Re: [RT] duffy pivot channel - Clyde's Version

["Clyde Lee\(SBCY\)" <clydelee@xxxxxxxxxx>]

As you can see this is STANDARD Omega/Tradestation codes.

Don't know what you did to your library but you had better check it out!!!!

You might look to see if you have HighD_2k/LowD_2k which do the
same thing but work better.  These are original TS4 forward functions.

Clyde



{*******************************************************************
Description: High of Day
Provided By: Omega Research, Inc. (c) Copyright 1999
********************************************************************}

Inputs: DaysAgo(Numeric);
Variables: Day1Done(0);
Array: HighArray[50](-1);

If DataCompression < 2 Then Begin
 If Date > Date[1]  Then Begin
  Day1Done = Day1Done + 1;
  For Value1 = 50 DownTo 1 Begin
   HighArray[Value1] = HighArray[Value1-1];
  End;
  HighArray[0] = High;
 End;
 If Day1Done>0 AND High > HighArray[0] Then
  HighArray[0] = High;
 If DaysAgo <= 50 Then
  HighD = HighArray[DaysAgo];
End;

{Forcing the function to series}
Value1 = HighD[1];




{*******************************************************************
Description: Low of Day
Provided By: Omega Research, Inc. (c) Copyright 1999
********************************************************************}

Inputs: DaysAgo(Numeric);
Array: LowArray[50](-1);

If  DataCompression < 2 Then Begin
 If Date > Date[1] Then Begin
  For Value1 = 50 DownTo 1 Begin
   LowArray[Value1] = LowArray[Value1 - 1];
  End;
  LowArray[0] = Low;
 End;

 If Low < LowArray[0] Then
  LowArray[0] = Low;

 If DaysAgo <= 50 Then
  LowD = LowArray[DaysAgo];
End;

{Forcing the function To series}
Value1 = LowD[1];





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Clyde Lee   Chairman/CEO          (Home of SwingMachine)
SYTECH Corporation          email: clydelee@xxxxxxxxxxxx
7910 Westglen, Suite 105       Office:    (713) 783-9540
Houston,  TX  77063               Fax:    (713) 783-1092
Details at:                      www.theswingmachine.com
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----- Original Message -----
From: "laci_eli" <leslie.george@xxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Friday, April 25, 2003 1:16 PM
Subject: Re: [RT] duffy pivot channel - Clyde's Version


> In Clyde's version of Duffy Channels there's some code (HighD, LowD,
> and CloseD) that won't verify in TS2Ki, I take it it's TS6-7 code. Is
> there anyway around it?
> TIA, this is very interesting.
>
>
>
>
> --- In realtraders@xxxxxxxxxxxxxxx, "BobR" <bobrabcd@xxxx> wrote:
> > OK, will it or won't it generate a duffy pivot channel buy?
> Attached code has the original duffy channels and some modified by
> Clyde Lee in {braces} below the original.  Switch the braces if you
> want to try Clyde's version.
> > Last post today.
> >
> > bobr
> >   ----- Original Message -----
> >   From: BobR
> >   To: realtraders@xxxxxxxxxxxxxxx
> >   Sent: Friday, April 25, 2003 8:07 AM
> >   Subject: [RT] duffy pivot channel
> >
> >
> >   and if you want an almost no brainer try the duffy pivot channel
> code posted
> >   a few weeks back.  i don't think i've seen a better set of price
> channels.
> >
> >   bobr
> .
>
>
>
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>
>
>
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>
>



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