to help.

The actual Buy Condition you posted "Buynow = Cross(IndA, IndB)" 
would be correct and this would be the LAST bar in the pattern.

However, to confirm the actual pattern, I would also need to confirm:

1. When the first bar in the pattern appeared ie. The previous time 
that IndA > IndB.

2. that IndA < IndB occurred on ALL the bars between the first & last 
bars, 

I'll give a couple of examples of what would be classed as a 
confirmed pattern.

Example 1: 

Bar 1 = IndA > IndB
Bar 2 = IndA < IndB
Bar 3 = IndA < IndB
Bar 4 = IndA < IndB
Bar 5 = IndA > IndB

Pattern Length = 5

Example 2: 

Bar 1 = IndA > IndB
Bar 2 = IndA < IndB
Bar 3 = IndA < IndB
Bar 4 = IndA < IndB
Bar 5 = IndA < IndB
Bar 6 = IndA < IndB
Bar 7 = IndA > IndB

Pattern Length = 7


Hopefully, this makes sense.

I'll just like to add that all the above is just for the BUY 
Condition. I don't want to worry about Sell Conditions at the moment 
as I need to get my head round this first :-)

Thanks,

Chorlton

--- In amibroker@xxxxxxxxxxxxxxx, "Mr. Valley" <valleymj@xxx> wrote:
>
> 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@xxxxxxxxxxxxxxx, "Mr. Valley" <valleymj@> 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@xxxxxxxxxxxxxxx 
[mailto:amibroker@xxxxxxxxxxxxxxx]
>   On
>   > Behalf Of chorlton_c_hardy
>   > Sent: Saturday, March 01, 2008 9:35 PM
>   > To: amibroker@xxxxxxxxxxxxxxx
>   > 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@xxxxxxxxxxxxxxx, "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@xxxxxxxxxxxxxxx
>   [mailto:amibroker@xxxxxxxxxxxxxxx]
>   > On
>   > > Behalf Of chorlton_c_hardy
>   > > Sent: Saturday, March 01, 2008 8:42 PM
>   > > To: amibroker@xxxxxxxxxxxxxxx
>   > > 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@xxxxxxxxxxxxxxx, "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
>   > > >
>   > >
>   >
>




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/