sorry sir there is an error coming up after erasing the
space as : Line245,col:36error:37.Unsupported field in
SetOptions.
subhajit
subhajit mukherjee
--- On
Mon, 28/12/09, Gordon Pelletier
<gordonpelletier@gmail.com> wrote:
From:
Gordon Pelletier <gordonpelletier@gmail.com>
Subject: Re:
[amibroker] Re: Against All Odds
To:
amibroker@xxxxxxxxxps.com
Date: Monday, 28 December, 2009, 6:38
AM
Thanks Keith.
2009/12/28 Keith McCombs <kmccombs@xxxxxxxxx
com>
There shouldn't be a
space in "ExtraCol
umnsLocation"
Gordon Pelletier wrote:
I get error 37 for the line 228 - unsupported
error in SetOptions. I do not understand what this means or how to
correct the error. Help please.
SetOption("ExtraCol
umnsLocation" , 1 );
2009/12/28 Howard B <howardbandy@
gmail.com>
Greetings --
Beware of high sums resulting from signals
coming from indicators that are positively correlated. For
example, RSI, CCI, Stochastic will all trigger at about the same
time /
price.
Thanks,
Howard
On Fri, Dec 25, 2009 at 6:35 PM, Neil
Wrightson <neilw@xxxxxxxx au>
wrote:
Hi,
This is a recent feature. Perhaps you need to
update?
Getting error in this line:
SetOption("ExtraColumnsLocatio n", 1 );
// put parameter columns up-front after
optimization
From: progster01
<progster@xxxxxxxxxx ders.com>
To: amibroker@xxxxxxxxx
ps.com
Sent: Fri, December 25,
2009 10:49:32 AM
Subject: [amibroker] Re:
Against All Odds
Nice bit of code there, implementing the classic
signal-counting approach.
Below is my riff on it to
add:
* Parameterized filter requirements. Added
ParamOptimize( ).
* Put in LongShortBoth logic and N-bar
stop for analysis purposes.
* Replaced obsolete (per the
docs) "ColumnX =" statements with AddColumn()
statements.
* Colored the long signals green, short
signals red in the Exploration.
* Added SummaryOrAll
switch for Exploration column output.
* Put parameters in
front of output.
Pictures of the output, a sample equity
curve, and code that can be cut/pasted cleanly have been posted
in the CFT Forum at:
http://www.codefort raders.com/
phpBB3/viewtopic .php?f=60&t=616
Merry
Christmas and Happy Holidays to
all!
-----
/*
SignalSums_02.
afl
Versions
_01 From http://www.amibroke r.com/members/
library/formula. php?id=29
_02 (Progster)
Parameterized filter requirements. Added ParamOptimize(
).
Put in LongShortBoth logic and N-bar stop for analysis
purposes.
Replaced obsolete (per the docs) "ColumnX ="
statements with AddColumn() statements.
Colored the long
signals green, short signals red in the Exploration.
Added
SummaryOrAll switch. Put parameters in front of
output.
*/
/*
Against all odds (draft). Written
by Thierry HUITEL o-l---}
based on Jim Varney's work--
CANDLESTOCHASTICS- -
and all the amibroker group :-)
This Exploration is a scan for 24 different buy or sell
signals.
The odds are 1 of 6 to get a TWO with a dice. If you
try 1000 times, the odds are more than 99%.
The aim of the
exploration is to find days when many bullish or bearish signs
are triggered at the same time.
If 5 indicators give a buy
advice, it is more reliable than one.
I invite everybody to
add your own systems to these ones, to improve the reliability.
And experimented technical analysts could give advices to
avoid the trap of using several
different indicators all
working off the same input data.
Vol Index: this column
is the ratio of today's volume to the 14-day average
volume.
This column should be sorted Descending. The best
signals are occur when VolIndex is at least 2 or
higher.
PCL[up]: Piercing Line, "up" signifies
Bullish.
MDS[up]: Morning Doji Star
BLE[up]: Bullish
Engulfing
HAM[up]: Hammer
BRE[dn]: Bearish Engulfing, "dn"
signifies Bearish.
