Re: [amibroker] Re: Mark Fisher ACD breakout, AmiBroker Email List Archive

On 3/20/08, spaceant888 <spaceant888@xxxxxxxxx> wrote:

Hi,

Thanks for your sharing. Well I am totally new to AmiBroker.

After I copied the indicator to Formula Editor and named it as ACD,
then attach it to a chart. An error message comes up:

Error 29:
Variable 'markethours' used without having been initialized.

How can I correct it? Am I missing an external DLL? If yes, where
can I download it and where shoul I place?

Secondly, the opening hours of the market that I want to apply the
indicator is from 9:45 to 16:15 (morning session is 9:45-12:30;
afternoon session is 14:30-16:15). I think I need to change the
opening time to 9:45 (correspondingly for others like 93500 to
95000, etc). Do I need to change anything for the following?

if(Interval() < 84600) {
show_ACD = ParamToggle("ACD Bands On/Off","Off|On");

Thanks!

Sa

--- In amibroker@xxxxxxxxxxxxxxx, "Bill S" <wjs45244@xxx> wrote:
>
> MaxGraph=5;
> GraphXSpace = 1;
> // Start of variables used to calculate custom formulas
> // Defines market hours
> MarketOpen = 93000;
> MarketClose = 161500;
> MarketHours = deFlagTimeRange(MarketOpen, MarketClose);
> FirstBarOfDay = deFlagFirstBarOfDay(MarketOpen);
> LastBarOfDay = deFlagLastBarOfDay(MarketClose);
> enumMarketHours = BarsSince(FirstBarOfDay);
> // First 5 minutes of Opening Range
> OR5High = deTimeRangeHHV(H,MarketOpen,93500);
> OR5Low = deTimeRangeLLV(L,MarketOpen,93500);
> OR5Median = (OR5High+OR5Low)/2;
> // First 15 minutes of Opening Range
> OR15High = deTimeRangeHHV(H,MarketOpen,94500);
> OR15Low = deTimeRangeLLV(L,MarketOpen,94500);
> OR15Median = (OR15High+OR15Low)/2;
>
> // First 30 minutes of Opening Range
> OR30High = deTimeRangeHHV(H,MarketOpen,100000);
> OR30Low = deTimeRangeLLV(L,MarketOpen,100000);
>
> // First 60 minutes of Opening Range
> OR60High = deTimeRangeHHV(H,MarketOpen,103000);
> OR60Low = deTimeRangeLLV(L,MarketOpen,103000);
> // Yesterdays Daily values. Note: By adjusting Daysback to a
greater
> //value, all the calculations below will go back a number of
> //corresponding days (ie: Daysback = 5 means 5 days ago)
> DaysBack = 1;
> YesterdaysHigh =
> ValueWhen(Ref(deFlagLastBarOfDay(MarketClose),-1),deTimeRangeHHV
(H,MarketOpen,MarketClose),DaysBack);
> YesterdaysLow =
> ValueWhen(Ref(deFlagLastBarOfDay(MarketClose),-1),deTimeRangeLLV
(L,MarketOpen,MarketClose),DaysBack);
> YesterdaysOpen = ValueWhen(deFlagLastBarOfDay
(MarketOpen),O,DaysBack);
> YesterdaysClose =
> ValueWhen(Ref(deFlagLastBarOfDay(MarketClose),-1),C,DaysBack);
> Yesterdays2HrHigh =
> ValueWhen(Ref(LastBarOfDay,-1),deTimeRangeHHV
(H,141500,161500),DaysBack);
> Yesterdays2HrLow =
> ValueWhen(Ref(LastBarOfDay,-1),deTimeRangeLLV
(L,141500,161500),DaysBack);
>
> // Start of custom calculations & formulas
> DailyPivot = (YesterdaysHigh+YesterdaysLow+YesterdaysClose)/3;
> DailyMedian = (YesterdaysHigh+YesterdaysLow)/2;
