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@xxxxxxxxxps.com,
"Edward Pottasch" <empottasch@...> 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@xxxxxxxxxps.com
> 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@> 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@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
> > > > >> >
> > > >
>> >
> > > > >> >
> > > >
>> > ------------ --------- --------- ------
> > > >
>> >
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****
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> > > > >> >
> >
> > >> > TO GET TECHNICAL SUPPORT send an e-mail directly
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>
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>
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> >
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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
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>
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>
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> > > > >
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RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > >
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r.com/devlog/
> > > > >
> > > > > Yahoo!
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> > > > >
>
> > > >
> > > >
> > >
> >
> >
> >
> >
> >
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