RE: [AmiBroker] Re: Coding a pattern of variable length, AmiBroker Email List Archive

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@xxxxxxxxxps.com, "Mr. Valley" <valleymj@xx.> 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@xxxxxxxxxps.com [mailto:amibroker@xxxxxxxxxps.com]
On
> Behalf Of chorlton_c_hardy
> Sent: Saturday, March 01, 2008 10:08 PM
> To: amibroker@xxxxxxxxxps.com
> 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@> 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
> > > >
> > >
> >
>