DCC[dn]: Dark Cloud Cover
EDS[dn]:
Evening Doji Star
TDREI[up] & [dn]: Tom DeMark's Range
Expansion Index
KUP[up] & [dn]: Keltner Bands -DIMITRIS
TSOKAKIS
RSI[up] & [dn]: Relative Strength Index 14
periods
MFI[up] & [dn]: Money Flow Index
ST2[up] &
[dn]: Stochastic Slow - Donald Dalley
DIV[up] & [dn]: % R
divergence -DIMITRIS TSOKAKIS
KST[up] & [dn]: MARTIN
PRING'S KST MOMENTUM SYSTEM -TJ
COP[up]: Coppock Curve
TJ
SMH[up] & [dn]: smash day pattern. DIMA
CHK[up]
& [dn]: Chaikin Money Flow. Thierry Huitel
A "1" in
the column signifies TRUE, a "0" indicates no
signal.
------------ --------- --------- --------- ---------
--------- -*/
function ParamOptimize( ParamTitle,
defaultVal, minv, maxv, step )
{
return Optimize(
ParamTitle, Param( ParamTitle, defaultVal, minv, maxv, step ),
minv, maxv, step );
}
"Commentaires sur " + name() +"
pour le "+date();
/* Minimum Price and 14 day Avg Volume
Values for Filter */
minPrice = 3; //change as
needed
minVol = 50000; //change as needed
VolAvg = ma(
v, 14 );
VolumeIdx = v / VolAvg;
AvgRange = sum(
abs(O-C),15 )/15;
/* Candle Codes */
White =
iif((C>O) AND ((C-O)>=0.8* (H-L)),1, 0) AND
(C-O)>AvgRange;
Black = iif((C<O) AND ((O-C)>=0.8*
(H-L)),1, 0) AND (O-C)>AvgRange;
Doji = iif(abs(O-C)
<=0.1*(H- L),1,0);
/* Dark Cloud Cover [Bear]
*/
DCC = iif(ref(White, -1) AND Black AND C<=ref(((H+L)
/2),-1)
AND O>ref(C,-1), 1,0);
/* Piercing Line
[Bull] */
PL = iif(ref(Black, -1) AND White AND
C>=ref(((H+L) /2),-1)
AND O<ref(C,-1), 1,0);
/*
Evening Doji Star [Bear] */
EDS = iif(ref(White, -2) AND
ref(Doji, -1) AND Black AND
C<=ref(((H+L) /2),-2),
1,0);
/* Morning Doji Star [Bull] */
MDS =
iif(ref(Black, -2) AND ref(Doji, -1) AND White
AND
C>=ref(((H+L) /2),-2), 1,0);
/* Hammer [Bull]
*/
HAM = iif( (H-L > 1.5*AvgRange) AND (C > (H+L)/2)
AND (O > C) AND
(VolumeIdx > 2), 1, 0);
/*
Bearish Engulfing */
BRE = iif(Black AND ref(White, -1) AND
(C < ref(O, -1)) AND (O > ref(C, -1)), 1,0);
/*
Bullish Engulfing */
BLE = iif(White AND ref(Black, -1) AND
(C > ref(O,-1)) AND (O < ref(C,-1)), 1,0);
/*
Stochastics 14-4 */
ss = ma(stochk(14) ,4);
StochBuy =
iif(ss<=20, 1, 0);
StochSell = iif(ss>=80, 1,
0);
/* TDREI */
HighMom = H - Ref( H, -2 );
LowMom
= L - Ref( L, -2 );
Cond1 = ( H >= Ref( L,-5) OR H >=
Ref( L, -6 ) );
Cond2 = ( Ref( H, -2 ) >= Ref( C, -7 ) OR
