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Re: [amibroker] Re: Camarilla System- Help Needed



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Removed 1 error and in this version it uses the high, low and close of the previous day based on the true opening and closing hours.
 
 
 
 
 
----- Original Message -----
Sent: Saturday, May 02, 2009 5:21 PM
Subject: Re: [amibroker] Re: Camarilla System- Help Needed

Soham,
 
I attached code where I tried to solve your problem. I code it a little differently in a manner I always code these type of systems. This code also displays the trades in the chart.
 
Didn't check it in detail so it might need some improvement. Let me know what you think,
 
regards, Ed
 
 
----- Original Message -----
From: Soham
Sent: Saturday, May 02, 2009 3:05 PM
Subject: [amibroker] Re: Camarilla System- Help Needed

Z
Thank you, indeed
In fact I did have my initial equity as 100,000 still it was not working.I increased it to 10 times now its giving me some trades.
And I am happy to say, the counter trend trades are working. The breakout trades are yet to be tweaked.

Thanks
Soham
--- In amibroker@xxxxxxxxxps.com, i cs <ics4mer@xxx> wrote:
>
> Hi Soham,
>
> I'm a newbie, so my advice is a bit suspect but try this:
> Go to Automatic Analysis
> Go to Settings
> Increase "Initial Equity" to something large like 100,000 ( it's probably set to 10,000)
>
> That should fix the problem.
> Not sure why this is so - but like I said - I'm a newbie.
>
> Z
>
>
>
>
> ________________________________
> From: Soham <sohamdas@xx.>
> To: amibroker@xxxxxxxxxps.com
> Sent: Thursday, 30 April, 2009 9:57:24 PM
> Subject: [amibroker] Re: Camarilla System- Help Needed
>
>
>
>
>
> 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@xxxxxxxxx ps.com, "Soham" <sohamdas@ .> wrote:
> >
> > Does it?...
> > Wonder of all wonders, I just now checked it. Yes it does work. Thanks Prashanth
> >
> > --- In amibroker@xxxxxxxxx ps.com, "Prashanth" <prash454.ta@ > wrote:
> > >
> > > Hello,
> > >
> > > Check the settings. The formula does work without any errors.
> > >
> > > Cheers
> > >
> > > Prashanth
> > >
> > > ----- Original Message -----
> > > From: "Soham" <sohamdas@>
> > > To: <amibroker@xxxxxxxxu ps.com>
> > > 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@xxxxxxxxx ps.com, 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.amibroke r.com/feedback/
> > > >> > (submissions sent via other channels won't be considered)
> > > >> >
> > > >> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > > >> > http://www.amibroke r.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.amibroke r.com/feedback/
> > > > (submissions sent via other channels won't be considered)
> > > >
> > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > > > http://www.amibroke r.com/devlog/
> > > >
> > > > Yahoo! Groups Links
> > > >
> > > >
> > > >
> > >
> >
>
>
>
>
>
> Enjoy a safer web experience. Upgrade to the new Internet Explorer 8 optimised for Yahoo!7. Get it now.
>



__._,_.___


**** 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/





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