|
PureBytes Links
Trading Reference Links
|
Ah-Ha!
Yep, now that you jog my memory, I remember your neat code to
cover that first trade situation. (Wow, been a while.)
My apologies!
In all of the instances that I tried,
<FONT face="Courier New"
size=3>Cum(sigtl+rsttl>-1)=1;<FONT
face="Courier New" size=3>
worked the same as
<FONT face="Courier New"
size=3>Cum(sigtl+rsttl)=1;
Probably luck.
I don't use MS much anymore.
Now that I see the object, I need to refresh some brain cells
and look at this some more.
Thanks,
Corey Saxe
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Roy
Larsen
To: <A
title=equismetastock@xxxxxxxxxxxxxxx
href="">equismetastock@xxxxxxxxxxxxxxx
Sent: Monday, March 10, 2003 11:39
AM
Subject: Re: [EquisMetaStock Group] help
with barsSince
CoreyThis construction is mine (not the code but
the method behind it) and it iscorrect just as it is. The variable is used
for what I call"initialisation", and my layout would be
I:=Cum(N+X>-1)=1;The primary purpose of this variable is to give a
1 bar true output for theFIRST bar where all component binary (or
positive) variables are VALID. Onceall components are valid (zero or
greater, but not N/A) the cum count willreturn a "one", and then return
"zero" for every subsequent bar. This is themost concise way I know to
write code to do this. I use the "I" variable asa fake buy or sell with a
simple (non-PREV) latch as in "BarsSince(I ORN)<BarSince(I OR X);".
This usage prevents missing the first signal butwon't function until both
'N' and 'X' are valid. 'I' provides a startingreference point on a chart
that enables latches and the like to be kickedoff in an orderly
fashion.I also find the 'I' variable useful with the ValueWhen()
function toeliminate the long periods of N/A that can result with
irregular signals.This becomes more significant when attempting to
back-test on early chartdata where any N/A bar can have, and often does
have, a cumulative effect onsubsequent variables.Hope this
explains my thinking behind the 'I' variable.Roy-----
Original Message -----From: "CS" <csaxe@xxxxxxx>To:
<equismetastock@xxxxxxxxxxxxxxx>Sent: Tuesday, March 11, 2003 7:04
AMSubject: Re: [EquisMetaStock Group] help with barsSinceI got
in on this late but will try to take a stab it this.I ran your code
and am not sure if the logic is correct.When I plot the
line:itl:=Cum(sigtl+rsttl>-1)=1;It only works once at the very
beginning of the chart. Since either sigtl orrsttl can only be 0 or 1, the
addition of both sigtl and rsttl will begreater than -1 very quickly and
stay that way. Cum will only find the firstinstance where sigtl and rsttl
are greater than -1. Besides, you have aBoolean operation (rsttl>-1)
mixed within a math operation (sigtl+rsttl),both within Cum. While they
may be allowed, they can get confusing quickly.I usually see lines
like that written as:itl:=Cum(sigtl+rsttl)=1; {does the same thing with
less code}If you want to check for each instance where sigtl and rsttl
are greaterthan -1, use Sum or ValueWhen.I also see where you
calculate rmbts and do nothing with it. Is it for ashort exit?I
would suggest that you plot each variable separately. See what they do
andwhen. Work your way down through your formula.Being able to use
LastValue(X +PREV-PREV) to trick functions to acceptdynamic inputs in MS
helps to create formulas that can tune themselves, buta MAJOR re-write of
MS formula language is about 5 years past due.-Corey
Saxe ----- Original Message ----- From:
emarco To: equismetastock@xxxxxxxxxxxxxxx Sent: Sunday,
March 09, 2003 7:29 PM Subject: Re: [EquisMetaStock Group] help with
barsSince Thanks Roy. Unfortunatly it does not
work. Here's the full code. Thanks again,
Juan LookBack := 34; Resistance
:=ValueWhen(1,Cross(Mov(C, LookBack,S),C),HHV(H, LookBack));
Support :=ValueWhen(1,Cross(C,Mov(C, LookBack,S)),LLV(L,
LookBack)); R1:=Resistance;
S1:=Support; sigtl:=If(L>R1,1,0);
sigts:=If(H<S1,1,0); rsttl:=If(H<R1,1,0);
rstts:=If(L>S1,1,0);
itl:=Cum(sigtl+rsttl>-1)=1;
its:=Cum(sigts+rstts>-1)=1; rmbtl:=BarsSince(sigtl OR
itl)<BarsSince(rsttl OR itl); rmbts:=BarsSince(sigts OR
its)<BarsSince(rstts OR
its);stlong:=If(HHV(H,LastValue(PREV+BarsSince(rmbtl=0)-PREV))-ATR(6)*2.5<C,1,0);
stlong; ----- Original Message ----- From:
"Roy Larsen" <rlarsen@xxxxxxxxxxxxxx> To:
<equismetastock@xxxxxxxxxxxxxxx> Sent: Sunday, March 09, 2003
6:38 PM Subject: Re: [EquisMetaStock Group] help with
barsSince > Juan > > Thanks to
Corey Saxe there is a way that MS will accept a variable as >
constant. Try redefining your variable using >
LastValue(PREV+"Variable Data"-PREV) > > This method
does not work on every occasion but there are a couple of
things > you can do to help. > 1. Make sure your
variable is greater than or equal to one. > 2. Make sure your
variable is a whole number. > > LastValue() can be
used in a number of situations to make a result suitable
> for using as a constant, but only where the last value of the
variableis > the same as on every other bar. The above
example of adding then subtracting > PREV from the
current value appears to return the "actual" value rather
than > the "last" value, and therefore is accepted as a
"constant" by many MS > functions. > >
I have some doubts about the code you have given as an example and
doubt it > could work in its present form even without
MetaStock's perceived > inadequacies. The code appears to be
looking for results from two If() > statements yet I can only see
one If(). It also seems to me that the > calculated "constant"
for the HHV periods has no check to ensure that it is >
a whole number. > > When looking for assistance with
code it is also helpful if associated code > can be
supplied. You may know how "rmbtl" is calculated but
thosecapable of > offering help won't. Providing
actual code or at least a working substitute > will
increase your chances of real help that goes beyond "buy some more
> software". > > Good luck with your attempts to
solve your problem whichever method you > choose to
use. > > Roy > > -----
Original Message ----- > From: "emarco"
<emarco@xxxxxxxxxxxxxxx> > To:
<equismetastock@xxxxxxxxxxxxxxx> > Sent: Saturday, March
08, 2003 11:37 AM > Subject: [EquisMetaStock Group] help with
barsSince > > > This is a trailing
stop. The problem is that MS does not accept variable > data in
HHV. > > > >
stlong:=if(HHV(H,BarsSince(rmbtl=0))-ATR(6)*2.5>C,1,0),1,0)
> > > As you can see, MS does not accept
barssince as a period data. > How can I solve this
problem? > Thanks > > Juan
> > > > >
> To unsubscribe from this group, send an email to: >
equismetastock-unsubscribe@xxxxxxxxxxxxxxx >
> > > Your use of Yahoo! Groups is subject
to<A
href="">http://docs.yahoo.com/info/terms/
> >
Yahoo! Groups
Sponsor
ADVERTISEMENT To unsubscribe from this group, send
an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx Your use of
Yahoo! Groups is subject to the Yahoo! Terms of Service.To
unsubscribe from this group, send an email
to:equismetastock-unsubscribe@xxxxxxxxxxxxxxxYour
use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
ADVERTISEMENT
To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|