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Ah, very good
But are you sure you don't open position one day late?
I'm not sure 'cause I don't understand yet the logic of the oscillator..
Well, if your code is right, the results are poor. I'll try to
increase the position whenever the trend goes up (or down), to see if
it goes better..
greetings
--- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@xxx>
wrote:
>
> 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 -----
> From: gonzagags
> To: amibroker@xxxxxxxxxxxxxxx
> 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@xxxxxxxxxxxxxxx, "gonzagags" <gonzagags@> 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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