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hi,
I added the following code (see below). Haco
is 1 when it is long and 0 when short. To find the entry points for long and
short you define: hc = Haco - Ref(Haco,-1);
This leaves you with 1 at the entry for long and -1
for short. I added hc = Ref(hc,-1); because at the earliest you can enter
at the open of the next bar. You could omit this and use the close price as the
entry price. I made it to be a simple reversal system. tested on the QQQQ EOD
data. Gives me -0.89% per year .....
regards, Ed
hc = Haco - Ref(Haco,-1);hc = Ref(hc,-1);
Buy =
IIf(hc == 1,1,0); BuyPrice = O;
Sell = IIf(hc == -1,1,0); SellPrice =
O;
Cover = Buy; CoverPrice = O;
Short = Sell; ShortPrice = O;
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorGreen,0,L,-15);
PlotShapes(IIf(Buy,shapeHollowUpArrow,shapeNone),colorWhite,0,L,-15);
PlotShapes(IIf(Buy,shapeHollowSmallCircle,shapeNone),colorWhite,0,BuyPrice,0);
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,-15);
PlotShapes(IIf(Sell,shapeHollowDownArrow,shapeNone),colorWhite,0,H,-15);
PlotShapes(IIf(Sell,shapeHollowSmallCircle,shapeNone),colorWhite,0,SellPrice,0);
PlotShapes(IIf(Short,shapeDownTriangle,shapeNone),colorYellow,0,H,IIf(Short
AND
Sell,-30,-15));
PlotShapes(IIf(Short,shapeHollowDownTriangle,shapeNone),colorWhite,0,H,IIf(Short
AND
Sell,-30,-15));
PlotShapes(IIf(Short,shapeHollowCircle,shapeNone),colorWhite,0,ShortPrice,0);
PlotShapes(IIf(Cover,shapeUpTriangle,shapeNone),colorLightBlue,0,L,IIf(Cover
AND
Buy,-30,-15));
PlotShapes(IIf(Cover,shapeHollowUpTriangle,shapeNone),colorWhite,0,L,IIf(Cover
AND
Buy,-30,-15));
PlotShapes(IIf(Cover,shapeHollowCircle,shapeNone),colorWhite,0,CoverPrice,0);
----- Original Message -----
Sent: Wednesday, December 03, 2008 10:46
AM
Subject: [amibroker] Re: heikin ashi
oscillator
Ups! To get away the down arrows, I need another line I have
forgotten:
short=ExRem(short,cover);
cover=ExRem(cover,short);
So I only have the other
doubt..
(:-|)
This oscillator seems to be pretty good..
---
In amibroker@xxxxxxxxxps.com,
"gonzagags" <gonzagags@x..> wrote:
>
> Hi
> Has
anybody read the December Stock commodities article about the
> heikin
ashi oscillator?
> There is the code for Amibroker, but..
> I
want to test it buying and selling, and shorting and covering
>
>
The orders should be?:
> //--------------------------
>
Haco=Flip(upw,dnw);
>
> Buy=Haco;
> Sell=NOT
Haco;
>
> Short=NOT Haco;
> Cover=Haco;
>
Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy);
>
//-----------------------
>
> I have some doubts: does
it buy or short one day before it knows the
> oscillator is red or
green?
> How could I take out the so many down arrows?
>
>
thanks
>
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