Ref( H, -2 ) >= Ref( C, -8 ) );
Cond3 = ( L <= Ref( H,
-5 ) OR L <= Ref( H, -6) );
Cond4 = ( Ref( L, -2 ) <=
Ref( C, -7 ) OR Ref( L, -2 ) <= Ref( C, -8 ) );
Cond = (
Cond1 OR Cond2 ) AND ( Cond3 OR Cond4 );
Num = IIf( Cond,
HighMom + LowMom, 0 );
Den = Abs( HighMom ) + Abs( LowMom
);
TDREI = 100 * Sum( Num, 5 )/Sum( Den, 5 ) ;
tdreiBuy =
iif(TDREI<=- 95, 1, 0);
tdreiSell = iif(TDREI>=95, 1,
0);
/* KUP */
KUP=EMA((H+L+ C)/3,10)+ EMA(H-L,10)
;
KDOWN=EMA((H+ L+C)/3,10) -EMA(H-L, 10);
kupBuy =
iif(CROSS(C, KDOWN), 1, 0);
kupSell = iif(CROSS(KUP, C), 1,
0);
/*RSI*/
vrsi= rsi(14);
rsiBuy = iif(CROSS(vrsi,
30), 1, 0);
rsiSell = iif(CROSS(70, vrsi), 1,
0);
/*MFI*/
mfiBuy = iif(CROSS(mfi( ),30), 1,
0);
mfiSell = iif(CROSS(70, mfi()), 1,
0);
/*STO2*/
lookback = 14;
buyrange =
30;
sellrange = 70;
stochKworkaround =
STOCHK(14);
stochDworkaround = EMA( STOCHK(14),
5);
sto2Buy = iif(STOCHK(14) < buyrange AND
CROSS(stochKworkaro und, stochDworkaround) , 1, 0);
sto2Sell
= iif(STOCHK(14) > sellrange AND CROSS(stochDworkaro und,
stochKworkaround) , 1, 0);
/* %R, ema 9 and divergences
*/
R=-100*((HHV( HIGH,14)- CLOSE))/( HHV(HIGH,
14)-LLV(LOW, 14));
DIVR=(R-REF( R,-1))*(C- REF(C,-1)
);
DIVB=IIF((DIVR< 0) AND (R-ref(R,-1) )>0 and
(REF(R,-1)<- 90),-100, 0);
DIVB1=IIF((DIVR< 0) AND
(R-ref(R,-1) )>0 and (REF(R,-1)<- 90),-80,0)
;
DIVS=IIF((DIVR< 0) AND (R-ref(R,-1) )<0 and
(REF(R,-1)>- 10),-20,0) ;
divBuy = iif(DIVB==-100, 1,
0);
divSell = iif(DIVS==-20, 1, 0);
/*KST*/
KST
= (MA(ROC(CLOSE, 10),10) * 1) +
(MA(ROC(CLOSE, 15),10) * 2)
+
(MA(ROC(CLOSE, 20),10) * 3) +
(MA(ROC(CLOSE, 30),15) *
4);
kstBuy = iif(CROSS(KST , MA(KST, 109)), 1, 0);
kstSell
= iif(CROSS(MA( KST , 120), KST), 1,
0);
/*COP*/
copBuy = iif((EMA( ROC( MA( C, 22 ), 250
), 150 ) / 100) < 0, 1, 0);
/*SMASH*/
numDays = 3;
// Consider smash Day if closed above/below previous numDays
highs/lows
closeInDayRangePct = 0.25; // Smash day close
should be in the high/low %% of the day range
smashDayDown =
close < LLV (ref (low, -1), numDays) AND close < open AND
close < (low + closeInDayRangePct * (high -
low));
smashDayUp = close > HHV (ref (high, -1), numDays)
AND close > open AND close > (high - closeInDayRangePct *
(high - low));
// Enter in the direction opposite to the
smash day if the very next day price moves opposite the smash
day.