> DailyPivotHigh = DailyPivot + abs(DailyPivot - DailyMedian);
> DailyPivotLow = DailyPivot - abs(DailyPivot - DailyMedian);
> R1 = ((2 * DailyPivot) - YesterdaysLow);
> S1 = ((2 * DailyPivot) - YesterdaysHigh);
> R2 = ((DailyPivot - S1) + R1);
> S2 = (DailyPivot - (R1 - S1));
> R3 = (R2 + (YesterdaysHigh - YesterdaysLow));
> S3 = (S2 - (YesterdaysHigh - YesterdaysLow));
>
> DayFilter =
> deValueWhenTime((Sum(C>OR5Median,enumMarketHours)+Sum
(O>OR5Median,enumMarketHours)+Sum(H>OR5Median,enumMarketHours)+Sum
(L>OR5Median,enumMarketHours))/
> 4,103000);
> ACDHighOffset = ACDLowOffset = 0;
> ACDHighOffset = ACDLowOffset = (OR15high - OR15low) * .50;
> ACDHigh = OR15High + ACDHighOffset;
> ACDLow = OR15Low - ACDLowOffset;
> // Same variables as above, but plotting during after hours is
suppressed
> YestHighClean = IIf(MarketHours,YesterdaysHigh,Null);
> YestLowClean = IIf(MarketHours,YesterdaysLow,Null);
> YestCloseClean = IIf(MarketHours,YesterdaysOpen,Null);
> YestCloseClean = IIf(MarketHours,YesterdaysClose,Null);
> Y2HrHighClean = IIf(MarketHours,Yesterdays2HrHigh,Null);
> Y2HrLowClean = IIf(MarketHours,Yesterdays2HrLow,Null);
> DailyPivotClean = IIf(MarketHours,DailyPivot,Null);
> DailyPivotHighClean = IIf(MarketHours,DailyPivotHigh,Null);
> DailyPivotLowClean = IIf(MarketHours,DailyPivotlow,Null);
> ACDHighClean = IIf(MarketHours,ACDHigh,Null);
> ACDLowClean = IIf(MarketHours,ACDLow,Null);
> OR5MedianClean = IIf(MarketHours,OR5Median,Null);
> OR15MedianClean = IIf(MarketHours,OR15Median,Null);
> OR15HighClean = IIf(MarketHours,OR15High,Null);
> OR15LowClean = IIf(MarketHours,OR15Low,Null);
> R1Clean = IIf(MarketHours,R1,Null);
> S1Clean = IIf(MarketHours,S1,Null);
> //R2Clean = IIf(MarketHours,R2,Null);
> //S2Clean = IIf(MarketHours,S2,Null);
>
>
> // Start of variables used to control color of bars/indicators
> BullishBar = H > Ref(H,-1) AND L > Ref(L,-1);
> BearishBar = H < Ref(H,-1) AND L < Ref(L,-1);
> PriceColor =
> IIf(deFlagTimeRange(MarketOpen,93500),colorWhite,IIf
(deFlagTimeRange(93500,94500),colorLightBlue,IIf
(MarketHours==False,colorDarkBlue,IIf(BullishBar,colorGreen,IIf
(BearishBar,colorRed,colorLightGrey)))));
> ORBarColor = IIf(deFlagTimeRange(93000,94500),0,colorOrange);
> ORBarColor1 = IIf(deFlagTimeRange(93000,94500),0,colorBlue);
> ORBarColor2 = IIf(deFlagTimeRange(93000,94500),0,colorYellow);
> // Start of Plot() functions to display calculated series
> //Plot(C,"C",PriceColor,styleBar+styleThick);
> //PlotOHLC( Open, High, Low, Close, Name(), colorBlack,
styleCandle);
>
> // Close
> //Plot(EMA((O+H+L+C)/4,7),"EMA7",colorGreen,styleLine);
> //Plot(EMA((O+H+L+C)/4,15),"EMA7",colorBlue,styleLine);
> //Plot(OR5MedianClean,"5M",colorBlue,styleLine);
> // Clayburg 5 Minute Mid Line
> if(Interval() < 84600) {
> show_ACD = ParamToggle("ACD Bands On/Off","Off|On");
> if (show_ACD ) {
> Plot(OR15MedianClean,"15M",ORbarcolor1,styleLine);
