|
PureBytes Links
Trading Reference Links
|
I realized what was amiss. Running the same on INDIAN index [NIFTY] is not giving me any results, while the same thing when I run on individual stocks is giving me proper results.
Still, wondering whats wrong.
Soham
--- In amibroker@xxxxxxxxxxxxxxx, "Soham" <sohamdas@xxx> wrote:
>
> Does it?...
> Wonder of all wonders, I just now checked it. Yes it does work. Thanks Prashanth
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Prashanth" <prash454.ta@> wrote:
> >
> > Hello,
> >
> > Check the settings. The formula does work without any errors.
> >
> > Cheers
> >
> > Prashanth
> >
> > ----- Original Message -----
> > From: "Soham" <sohamdas@>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Thursday, April 30, 2009 10:01
> > Subject: [amibroker] Re: Camarilla System- Help Needed
> >
> >
> > > Thomas,
> > > It still isn't working. Pressing the "Backtest" button gives out no
> > > result. The periodicity is 15minute in Settings window.
> > >
> > > Soham
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, Thomas Ludwig <Thomas.Ludwig@> wrote:
> > >>
> > >> Soharn,
> > >>
> > >> I haven't checked it but the Iif's should be removed:
> > >>
> > >> Short=Cross(R3,C) OR Cross(S4,C);
> > >> Cover=C<1.1*S3 OR C>0.97*R4;
> > >> Buy=Cross(C,S3) OR Cross(C,R4);
> > >> Sell=C>0.97*R3 OR C<1.1*S4;
> > >>
> > >> Thomas
> > >>
> > >> On 29.04.2009, 14:16:13 Soham wrote:
> > >> > Hi All,
> > >> >
> > >> > This is my code based on the way I have read about Camarilla. I am
> > >> > interested in finding out its performance.
> > >> >
> > >> > Yet, there is something wrong in this code. Whenever I try to backtest,
> > >> > no
> > >> > trades are being taken.Help needed:
> > >> >
> > >> > The code is simple:
> > >> >
> > >> > //Intraday Trading System
> > >> > R3=0;
> > >> > R4=0;
> > >> > S3=0;
> > >> > S4=0;
> > >> > YHigh = TimeFrameGetPrice("H", inDaily, -1);// yesterdays high
> > >> > YLow = TimeFrameGetPrice("L", inDaily, -1);//low
> > >> > YClose = TimeFrameGetPrice("C", inDaily, -1);//close
> > >> > R4= YClose+ ((YHigh-Ylow)*1.1)/2;
> > >> > R3= YClose+ ((YHigh-Ylow)*1.1)/4;
> > >> > S3= YClose- ((YHigh-Ylow)*1.1)/4;
> > >> > S4= YClose- ((YHigh-Ylow)*1.1)/2;
> > >> > TimeFrameSet(in15Minute);
> > >> > Short=IIf(Cross(R3,C) OR Cross(S4,C),1,0);
> > >> > Cover=IIf(C<1.1*S3 OR C>0.97*R4,1,0);
> > >> > Buy=IIf(Cross(C,S3) OR Cross(C,R4),1,0);
> > >> > Sell=IIf(C>0.97*R3 OR C<1.1*S4,1,0);
> > >> >
> > >> > In plain words:
> > >> > Wait for price (in intraday) to hit either R3 or S3, at that point,
> > >> > initiate a short or a long respectively with stops as R4 or S4
> > >> > respectively. If R4 or S4 is breached, go long or short, as it shows a
> > >> > breakout from the previous day's volatility range.
> > >> >
> > >> > Help needed.
> > >> >
> > >> > Soham
> > >> >
> > >> >
> > >> >
> > >> > ------------------------------------
> > >> >
> > >> > **** IMPORTANT PLEASE READ ****
> > >> > This group is for the discussion between users only.
> > >> > This is *NOT* technical support channel.
> > >> >
> > >> > TO GET TECHNICAL SUPPORT send an e-mail directly to
> > >> > SUPPORT {at} amibroker.com
> > >> >
> > >> > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> > >> > http://www.amibroker.com/feedback/
> > >> > (submissions sent via other channels won't be considered)
> > >> >
> > >> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > >> > http://www.amibroker.com/devlog/
> > >> >
> > >> > Yahoo! Groups Links
> > >> >
> > >> >
> > >> >
> > >>
> > >
> > >
> > >
> > >
> > > ------------------------------------
> > >
> > > **** IMPORTANT PLEASE READ ****
> > > This group is for the discussion between users only.
> > > This is *NOT* technical support channel.
> > >
> > > TO GET TECHNICAL SUPPORT send an e-mail directly to
> > > SUPPORT {at} amibroker.com
> > >
> > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> > > http://www.amibroker.com/feedback/
> > > (submissions sent via other channels won't be considered)
> > >
> > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > > http://www.amibroker.com/devlog/
> > >
> > > Yahoo! Groups Links
> > >
> > >
> > >
> >
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|