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This verifies, but I'm not positive it's correct. There is an extra ) after
LastLo[1] and LastLo[2], and a missing < (could be a >?) between [value1]
and Win. Also the "if TopBot=0" is "if DoubleTopBot=0 ine the next section
of code.
if TopBot=0 then begin
if MinList(Absvalue(Low- LastLo[0]),Absvalue(Low- LastLo[1]), Absvalue(Low -
LastLo[2]))
< Near* Average(TrueRange,3) and DateTojulian(Date) - DateLo [value1] <
Win and Low > Low[1] then
DoubleTopBot = 1;
End;
-----Original Message-----
From: RSBCJJ@xxxxxxx <RSBCJJ@xxxxxxx>
To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date: Saturday, October 31, 1998 6:52 PM
Subject: Help with .ela code
>Here is the code for a system published in the 11/98 Futures magazine by
>Murrary Ruggiero. Trouble is thefirst function, DoubleTopBot, won’t verify
>(the error is bracketed 3rd paragraph from bottom). Any help on this would
be
>greatly appreciated. If you know how to correct the code.. could you e-mail
it
>to me? Thanx.
>
>{TopBot 0 Is a bottom and 1 is a top. }
> Inputs: STrnType(Numeric), TopBot(Numeric), Near(Numeric), Win(Numeric);
>Vars: Trend(0), ShtTrend(0), LTTrend(0);
>Vars: DnTrend(False), UpTrend(False);
>Vars: CurLo(999999),CurHi(999999), CTLow(O), CTHi(O), Scale(O);
>Vars: CUrHDt(0),CUrLDt(0);
>Arrays: LastH[3](0), LastLo[3](0);
>Arrays: DateH[3](0), DateLo[3](0);
>
>{ When the market sets both lower highs and lows, we define a downtrend. An
>uptrend is when we have
>both higher highs and lows.}
>If STrnType = 0 then begin DnTrend = High < High[1] and Low
>< Low[1];
>UpTrend = High > High[1] and Low
>> Low[1];
>End;
>If STrnType = 1 then begin DnTrend = High < High[1] and Low <
>Low[1]and High[1] < High[2] and Low[1] < Low[2];
>UpTrend = High> High[1] and Low
>> Low[1]and High[1] > High[2] and Low[1] > Low[2];
>End;
>
>{Define a short-term downtrend as when the market makes lower highs and
lows,
>confirmed when the
>market takes out the low of the current uptrend.}
>
> If DnTrend = True and Low < CTLow
>
>then Begin
>ShtTrend = -1; End;
>
>{Define short-term uptrend as when the market makes lower highs and lows,
>confirmed when the market
>takes out the high of the current downtrend.}
> If UpTrend = True and High > CTHi
>then begin
>ShtTrend= 1;
>End;
>
>{Keep track of current counter low in short-term uptrend.}
>If ShtTrend =1 and High > CurHi and High > High[1] then begin CTLow = Low;
>End;
>
>{Keep track of current countertrend high in short-term downtrend.}
>If ShtTrend = - 1 and Low < Curlo and Low < Low[1] then begin
>CTHi = High;
>End;
>
>{ Reset current high or low in the direction of the short-term trend when
the
>trend changes. }
>If ShtTrend = -1 and CurLo > Low then begin
>CurLo = Low; CurLDt = DateTojulian(Date);
>End;
>If ShtTrend = 1 and CurHi < High then begin
>CurHi = High; CurHDt = DateTojulian(Date); End;
>If ShtTrend = 1 and ShtTrend[1] <>1
>then begin
>Lastlo[2] = LastLo[1];
>Lastlo[1] = LastLo[0];
>LastLo[0] = CurLo;
>CurLo = Low;
>DateLo[2] = DateLo[1];
>DateLo[1] = DateLo[0];
>DateLo[0] = CurLDt; End;
>If ShtTrend = -1 and ShtTrend[1] <
>-1 then begin
>LastH[2] = LastH[1];
>LastH[1] = LastH[O];
>LastH[O] = CurHi;
>CurHi = High;
>DateH[2] = DateH[1];
>DateH[1] = DateH[1];
>DateH[0] = CurHDt; End;
>
>{ Keep track of current high and low of the short-term trend move.}
>
>DoubleTopBot = 0;
>
>