> Plot(OR15HighClean,"15H",ORbarcolor2,styleLine);
> Plot(OR15LowClean,"15L",ORbarcolor2,styleLine);
> Plot(ACDHighClean,"ACDH",ORbarcolor,styleLine+styleThick);
> // ACD High Threshold
> Plot(ACDLowClean,"ACDL",ORbarcolor,styleLine+styleThick);
> // ACD Low Threshold
> //Plot(YestHighClean,"YH",colorLightGrey,styleLine+styleThick);
> // Yesterdays High
> //Plot(YestLowClean,"YL",colorLightGrey,styleLine+styleThick);
> // Yesterdays Low
> //Plot(DailyPivotClean,"PP",colorLightBlue,styleLine+styleThick);
> // Pivot
> //Plot(DailyPivotHighClean,"PH",colorPink,styleLine+styleThick);
> // Pivot High
> //Plot(DailyPivotLowClean,"PL",colorPink,styleLine+styleThick);
> // Pivot Low
> //Plot(R1Clean,"R1",colorRed,styleLine+styleThick);
> // R1 Pivot
> //Plot(S1Clean,"S1",colorRed,styleLine+styleThick);
> // S1 Pivot
> //Plot(Y2HrHighClean,"Y2H",colorBrightGreen,styleLine+styleThick);
> // Yesterdays 2Hr High
> //Plot(Y2HrLowClean,"Y2L",colorBrightGreen,styleLine+styleThick);
> // Yesterdays 2Hr Low
> //Plot(R2Clean,"R2",colorRed,styleLine+styleThick);
> // R2 Pivot
> //Plot(S2Clean,"S2",colorRed,styleLine+styleThick);
> // S2 Pivot
> // Plot color bands
> //Plot(ACDLowClean,"ACDL",colorBlack,styleArea);
> // ACD Low Threshold
> //Plot(ACDHighClean,"ACDH",IIf(TimeNum()>=94500 AND
> TimeNum()<=MarketClose,colorDarkGreen,colorBlack),styleArea);
> // ACD High Threshold
> }
> }
> //Title = "{{NAME}} - {{INTERVAL}} {{DATE}} - MyChart :
{{VALUES}}";
> Title = Name() + "-" + Interval(2) + " " + Date() + "\nOpen: "+O
+ ",
> High:"+ H + ", Low: "+ L + ", Close: "+C ;//+ "\nACDH: " +
> NumToStr(ACDHighClean,1.3) + ", ACDL: " + NumToStr
(ACDLowClean,1.3);
>
> AUp = MarketHours AND Cross(C,ACDHigh);
> ADn = MarketHours AND Cross(ACDLow,C);
> //PlotShapes(shapeSmallUpTriangle * AUp,colorYellow,0,C-2);
> //PlotShapes(shapeSmallDownTriangle * ADn,colorYellow,0,C+2);
>
> show_pp = ParamToggle("Pivot Points On/Off","Off|On");
> if (show_pp ) {
> Plot(R1,"",colorCustom11,styleLine);
> Plot(S1,"",colorCustom11,styleLine);
> Plot(R2,"",colorCustom12,styleLine);
> Plot(S2,"",colorCustom12,styleLine);
> Plot(R3,"",colorCustom13,styleLine);
> Plot(S3,"",colorCustom13,styleLine);
> Plot(DailyPivot,"",colorYellow,styleLine);
> }
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*********************************************************************
***
>
> On 3/20/08, spaceant888 <spaceant888@xxx> wrote:
> >
> > I'd be glad to know that as well. I just start to use AmiBroker
and
> > would like to test ACD breakout strategy to see the performance
using
> > Amibroker.
> >
> > Sa
> >
> > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>,
> > "enochbenjamin" <enochben@> wrote:
> > >
> > > I have searched the archives and see that this was circulated
in the
> > past, I was just wondering
> > > if anybody has the afl code for the Mark Fisher ACD breakout
strategy.
> > >
> > > Thanks in advance
> > >
> >
> >
> >
>