smashBuy = iif(ref (smashDayDown, -1) AND high > ref
(high, -1), 1, 0);
smashSell = iif(ref (smashDayUp, -1) AND
low < ref (low, -1), 1, 0);
/*CHAIKIN MONEY
FLOW*/
ICH = sum(((( C-L )-( H-C )) / ( H-L ))*V, 21 ) /
sum(V,21);
LCH = llv( ICH, 255 );
top =
(LCH/2);
chkBuy = cross (ICH, top);
chkSell = cross (0,
ICH);
/*number of buy signals --- give weight to your
favorite ones with a coefficient. */
somme= PL + MDS + HAM +
BLE + tdreiBuy + kupBuy + rsiBuy + (2*mfibuy) + sto2Buy +
(2*divBuy) + kstBuy + copBuy + (2*smashBuy) +
chkBuy;
/*number of sell signals. */
somme2 = BRE +
DCC + EDS + tdreiSell + kupSell + rsiSell + mfiSell + sto2Sell +
divSell + divSell + kstSell + smashSell + chkSell;
/*Guru
comment*/
"number of buy indicators triggered: " + writeval
(somme) ;
"Aujourd'hui, les signaux haussiers suivants ont
été déclenchés: ";
/* Exploration Columns for Sorting
*/
// NumColumns = 29;
SummaryOrAll = Param(
"Explore Summary or All?", 1, 1, 2, 1 ) ;
if(
Status("action" ) == 4 ){
// AddColumn( array, name,
format = 1.2, textColor = colorDefault, bkgndColor =
colorDefault, width = -1 )
AddColumn( V, "Volume", 1.0 )
;
AddColumn( VolumeIdx, "Vol Idx", 1.0 ) ;
AddColumn(
somme, "Long Count", 1.0, colorDefault, iif( somme > 0,
colorGreen, colorDefault) ) ;
AddColumn( somme2, "Short
Count", 1.0, colorDefault, iif( somme2 > 0, colorRed,
colorDefault) ) ;
if(SummaryOrAll ==
2){
AddColumn( PL, "PCL[up]", 1.0, colorDefault, iif( PL
== 1, colorGreen, colorDefault) ) ;
AddColumn( MDS,
"MDS[up]", 1.0, colorDefault, iif( MDS == 1, colorGreen,
colorDefault) ) ;
AddColumn( BLE, "BLE[up]", 1.0,
colorDefault, iif( BLE == 1, colorGreen, colorDefault) )
;
AddColumn( HAM, "HAM[up]", 1.0, colorDefault, iif( HAM ==
1, colorGreen, colorDefault) ) ;
AddColumn( BRE, "BRE[dn]",
1.0, colorDefault, iif( BRE == 1, colorRed, colorDefault) )
;
AddColumn( DCC, "DCC[dn]", 1.0, colorDefault, iif( DCC ==
1, colorRed, colorDefault) ) ;
AddColumn( EDS, "EDS[dn]",
1.0, colorDefault, iif( EDS == 1, colorRed, colorDefault) )
;
AddColumn( tdreiBuy, "TDREI[up]", 1.0, colorDefault, iif(
tdreiBuy == 1, colorGreen, colorDefault) ) ;
AddColumn(
tdreiSell, "TDREI[dn]", 1.0, colorDefault, iif( tdreiSell == 1,
colorRed, colorDefault) ) ;
AddColumn( kupBuy, "KUP[up]",
1.0, colorDefault, iif( kupBuy == 1, colorGreen, colorDefault) )
;
AddColumn( kupSell, "KUP[dn]", 1.0, colorDefault, iif(
kupSell == 1, colorRed, colorDefault) ) ;
AddColumn( rsiBuy,
"RSI[up]", 1.0, colorDefault, iif( rsiBuy == 1, colorGreen,
colorDefault) ) ;
AddColumn( rsiSell, "RSI[dn]", 1.0,
colorDefault, iif( rsiSell == 1, colorRed, colorDefault) )
;
AddColumn( mfiBuy, "MFI[up]", 1.0, colorDefault, iif(
mfiBuy == 1, colorGreen, colorDefault) ) ;
AddColumn(
mfiSell, "MFI[dn]", 1.0, colorDefault, iif( mfiSell == 1,
colorRed, colorDefault) ) ;
AddColumn( sto2Buy, "ST2[up]",
1.0, colorDefault, iif( sto2Buy == 1, colorGreen, colorDefault)
) ;
AddColumn( sto2Sell, "ST2[dn]", 1.0, colorDefault, iif(
