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Attached are 2 zipped files in case you want to import. One contains 3 system
tests (one each for Fib levels .382, .5, .618) and the other is about 8 or so
indicators that are needed by the tests. (They all have similar names to what
is below in text.) It's not really necessary to have to do formula calls- you
should be able to have all indicators in their respective test by using
variables. I just haven't got to that yet. If you want to do it probably the
best place to start is to organize/rename each individual indicator's
variables so there are no two the same. Then it should be easy to keep things
straight when dumping them into the test. It's always nice to have a test
self-contained. Just don't forget to send me a copy of what you come up
with...provided this stuff helps. :-)
The test simply places a buy arrow if the current/most recent peak is > the
previous peak and today's low <= "n" Fib level. Today's low - so set your
Trade Delay to zero. I wrote it to quickly mark Fib retracements - so I
wouldn't have to do it buy hand. Saves a lot of time. It should be possible
to incorporate it into something more meaningful, possibly even the Gann Swing
thing. These tests and indicators use the infamous Zig Zag, but there's
nothing wrong using it here. I chose Zig Zag over Peak and Trough because it
allows me to use points, not just percent. Since I often use back adjusted
continuous contracts, it's a necessity to have that option. You'll likely
want to change the Zig Zag values from the .75$ that I included. Just be sure
you have all values in all referenced indicators identical. I used .75$ for
Live Cattle to define the peaks/troughs. It's a fairly reasonable number but
it's not etched.
Here are the indicators and test for a .382 retracement. I'm not going to
paste the others in here
- you'll just have to import them.
Regards,
Ken
--
mailto:divenfish@xxxxxxxxxxxxx
Indicators
---BarNumber of Trade Entry day -.382 Fib .75 pts Zig---
a:=If((Peak(1,Zig(H,.75,$),.1) >
(Peak(2,Zig(H,.75,$),.1))),1,0);{This sort
of defines an UPtrend, so you're only
looking to BUY dips [retracements].}
b:= (Peak(1,Zig(H,.75,$),.1) -
Trough(1,Zig(L,.75,$),.1)) * .618{.618
will plot a .382 line one the chart} +
Trough(1,Zig(L,.75,$),.1);
x:=If(a=1,Cum(H),0);{This plots a 1 ONLY when
"a" is true, otherwise it plots zero. It simply
counts all the bars (highs) loaded in chart.}
j:= a=1 AND H < (Peak(1,Zig(H,.75,$),.1))
AND x > 0 AND Cross(b,L);
BarNumber:= If(1>0,Cum(1),Cum(1));
k:= If(j,BarNumber,0);
k
-------------------------------------------------------------
---BarNumber of Peaks (.75 pts Zig)---
BarNumber:=If(1 > 0,Cum(1),Cum(1));
r:= If(Zig(H,.75,$) > Ref(Zig(H,.75,$),-1) AND
Zig(H,.75,$) > Ref(Zig(H,.75,$),1),H,0);
q:= If(r,BarNumber,0);
q
---------------------------------------------------------------
---BarNumber of Troughs (.75 pts Zig)---
BarNumber:=If(1 > 0, Cum(1),Cum(1));
q:= If(Zig(L,.75,$) < Ref(Zig(L,.75,$),-1) AND
Zig(L,.75,$) < Ref(Zig(L,.75,$),1),L,0);
r:= If(q,BarNumber,0);
r
----------------------------------------------------------------
(You will want to plot this and it's Fib Level companions
on the chart so you can make sure things are right.)
---FIB Level .75 pts (.382%) ----
a:= (Peak(1,Zig(H,.75,$),.1) -
Trough(1,Zig(L,.75,$),.1)) * .618{.618 will
plot a .382 line on the chart} +
Trough(1,Zig(L,.75,$),.1);
a
----------------------------------------------------------------
System Test
---FIB Retracement .382 Fib .75 pts Zig YES---
a:=
Fml("BarNumber of Trade Entry day -.382 Fib .75 pts Zig");
b:=
If(Fml("BarNumber of Peaks (.75 pts Zig)")>0,
Fml("BarNumber of Peaks (.75 pts Zig)"),PREV);
d:=
If(Fml("BarNumber of Troughs (.75 pts Zig)")>0,
Fml("BarNumber of Troughs (.75 pts Zig)"),PREV);
If(a>0 AND b>d ,1,0)
--------------------------------------------------------------
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Attachment Converted: "c:\eudora\attach\form.zip"
Attachment Converted: "c:\eudora\attach\test.zip"
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