RE: [SPAM][SPAM]Re: [EquisMetaStock Group] Dynamic Breakout system - How to speed it up?

["Lionel Issen" <lissen@xxxxxxxxxxxxx>]

Hi Paul:

 

Just what I needed.

.

Thanks

 

Lionel

 

 

From: equismetastock@xxxxxxxxxxxxxxx [mailto:equismetastock@xxxxxxxxxxxxxxx]
On Behalf Of ppappppapp
Sent: Wednesday, November 07, 2007 10:49 PM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: [SPAM][SPAM]Re: [EquisMetaStock Group] Dynamic Breakout system -
How to speed it up?

 

Hi Lionel,

Per your request,
The DBS indicators and code are as follows:
Please note that this code utilizes both Roy's & Preston's 
suggestions of removing the PREV and substituting the FORUM dll & 
hence runs much faster.
(see Roy's & Preston's previous posts for explanation)
Please also note these indicators show ALL signals (which is what I 
want), you may want to see only the `clean' signals (i.e. one entry, 
followed by one exit then one entry again etc etc)
You will have to modify it for `clean' signals.

#####
P.S. Thanks again to ROY for looking at the first indicator (DBS-
Lookback) & trying to get rid of the PREV in that one. I must admit 
even WITH the PREV in the first Indicator it still runs quite fast 
for me, so I'm happy. Thanks Roy.
#####

Anyway . . . .

<Indicator No.1 below finds the variable channel width depending on 
the volatility and is referenced into indicators 2,3 & 4>

****************************************
{DBS-Lookback}

{-----User Inputs-----}

VolPer:=Input("Enter StdDev periods",1,100,30);
LBmin:=Input("Enter Min. lookback periods for entry",5,100,20);
LBmax:=Input("Enter Max. lookback periods for entry",20,200,100);

HV:= Stdev(C, VolPer);
YestHV := Ref(HV, -1);
DeltaHV := 1+((HV-YestHV)/HV);
If(Cum(1)=1,LBmin,Min(Max(PREV*DeltaHV,LBmin),LBmax));

****************************************

<Indicator No.2 below plots ALL long signals using the variable 
channel as defined in Indicator 1>

****************************************
{DBS-Lsigs}

{ User inputs }
Mess1:=Input("Change LB and Vol defaults in Indicator 1",0,0,0);

LB:=Fml("DBS-Lookback");

{Long entry & Long exit Channel}
Lnc:=Ref(ExtFml("Forum.HHV",H,LB),-1);
Lxc:=Ref(ExtFml("Forum.LLV",L,LB),-1);

{ Entry/Exit Long breakouts }
entry:=ValueWhen(1,IsDefined(Ref(LB,-1)),H>Lnc); 
exit:=ValueWhen(1,IsDefined(Ref(LB,-1)),L<Lxc); 

entry;
-exit

****************************************

<Indicator No.3 below plots ALL short signals using the variable 
channel as defined in indicator No.1>

****************************************
{DBS-Ssigs}

{ User inputs }
Mess1:=Input("Change LB and Vol defaults in Indicator 1",0,0,0);

LB:=Fml("DBS-Lookback");

{Short entry & Short exit Channel}
Snc:=Ref(ExtFml("Forum.LLV",L,LB),-1);
Sxc:=Ref(ExtFml("Forum.HHV",H,LB),-1);

{ Entry/Exit Short breakouts }
entry:=ValueWhen(1,IsDefined(Ref(LB,-1)),L<Snc);
exit:=ValueWhen(1,IsDefined(Ref(LB,-1)),H>Sxc);

entry;
-exit

****************************************

<Indicator No.4 below plots the channel bands around the price in the 
price window. Note that the exit channel is the same size as the 
entry channel. The `proper' DBS system uses a half sized exit 
channel. i.e. If we enter on a 40 day channel we then exit on a 20 
day channel but I like full sized channel for both entry & exit.
See additional code line below for half sized exit channel>

****************************************

{Dynamic Breakout Channel lines for the Long side}

{ User inputs }
pds1:=Input("Change LB and Vol defaults in Indicator 1",0,0,0);

LB:=Fml("DBS-Lookback");

{Long entry & Long exit Channel}
Lnc:=Ref(ExtFml("Forum.HHV",H,LB),-1);
Lxc:=Ref(ExtFml("Forum.LLV",L,LB),-1);

{For half sized exit channel use this logic instead of above}
{Lxc:=Ref(ExtFml("Forum.LLV",L,LB/2),-1);}

{Plot in Price window}
Lnc;
Lxc

****************************************

I'm sure with some thought you could incorporate indicators 2,3,& 4 
into one single indicator with Inputs to determine what you want to 
plot. That's an exercise for me on the next rainy day . . . luckily 
it's Summer here in Melbourne :-D

Hope that helps Lionel,

Best Regards,

Paul

--------------------------------------------------

--- In equismetastock@xxxxxxxxxxxxxxx
<mailto:equismetastock%40yahoogroups.com> , "Lionel Issen" <lissen@xxx> 
wrote:
>
> Paul:
> 
> Can you post the code for us?
> 
> 
> 
> Lionel
> 

 



[Non-text portions of this message have been removed]



 
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