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[amibroker] Re: Demark D-waves



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Not all scripts are written with an intent to backtest. Looking into the future can be a useful visual cue for charting.

Even so, forward looking functions can still be used in scripts intended for backtesting. You just need to add logic to delay acting on any signals until they would have actually been seen. There's an example of delayed Zig in the user library

http://www.amibroker.com/library/detail.php?id=353

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@xxx> wrote:
>
> Doesn't Zig look into the future? 
> 
> And this may be a dumb question - but if it does look into the future, then of what use is it for trading systems, since it can never give realistic results in backtests? Any function that looks into the future will obviously give near perfect results, that cannot be replicated in live trading.
> 
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, reinsley <reinsley@> wrote:
> >
> > 
> > Hi,
> > 
> > This formula can inspire you ...
> > 
> > Best regards
> > 
> > //Patterns Wave
> > 
> > _SECTION_BEGIN("Patterns Wave");
> > Change = Param("Wave Period",7,0,100,1);
> > SupResA = Param("Sup-Res A Period",20,0,100,1);
> > SupResB = Param("Sup-Res B Period",25,0,100,1);
> > 
> > Res1 = ParamColor("Resistance High", colorRed );
> > Res2 = ParamColor("Resistance Low", colorDarkRed );
> > Sup1 = ParamColor("Support High", colorDarkGreen );
> > Sup2 = ParamColor("Support Low", colorBrightGreen );
> > 
> > procedure PlotShapeAt( x, y, shape, shift )
> > {
> > PlotShapes( IIf( BarIndex() == x, shape, 0 ), colorWhite, 0, y,
> > shift );
> > }
> > 
> > bi = BarIndex();
> > sbi = SelectedValue( bi );
> > GraphXSpace = 2;
> > Plot( Zig( C, Change ), "", colorWhite, styleThick );
> > upshift = 15;
> > if( SelectedValue( PeakBars( C, Change ) < TroughBars( C, Change ) ) )
> > {
> > pt1 = PeakBars( C, Change, 1 ) == 0 ;
> > pt2 = TroughBars( C, Change, 1 ) == 0 ;
> > }
> > else
> > {
> > pt1 = TroughBars( C, Change, 1 ) == 0 ;
> > pt2 = PeakBars( C, Change, 1 ) == 0 ;
> > upshift = -upshift;
> > }
> > bpt1 = SelectedValue( ValueWhen( pt1, bi ) );
> > bpt2 = SelectedValue( ValueWhen( pt2, bi ) );
> > bpt3 = SelectedValue( ValueWhen( pt1, bi, 2 ) );
> > bpt4 = SelectedValue( ValueWhen( pt2, bi, 2 ) );
> > bpt5 = SelectedValue( ValueWhen( pt1, bi, 3 ) );
> > bpt6 = SelectedValue( ValueWhen( pt2, bi, 3 ) );
> > PlotShapeAt( bpt1, C, shapeDigit5, upshift );
> > PlotShapeAt( bpt2, C, shapeDigit4, -upshift );
> > PlotShapeAt( bpt3, C, shapeDigit3, upshift );
> > PlotShapeAt( bpt4, C, shapeDigit2, -upshift );
> > PlotShapeAt( bpt5, C, shapeDigit1, upshift );
> > 
> > Plot( C, "", colorWhite, styleThick + styleCandle);
> > _SECTION_END();
> > 
> > 
> > cvanhaesendonck a écrit :
> > >  
> > > 
> > > My pleasure:
> > > http://books.google.be/books?id=GZtlA991lNYC&pg=PT105&lpg=PT105&dq=demark+d-wave&source=bl&ots=GsizxkEprO&sig=W4nDwR5okjqzZXGvugIwH589EKU&hl=fr&ei=eW7DSvCkI83A-Qb04v3uCw&sa=X&oi=book_result&ct=result&resnum=6&ved=0CBwQ6AEwBQ#v=onepage&q=demark%20 
> > > <http://books.google.be/books?id=GZtlA991lNYC&pg=PT105&lpg=PT105&dq=demark+d-wave&source=bl&ots=GsizxkEprO&sig=W4nDwR5okjqzZXGvugIwH589EKU&hl=fr&ei=eW7DSvCkI83A-Qb04v3uCw&sa=X&oi=book_result&ct=result&resnum=6&ved=0CBwQ6AEwBQ#v=onepage&q=demark%20>
> > > 
> > > Basically, time and sequence constraints are added; something like this 
> > > TD1 (that is EW1 D-wave) is completed when pre-TD1 conditions are 
> > > filled; so here we go based on Perl interpretation on the link above:
> > > 
> > > PreTD1= C==LLV(C,21);
> > > TD1= follows PreTD1 and C== HHV(C,13) ;
> > > TD2= follows TD1 and C==LLV(C,8);
> > > TD3= follows ...and.. C==HHV(C,21);
> > > TD4= follows ...and..C==LLV(C,13);
> > > TD5= follows ...and..C==HHV(C,34);
> > > TDA= follows ...and..C==LLV(C,13);
> > > TDB= follows ...and..C==HHV(C,8);
> > > TDC= follows ...and..C==LLV(C,21);
> > > 
> > > I have to admit I have some difficulty to code at least a Plotshape 
> > > thing pointing a Digit1, 2, 3 on the chart to show the d-waves but 
> > > hopefully someone here will b e able to do this??
> > > 
> > > Carl
> > > 
> > > --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>, 
> > > Keith McCombs <kmccombs@> wrote:
> > >  >
> > >  > Carl --
> > >  > Can you summarize those rules and post them here?
> > >  > -- Keith
> > >  >
> > >  > cvanhaesendonck wrote:
> > >  > >
> > >  > >
> > >  > > Tom Demark has made a great job simplifying Elliott wave count and
> > >  > > making it more objective thanks to a straight rule set. Those rules
> > >  > > can be summarized in few lines. Has anyone ever developed AFL coding
> > >  > > on this. AFL library contains some Demark codes (now public domain)
> > >  > > but nothing on d-waves.
> > >  > >
> > >  > > Carl
> > >  > >
> > >  > >
> > >  >
> > > 
> > >
> >
>




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