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GP, that's an impressive package to release publicly. Well documented too.
Thanks a heap. G
gp_sydney wrote:
> I've just uploaded a plugin to the files area that I've been meaning
> to make available for a while. It's primarily for generating trailing
> stops from arbitrary price arrays, but includes an implementation of
> the Guppy Countback line.
>
> The file is called "GP_Stops_v2.3.zip" and includes same AFL code and
> a PDF manual. Note that all dates mentioned are in Australian date
> format (dd/mm/yyyy), not US format (this relates to the plugin's
> ability to use simple portfolio files).
>
> I can't guarantee that the CBL will exactly match other ones either
> though. I haven't specifically included countback entry, but a short
> stop can be used for long entry, with I think much the same result.
>
> One area that I believe my implementation does differ from Guppy's
> definition is with the way he specifies starting at the most recent
> high (uptrend) or low (downtrend). For example, for a long stop I
> believe he starts at the bar with the most-recent highest High value,
> whereas mine effectively starts at the bar with the most-recent
> highest Low value. Often the result is the same, but where his start
> bar happens to be very long with a relatively low Low value, and this
> is followed by quite a few short bars inside that range, his CBL will
> never rise higher whereas mine may (which personally I think is better).
>
> Anyway, try it and see what you think.
>
> Regards,
> GP
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Stan Graham" <asahi3@xxx> wrote:
>> Thank you, Don
>> I have that code but the output does not agree with the Guppy
>> MetaStock output. I have BK (Bank of NY Mellon) on my screen in both
>> AmiBroker and MetaStock - CBL is 34.19 in AB and 34.93 in MS also the
>> line drawn is much different. MS allows for the lookback period to be
>> changed (set at 10 periods now) but I cannot find the countback
>> period in the CBL code! The AB CBL is also below the last price bar -
>> not a good entry point! In fact it is below the last 5 price bars,
>> whereas the MS CBL passes through the last 6 (six) price bars.
>> Stan
>> --- In amibroker@xxxxxxxxxxxxxxx, "Donald F Lindberg" <dlindber@>
>> wrote:
>>> Stan,
>>> Below find code that Ipulled from AFL Library for Guppy Coutback.
>>>
>>> _SECTION_BEGIN("Guppy Countback Line");
>>>
>>> /* Stephane Carrasset's Countback Line (CBL) popularized by Daryl
>> Guppy
>>> Refer to amibroker posting 30th December 2004 */
>>>
>>> nR=2;
>>>
>>> Cbl[nR]=Null;
>>>
>>> bCBL=False;
>>>
>>> for( i=nR; i < BarCount; i++)
>>>
>>> {
>>>
>>> if( (Low[i-2]<Low[i-1]) && (Low[i-1]<Low[i]) )
>>>
>>> {
>>>
>>> Cbl[i] = Low[i-2];
>>>
>>> bCBL = True;
>>>
>>> }
>>>
>>> else if (bCBL)
>>>
>>> {
>>>
>>> if (Low[i] < Cbl[i-1])
>>>
>>> {
>>>
>>> Cbl[i] = Cbl[i-1];
>>>
>>> bCBL = False;
>>>
>>> }
>>>
>>> else
>>>
>>> {
>>>
>>> n = nR;
>>>
>>> minval[i] = Low[i];
>>>
>>> breakloop= False;
>>>
>>> for (j = 1; NOT(breakloop) && j <= i; j++)
>>>
>>> {
>>>
>>> if (Low[i-j] < minval[i])
>>>
>>> {
>>>
>>> if (n>1)
>>>
>>> {
>>>
>>> minval[i] = Low[i-j];
>>>
>>> n--;
>>>
>>> }
>>>
>>> else
>>>
>>> {
>>>
>>> Cbl[i] = Low[i-j];
>>>
>>> breakloop=True;
>>>
>>> }
>>>
>>> }
>>>
>>> }
>>>
>>> if (Cbl[i] < Cbl[i-1])
>>>
>>> Cbl[i] = Cbl[i-1];
>>>
>>> }
>>>
>>> }
>>>
>>> else
>>>
>>> {
>>>
>>> Cbl[i] = Cbl[i-1];
>>>
>>> }
>>>
>>> if (Cbl[i]==0)
>>>
>>> Cbl[i] = Cbl[i-1];
>>>
>>> }
>>>
>>> Plot(Cbl,"",colorGreen,1);
>>>
>>> Plot(C,"",-1,64);
>>>
>>> _SECTION_END();
>>>
>>>
>>> _____
>>>
>>> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
>> On Behalf
>>> Of Stan Graham
>>> Sent: Monday, September 08, 2008 1:25 PM
>>> To: amibroker@xxxxxxxxxxxxxxx
>>> Subject: [amibroker] Guppy Count Back Line
>>>
>>>
>>>
>>> Has anyone coded the Guppy Count Back Entry line in AmiBroker?
>>> Stan
>>>
>
>
>
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