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Delighted to my Doji Sandwich has possibilities on other instruments. If
anyone can advance the cause on the .ELA front, that will be very good. I
am still playing with the tolerances I have in the code I have been given
and will report accordingly.
As anyone can see, a DS can be spotted pretty easily, but it is much more a
question of where and what to do with it, etc that counts. The concept is
different for the position and day trader, as of course it always is!
Anyway, great that some of the mathematicians on the list might have a crack
at it. I'll look forward to seeing the results. But if it gets tool
complicated I suspect the virtue will be lost...
Bill Eykyn
www.t-bondtrader.com
"Learn to read the tape"
----- Original Message -----
From: "BobR" <bobrabcd@xxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Monday, May 15, 2000 11:32 AM
Subject: [RT] GEN - DOJI code
> Some posts have been made lately by T-bond trader on doji sandwiches. The
> code below may or may not have any resemblance to that used on his charts
> for showme's. The code below is one possible way to approach the concept.
> It has three modes for experimentation. All modes plot on a user defined
> tolerance as a percentage of the doji body with respect to the bar's
> range(standard code in omega doji function). Mode(0) plots the doji
without
> respect to either bar before or after the doji. Mode(1) plots the "yellow
> setup" doji when it is sandwiched by the bar to its left. Mode(2) plots
> the setup doji and the red/green trigger doji when it also sandwiches the
> doji. It looks like a respectable system could be made from such code by
> adding some stops. Critiques encouraged, recoding encouraged. Clyde, go
> for it and make it fly.
>
> BobRoeske
>
> {offset is the point distance above the high or below the low to plot the
> showme. Mode(0) plots only the Doji without respect to either the bar
before
> or after it. Mode(1) plots the doji showme when within the range of the
> previous bar. Mode(2) plots the show me when sandwiched by the bar before
> and the bar after the doji. Tolernce sets the sensitivity of the doji
body
> with respect to the H and L of the doji bar}
>
> Inputs: Tolernce(25), offset1(1),Mode(0);
>
> If Mode = 0 then begin
> Condition1 =( Open = Close or AbsValue(Open-Close) <= Range *
> (Tolernce/100)); {plot1(doji),Mode0}
> If condition1=true then
> Plot1(High+offset1,"DojiH"); {yellow}
> end;
>
> If Mode=1 then begin
> Condition1 =( Open = Close or AbsValue(Open-Close) <= Range *
> (Tolernce/100)); {plot1(doji),Mode0}
> Condition2 = open<H[1] and open>L[1] and close<H[1] and close>L[1];
{Mode1}
> If condition1=true and condition2=true then
> Plot1(High+offset1,"DojiH");
> end;
>
> If Mode=2 then begin
> Condition1 =( Open[1] = Close[1] or AbsValue(Open[1]-Close[1]) <= Range[1]
*
> (Tolernce/100)); {plot1(doji),Mode0}
> Condition2 = open[1]<H[2] and open[1]>L[2] and close[1]<H[2] and
> close[1]>L[2]; {Mode1}
> Condition3 = H>open[1] and H>close[1] and L<open[1] and L<close[1];
> Condition4 = (H+L+C)/3>(H[1]+L[1]+C[1])/3;
> Condition5 = (H+L+C)/3<(H[1]+L[1]+C[1])/3;
> If condition1=true and condition2=true and condition3=true then
> Plot1[1](High[1]+offset1,"DojiH"); {yellow}
> If condition1=true and condition2=true and condition3=true and
> condition4=true then
> Plot2(Low-offset1,"DojiL"); {continuation up doji}
> If condition1=true and condition2=true and condition3=true and
> condition5=true then
> Plot3(High+offset1,"DojiH"); {continuation down doji}
> end;
>
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