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Re: [amibroker] REALLY NEED HELP ON BREAKOUT FORMULA


  • Date: Sat, 30 Jan 2010 18:27:29 -0800
  • From: "NW Trader" <ta4charts@xxxxxxxxxxx>
  • Subject: Re: [amibroker] REALLY NEED HELP ON BREAKOUT FORMULA

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Hi Rasheed,
 
Sorry that I didn't understand you.  Yes, for me breakout has a definite connotation -- meaning that a stock hits a resistance (or support) level and proceeds through it to establish a new trading range or the breakout is said to fail (although a wider trading range may be now established).  I think what you are describing is a reversal at resistance (or support).  In order to code this correctly, please examine the behavior of a number of stocks at resistance or support and then write a concise description of their common price action at those levels.  The attachment you sent is not sufficient for me to develop this as it appears that in some cases price penetrates the H1 or L1 level before falling back the following day, other times it touches but doesn't close beyond the level. 
 
As a first hack to solve your request, I simply reversed the buy and sell conditions, however that led to some disastrous trades when a stock would actually breakout (i.e., continue well beyond the H1 or L1 level) not reverse.  So that isn't the solution.   Perhaps having a violation of the level followed the next day (or within X days) a reversal back across the level would be a workable solution.  Ponder on that or other variants and be sensitive not to curve fit a piece of code to one stock your chart of NEM makes for a nice idea, but how many other stocks have been in a consolidation range of about 5% +/- for 6 months?
 
Heading out for a movie now, but will be back later.
 
Peace and Justice   ---   Patrick
----- Original Message -----
Sent: Saturday, January 30, 2010 5:31 PM
Subject: Re: [amibroker] REALLY NEED HELP ON BREAKOUT FORMULA [1 Attachment]

Hi Patrick 
I really really appreciate the time spent on this formula. I tested it & feel its not what i was looking for. please view my attachment for ideas. I think the problem is the word "BREAKOUT", i wanted a buy signal when prices hit the down(L) & SELL Signal when price hits (H)lines and also a column identifying their various support & resistant levels.
Below are columns needed.
=ticker=date/time=industry sector=last=action="" H1=support L1.

I will appreciate if these criteria's are met.
thanks patrick
Rasheed.

--- On Sat, 1/30/10, NW Trader <ta4charts@xxxxxxxxxxx> wrote:

From: NW Trader <ta4charts@xxxxxxxxxxx>
Subject: Re: [amibroker] REALLY NEED HELP ON BREAKOUT FORMULA [1 Attachment]
To: amibroker@xxxxxxxxxxxxxxx
Date: Saturday, January 30, 2010, 3:14 PM

 



Hi Rasheed,
 
My apologies for taking so long to finish this up for you.  Some other commitments got in the way of what really was not too hard a project.  Anyway, I've tweaked the output a little so you can select between either the close crossing either the H1 or L1 line or the high or low crossing those lines to generate a buy or sell signal.  Otherwise the signals are as you requested. Code is both attached (probably safer as won't introduce line breaks in copying) and written below.
 
I didn't code for short and cover as you didn't give me rules you wanted to implement. Personally I would not use a stop and reverse system with the defined buy and sell signals.  I think you would get better results if a sell was initiated when the close crosses under H1 after a buy when going above H1, and a cover when the close crosses above the L1 after a short when the close went under L1.  But I've not tested this, and it's just a feeling from looking some charts.
 
I've added trade signal arrows on the chart (again based on the parameter selected) as well as a param to remove excess trade signals. I also added the VAP indicator as I think it helpful to see possible support or resistance at a breakout.
 
Hope this is what you were looking for.
 
Peace and Justice   ---   Patrick
 

//  RASHEED'S BREAKOUTS

//  help requested for adding an exploration for End of Day breakouts

/*  coded by NW Trader 1-29-10 with exploration, chart signals and chart options

          toggle parameter to select between C or H & L for the breakout crossings

          toggle parameter added to remove extra trade signals

          Volume at price added

*/

 _SECTION_BEGIN("BREAK OUTS");

 //  ============ == Standard Chart Code ============ ========= =======

 

CodeName = "Rasheed's Breakouts" ;

SetFormulaName("Rasheed's Breakouts" );

 //   ------------ ---  Controls for Chart Display  ------------ --------- --------- ----

               SetChartOptions(0,chartShowDates|chartWrapTitle);

              if( ParamToggle("Tooltip shows", "All Values|Only Prices" ) )

                   {

                   ToolTip=StrFormat("Open: %g\nHigh:  %g\nLow:   %g\nClose:  %g (%.1f%%) \nVolume: "+NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC( C, 1 )));

                   }

              space = Param("Space on Chart", 20, -15, 50, 1);

              GraphXSpace = space;                

              SetChartBkColor(  ParamColor("Background Color" , colorLightGrey) );

 // ============ ===== Rasheed's original code (with Lookback and Shift default set to his specs) ============ =====

 H0=H;

 L0=L;

 C0=C;

 O0=O;

 Lookback=Param("LookBack",10,10,50,1); // Default for interday commodity currency trading

 shift=Param("Shift", 5,1,50,1);                     // ?

 x0=LastValue(Cum(1));

 x1=x0-shift;

 H=Ref(H,-shift+1);

 L=Ref(L,-shift+1);

 H1=LastValue(Ref(HHV(H,Lookback),-1));

 L1=LastValue(Ref(LLV(L,Lookback),-1));

 Plot(H1,"H1",colorYellow);

 Plot(L1,"L1",colorYellow);

 H=H0;L=L0;C=C0;O=O0;

 up=Cross(H,H1) AND Cum(1)>x1;

 dn=Cross(L1,L) AND Cum(1)>x1;

