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I've been following your post on the Donchian Channel and got it to
work ... then went ahead with an Exploration (below) It came up with
24 BUYS out of my 4724 stocks/ETF database. Is this possibly you end
objective??
Dick H.
/*The Donchian Channel is a simple trend-following breakout system.
The signals derived from this system are based on the following basic
rules:
1. When price closes above the Donchian Channel, buy long and cover
short positions.
2. When price closes below the Donchian Channel, sell short and
liquidate long positions*/
pds = Param("pds", 30, 20, 5, 1);
DonchianUpper =HHV(Ref(H,-1),pds);
DonchianLower = LLV(Ref(L,-1),pds);
DonchianMiddle = (DonchianUpper+DonchianLower)/2;
VS = (Volume - EMA(V,10))/(EMA(V,10))*100;
Plot(DonchianUpper,"DU",colorBlue,styleLine);
Plot(DonchianMiddle,"DM",colorGreen,styleLine);
Plot(DonchianLower,"DL",colorRed,styleLine);
Plot(C,"C",colorBlack,styleCandle);
Buy = H > Ref(HHV(H,30),-1);
BuyPrice = Ref(HHV(H,30),-1);
Sell = L < Ref(LLV(L,30),-1);
SellPrice = Ref(LLV(L,30),-1);
Filter = C <30 AND C >2 AND Volume > 100000 AND C> Ref(C,-1)AND PDI
(14)> MDI(14);
Result = WriteIf(Buy,"Buy","Sell");
AddTextColumn( WriteIf(Buy, "Buy" , "Sell" ) , "TRADE" , 5 ,
IIf(Buy,colorYellow, colorWhite), IIf(Buy, colorDarkGreen, colorRed) );
AddTextColumn(IndustryID(1) ," Industry Sector ", 25.0,
colorWhite, colorBlue);
AddColumn( Close, "Close", 1.2, IIf( ROC(C, 1 ) >= 0,
colorDarkGreen,colorRed ),50 );
AddColumn(Ref(Close,-1),"Y-Close",1.2, IIf(
ROC(Ref(C,-1),1)>=0,colorDarkGreen, colorRed ),50 );
AddColumn( Volume, "Volume", 10.0, IIf( ROC(V, 1 ) >=
0,colorDarkGreen, colorRed ) );
AddColumn( ROC( Close, 1 ), "ROC(1)", 1.2, IIf( ROC(C, 1 ) >=
0,colorDarkGreen, colorRed));
AddColumn (VS, "VolSurge",1.2,colorWhite,colorBlue);
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
--- In amibroker@xxxxxxxxxxxxxxx, "electricwally77" <soundmaker@xxx>
wrote:
>
> Hello, I'm trying to show the 30 period donchian channel on my chart.
> The code seemed to run okay but I'd like to see the price channel
> displayed on my chart. Appreciate the help. The code is listed below.
>
> pds=30;
> DonchianUpper =HHV(Ref(H,-1),pds);
> DonchianLower = LLV(Ref(L,-1),pds);
> DonchianMiddle = (DonchianUpper+DonchianLower)/2;
>
> Plot(DonchianUpper,"DU",colorBlue,styleLine);
> Plot(DonchianMiddle,"DM",colorGreen,styleLine);
> Plot(DonchianLower,"DL",colorRed,styleLine);
>
> pds=30;
> Buy = H > Ref(HHV(H,30),-1);
> BuyPrice = Ref(HHV(H,30),-1);
> Sell = L < Ref(LLV(L,30),-1);
> SellPrice = Ref(LLV(L,30),-1);
>
> Buy = ExRem(Buy,Sell);
> Sell = ExRem(Sell,Buy);
>
------------------------------------
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