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
> > > > >> >
> > > > >>
>
> > > > >> >
> > > > >>
> ------------ --------- --------- ------
> > > > >>
>
> > > > >> > **** IMPORTANT PLEASE READ
****
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between users only.
> > > > >> > This is *NOT*
technical support channel.
> > > > >> >
> >
> > >> > TO GET TECHNICAL SUPPORT send an e-mail directly
to
> > > > >> > SUPPORT {at} amibroker.com
>
> > > >> >
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SUGGESTIONS please use FEEDBACK CENTER at
> > > > >>
> http://www.amibroke
r.com/feedback/
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> > > > >>
>
> > > > >> > 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
>
> > > >
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> > > > > http://www.amibroke r.com/feedback/
>
> > > > (submissions sent via other channels won't be
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> > > > >
> > > > > For NEW
RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > >
> > http://www.amibroke
r.com/devlog/
> > > > >
> > > > > Yahoo!
Groups Links
> > > > >
> > > > >
>
> > > >
> > > >
> > >
> >
> >
> >
> >
> >
> > Enjoy
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> >
>