 Plot(C,"Close",IIf(Cum(1)>x1-Lookback AND Cum(1)<=x1,colorBlue,IIf

(Up,colorBrightGreen,IIf( Dn,colorRed,colorBlack))),64);

PlotShapes(shapeDownArrow*(Cum(1)==x1+1),colorBlue);

 

// ============ ========= == Exploration and Signal Code ============ =====

 

TRIGGER = ParamToggle("Trigger " ,"CLOSE|HIGH OR LOW") ;

 XH1 = Cross(C,H1) ;

XL1 = Cross(L1,C);

XH2 = Cross(H,H1);

XL2 = Cross(L1,L);

 if( TRIGGER ==0)

{ 

Buy =  XH1 ;

Sell =  XL1 ;

}

else

{ 

Buy =  XH2 ;

Sell =  XL2 ;

}

TradeDisplay = ParamToggle("Remove Extra Trades?", "No|Yes");

 

if(TradeDisplay == 0)

{ }

else

{

 Buy = ExRem(Buy,Sell); Sell  = ExRem(Sell,Buy);  // THIS WILL REMOVE EXESS SIGNALS ON A CHART OR IN AN EXPLORATION

}

Filter = Buy OR Sell;

 Action = "">WriteIf(Buy, "BUY", WriteIf( Sell, "SELL",  "   " ) );

 AddTextColumn(IndustryID(1) ,"Industry Sector  ", 30.0, colorBlue, colorYellow);

AddColumn(C, "Last ",2.2, colorWhite,colorBlue);

AddTextColumn(Action, "Action", 8.0, IIf(XH1, colorDarkGreen, colorDarkRed),  colorWhite); 

AddColumn( IIf( XH1, H1 , L1  )  , "BREAKOUT LEVEL", 3.2 ,colorYellow,   IIf(XH1, colorDarkGreen, colorDarkRed) );

 

// ------------ --------- --------- --------- --------- --------- --------- --------- --------  Arrow signals --- FOR TRADES  ------------ --------- --------- --------- --------- --------- -

 PlotShapes(Buy*shapeUpArrow,colorBrightGreen ,0, L /* ENTRY_TRAILARRAY */ , -30);

PlotShapes(Sell*shapeDownArrow,colorLightYellow,0, H , -30);

_SECTION_END();

_SECTION_BEGIN("Volume At Price");

PlotVAPOverlay( Param("Lines", 1000, 100, 1000, 10 ),

Param("Width", 15, 1, 100, 1 ),

ParamColor("Color", colorBlueGrey ),

ParamToggle("Side", "Left|Right", 1 ) | 4*ParamToggle("Z-order", "On top|Behind", 1 ) );

_SECTION_END();

 
 
 
 
 
----- Original Message -----
Sent: Friday, January 29, 2010 1:40 AM
Subject: Re: [amibroker] REALLY NEED HELP ON BREAKOUT FORMULA [1 Attachment]

Hi Patrick,
i use E.O.D
I want the L1 H1 to act as a support & resistant line.
pls find attached
tx
rasheed

--- On Thu, 1/28/10, NW Trader <ta4charts@xxxxxxxx net> wrote:

From: NW Trader <ta4charts@xxxxxxxx net>
Subject: Re: [amibroker] REALLY NEED HELP ON BREAKOUT FORMULA
To: amibroker@xxxxxxxxx ps.com
Date: Thursday, January 28, 2010, 4:09 PM

 

Hi Rasheed,
 
What time length do you expect this to run on?  1 Minute, 15 Min, Hourly, end of day??? Do you want the H1 and L1 levels set by the time frame selected or some other time frame (like end of day if you are charting intraday).
 
How do you define a buy or sell?  Is it to be a cross of the H1 or L1 line? 
 
An exploration that produces the H1 and L1 values for each stock or instrument is easy enough to code, I just don't know what the answer to the above questions are and those will determine the code and solution to your question. I'll be glad to help in a bit once we know this information.
 
Peace and Justice   ---   Patrick
----- Original Message -----
From: Rasheed M
Sent: Thursday, January 28, 2010 2:33 PM
Subject: [amibroker] REALLY NEED HELP ON BREAKOUT FORMULA

hi guys.
I need help. I will like to run a scan/exploration on an AFL titled "BREAKOUTS". I reduced the parameters to (lookback= 10) & (Shift=5). I need it to give me "H1'' & "L1" points prices of each stocks and perhaps a BUY/SELL within these regions.
Thanks I will really appreciate.


_SECTION_BEGIN( "BREAK OUTS");
H0=H;

L0=L;

C0=C;

O0=O;

Lookback=Param( "LookBack" ,22,10,50, 1); // Default for interday commodity currency trading

shift=Param( "Shift", 11,1,50,1);                     // ?

x0=LastValue( Cum(1));

x1=x0-shift;

H=Ref(H,-shift+ 1);

L=Ref(L,-shift+ 1);

H1=LastValue( Ref(HHV(H, Lookback) ,-1));

L1=LastValue( Ref(LLV(L, Lookback) ,-1));

Plot(H1,"H1" ,colorYellow) ;

Plot(L1,"L1" ,colorYellow) ;

H=H0;L=L0;C= C0;O=O0;

up=Cross(H,H1) AND Cum(1)>x1;

dn=Cross(L1, L) AND Cum(1)>x1;

Plot(C,"Close" ,IIf(Cum( 1)>x1-Lookback AND Cum(1)<=x1,colorBlue, IIf

(Up,colorBrightGree n,IIf( Dn,colorRed, colorBlack) )),64);

PlotShapes(shapeDow nArrow*(Cum( 1)==x1+1) ,colorBlue) ;


_SECTION_END( );



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**** 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.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/





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