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[amibroker] Re: Camarilla System- Help Needed



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Hi Ed,
Thanks a lot.

But as silly as it might sound, I am not able to access the attachment. Neither through the mail nor through the web interface of the groups.

Please do suggest.

Soham


--- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@xxx> wrote:
>
> 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 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   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@xxxxxxxxxxxxxxx, i cs <ics4mer@> 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@>
>   > To: amibroker@xxxxxxxxxxxxxxx
>   > 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@xxxxxxxxx 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 ****
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>   > > > >> > This is *NOT* technical support channel.
>   > > > >> >
>   > > > >> > TO GET TECHNICAL SUPPORT send an e-mail directly to
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>   > > > >> >
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>   > > > >> >
>   > > > >> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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>   > > > >> >
>   > > > >> > 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)
>   > > > >
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>   > > > > 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.
>   >
>




------------------------------------

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