>if TopBot = 0 then value1 = Choose3(LastLo[0], LastLo[1], LastLo[2], Low);
>
>If TopBot = 1 then value1 = Choose3(LastH[0], LastH[1], LastH[2], High);
>
>{This is where the error message appears stating: CANNOT IMPLICITLY CONVERT
>NUMERICAL
>TO TRUEFALSE}
>
>if TopBot=0 then begin
>if MinList(Absvalue(Low- LastLo[0]),
>Absvalue(Low- LastLo[1])), Absvalue(Low - LastLo[2]))) < Near
>* Average(TrueRange,3) and DateTojulian(Date) - DateLo [value1]
>Win and Low > Low[1] then
>DoubleTopBot = 1;
>End;
>
>If DoubleTopBot = 1 then begin If MinList(Absvalue(High - LastH[0]),
>Absvalue(High - LastH[1]), Absvalue(High - LastH[2])) < Near
>* Average(TrueRange,3) and DateTojulian(Date) - DateH[value1]
>> Win and High < High[1] then DoubleTopBot = 1;
>End;
>
>==================================================
>{ User Function DunnTrend}
>Inputs: STrnType(Numeric);
>Vars: Trend(O),ShtTrend(O),LTTrend(O);
>Vars: DnTrend(FALSE),UpTrend(FALSE);
>Vars: CurLo(999999),CurHi(-99999),CTLow(O), CTHI(O), Scale(O);
>{When the market sets both lower highs and lows we define a downtrend. An
>uptrend is when we have both higher highs and lows.}
>If STrnType = 0 then begin
>DnTrend = High <High[1] and Low < Low[1];
>UpTrend = High > High[1]and Low> Low[1];
>End;
>If STrnType = 1 then begin
>DnTrend = High < High[1] and Low < Low[1]and High[1] < High[2] and
>
>Low[1] < Low[2];
>UpTrend= High > High[1] and Low > Low[1] and High[1] > High[2] and Low[1] >
>Low[2];
>End;
>
>{ Define a short-term downtrend as when the market makes lower highs and
lows,
>confirmed when the
>market takes out the low of the current uptrend. }
> If DnTrend = True and Low <= CTLow then begin
>ShtTrend=-1;
> End;
>
>{ Define a short-term uptrend as when the market makes higher highs and
lows,
>confirmed when the
>market takes out the high of the current downtrend. }
> If UpTrend = True and High >= CTHi
>then begin
>ShtTrend= 1; end;
>
>{Keep track of current countertrend low in short-term uptrend.}
>If ShtTrend = 1 and High > CurHi and High> High[1] then begin CTLow= Low;
>End;
>
>{Keep track of current countertrend high in short-term downtrend.}
>If ShtTrend = -1 and Low < Curlo and Low < Low[1] then begin CTHi = High;
>End;
>
>{Reset current high or low in the direction of the short-term trend when
the
>trend changes.}
>If ShtTrend = 1 and ShtTrend[1] = -1 then CurHi = High;
>If ShtTrend = -1 and ShtTrend[1]
>= 1 then CurLo = Low;
>
>{Keep track of current high and low of the short-term trend move.}
> If ShtTrend = - 1 and CurLo > Low
>then CurLo = Low;
>If ShtTrend = 1 and CurHi < High then CurHi = High;
>DunnTrend = ShtTrend;
>======================================
>{function: choose3}
>Inputs: val1(numeric), val2(numeric),val3(numeric),REF(NUMERIC);
>
>If minlist(absvalue(ref-val1), absvalue(ref-val2),absvalue(ref-
>val3))=absvalue(ref-val1) then
>choose3 = 0;
>
>If minlist(absvalue(ref-val1), absvalue(ref-val2),absvalue(ref-
>val3))=absvalue(ref-val2) then
>choose3 = 1;
>
>If minlist(absvalue(ref-val1), absvalue(ref-val2),absvalue(ref-
>val3))=absvalue(ref-val3) then
>choose3 = 2;
>====================================
>{system: Dunnigan}
>
>Inputs: near(0.45),dist(6);
>
>if (doubletopbot(0,0,near,dist)=1 or
>
>doubletopbot(0,0,near,dist)[1]=1)
>
>and close < open then buy at open;
>
>if barssinceentry > 3 then exitlong at open;
>
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