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Hello Mr Valley,
Apologies for the delay but been busy with work commitments!
I have access to UK and Australian Share Price Data, so if you do
also, we can choose a specific symbol which should help us in the
discussion.
Btw: Thanks for your help over the last few days. Its much
appreciated...
Chorlton
--- In amibroker@xxxxxxxxxxxxxxx, "Mr. Valley" <valleymj@xxx> wrote:
>
> Is this progress?
> What Symbol are you looking at to show the pattern?
>
> IndA= Ref(H,-1) - Ref(L,-1);
>
> IndB = MA(IndA,2);
>
> entry = IndA > IndB ;
>
> Middle = Cross(IndA, IndB) ;
>
> Cond1 = Entry == 1 AND Middle == 1;
>
> patterncolor = IIf(Cond1,7,Null);
>
> Plot(Close,"Close ",patterncolor ,1 | styleOwnScale);
>
> //Plot(IndA,Date() + " " + "Daily Range",5,1);
>
> //Plot(IndB ,"Smooth Daily Range",6,1);
>
> Entry = Cond1;
>
> Bar2 = Middle;
>
> SellNow = Cond1;
>
> Plot(10, /* defines the height of the ribbon in percent of pane
width
> */"",IIf( Entry, colorGreen, IIf( Bar2, colorIndigo, IIf( SellNow,
colorRed,
> Null ))), /* choose color*/styleOwnScale|styleArea|styleNoLabel, -
0.5, 100);
>
> //Plot(Pattern,"Pattern",7,styleArea | styleOwnScale);
>
>
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On
> Behalf Of chorlton_c_hardy
> Sent: Sunday, March 02, 2008 12:42 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Coding a pattern of variable length
>
>
> Hi,
>
> No, not quite.
>
> The Bar which defines the start of the pattern is not defined
> correctly. I'll try to explain. Its just a shame I can't post an
> image which would clarify things.
>
> The Start of the pattern would not be Cross(IndA, IndB). It would
> simply be IndA > IndB.
>
> The 2nd bar in the pattern would be IndA < IndB. I guess that this
> 2nd bar could be coded as Cross(IndB, IndA).
>
> Using your plotted code as an example:
>
> What I'm looking for is on the first bar the green line should be
> above the blue line AND on the 2nd bar the green line should be
below
> the blue line.
>
> Looking at the code on a chart this is not happening.
>
> Is this any clearer?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Mr. Valley" <valleymj@> wrote:
> >
> > If you look at the criteria for bar 1 and Bar5 in example 1,
they
> are
> > defined the same, leaving only the middle as a different
criteria.
> > Woundn't that be correct?
> > So, the variable lengths would be from Green to Green in this
> example. True
> > or no?
> >
> > _SECTION_BEGIN("Pattern Hunter v2");
> > 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,
> colorRed)), /* choose
> > color*/styleOwnScale|styleArea|styleNoLabel, -0.5, 100);
> > _SECTION_END();
> >
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]
> On
> > Behalf Of chorlton_c_hardy
> > Sent: Saturday, March 01, 2008 11:55 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Coding a pattern of variable length
> >
> >
> >
> > 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@>
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
> > > > > >
> > > > >
> > > >
> > >
> >
>
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