sto2Sell == 1, colorRed, colorDefault) ) ;
AddColumn( divBuy,
"DIV[up]", 1.0, colorDefault, iif( divBuy == 1, colorGreen,
colorDefault) ) ;
AddColumn( divSell, "DIV[dn]", 1.0,
colorDefault, iif( divSell == 1, colorRed, colorDefault) )
;
AddColumn( kstBuy, "KST[up]", 1.0, colorDefault, iif(
kstBuy == 1, colorGreen, colorDefault) ) ;
AddColumn(
kstSell, "KST[dn]", 1.0, colorDefault, iif( kstSell == 1,
colorRed, colorDefault) ) ;
AddColumn( copBuy, "COP[up]",
1.0, colorDefault, iif( copBuy == 1, colorGreen, colorDefault) )
;
// AddColumn( copSell, "", 1.0 ) ; // DNE
AddColumn(
smashBuy, "SMH[up]", 1.0, colorDefault, iif( smashBuy == 1,
colorGreen, colorDefault) ) ;
AddColumn( smashSell,
"SMH[dn]", 1.0, colorDefault, iif( smashSell == 1, colorRed,
colorDefault) ) ;
AddColumn( chkBuy, "CHK[up]", 1.0,
colorDefault, iif( chkBuy == 1, colorGreen, colorDefault) )
;
AddColumn( chkSell, "CHK[dn]", 1.0, colorDefault, iif(
chkSell == 1, colorRed, colorDefault) ) ;
} // end of:
if(SummaryOrAll == 2)
} // end of: if( Status("action" )
== 4 )
printf( "Long Signal summary number is: " +
NumToStr( somme, 1.0 ) + "\n" ) ;
printf( "Short Signal
summary number is: " + NumToStr( somme2, 1.0 ) + "\n" )
;
// ### Comment this out if you prefer your extra
columns (parms) at the end rather than in front
// ### Also,
comment this out if not running in AB 5.23 or later
!
SetOption("ExtraCol umnsLocation" , 1 ); // put parameter
columns up-front after optimization
/* Filter and Trading
Choices */
LongShortBoth = Param( "LongShortBoth" , 1, 1,
3, 1 ) ;
SingleContract = ParamToggle( "SingleContract" ,
"No|Yes", 1 ) ;
// ShowBuysOrSells = ParamToggle(
"ShowBuysOrSells" , "Buys|Sells" , 0 ) ;
ReqSigCount =
ParamOptimize( "ReqSigCount" , 4, 1, 6, 1 ) ; // required signal
count to pass filter
ReqVolRatio = ParamOptimize(
"ReqVolRatio" , 2, .4, 2, .2 ) ; // required volume ratio to
pass filter
BarsForStop = ParamOptimize( "BarsForStop" , 3,
1, 5, 1 ) ;
BuySigs = (somme >= ReqSigCount) and
(VolumeIdx >= ReqVolRatio) ;
SellSigs = (somme2 >=
ReqSigCount) and (VolumeIdx >= ReqVolRatio) ;
if
(SingleContract) PositionSize = MarginDeposit = 1; // Trade a
single contract.
// Set up Exploration Filter and
Buys/Sells
if( LongShortBoth == 1 ){
Filter =
BuySigs;
Buy = (somme >= ReqSigCount) and (VolumeIdx >=
ReqVolRatio) ;
Sell = 0 ;
Short = 0 ;
Cover = 0
;
}
else if( LongShortBoth == 2 ){
Filter = SellSigs
;
Buy = 0 ;
Sell = 0 ;
Short = (somme2 >=
ReqSigCount) and (VolumeIdx >= ReqVolRatio) ;
Cover = 0
;
}
else if( LongShortBoth == 3 ){
Filter = BuySigs or
SellSigs;
Buy = (somme >= ReqSigCount) and (VolumeIdx
>= ReqVolRatio) ;
Sell = 0 ;
Short = (somme2 >=
ReqSigCount) and (VolumeIdx >= ReqVolRatio) ;
Cover = 0
;
}
/* N-bar stop */
ApplyStop( stopTypeNBar,
stopModeBars, BarsForStop );
-- Gordon Pelletier 24 Diamond Rd Pearl Beach
NSW 2256 email GordonPelletier@
gmail.com(02)
43424164 0407990787
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