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once I had the essence of the trend correct in an exploration then apply filters
so a rule maybe along the lines of black impending direction change, green a buy zone
red a sell .
As you pointed out the peaks also signal the direction change .
the indicator looks tradable but would need testing to confirm
So I guess what I'm asking is has anyone coded a exploration to suit this indicator so a more extensive backtest can be completed ?
HMM maybe this should be posted in the new ts group
Thanks David
----- Original Message -----
From: server not recognized
To: amibroker@xxxxxxxxxxxxxxx
Sent: Friday, October 05, 2001 9:01 AM
Subject: Re: [amibroker] Winning Systems
David,
Why are you delaying your signals so much by using <>0? Have a look, its the peak or reversal that is your friend. It should put you on high alert.z<ref(z,-1)>ref(z,-2). Assuming EOD then act using the previous day's (i.e z) low to sell , and its high as a stop if declining and vice versa whenentering today (which would be z+1). This will get you in at least on avarage a day earlier.
The system is an in the market always approach, so you may like to add some rules that trim this back for safety.
P
----- Original Message -----
From: David Holzgrefe
To: amibroker@xxxxxxxxxxxxxxx
Sent: Friday, October 05, 2001 7:50 AM
Subject: Re: [amibroker] Winning Systems
Thanks Tom
I was thinking more along the lines of an exploration code
to create buy sell signals for backtesting.
I tried this thinking it would capture the movements but it seem to give false signals that done appear correct compared to chart .
maybe I have read the signal wrong ?
Buy = CCI() > 0 ;
Sell = CCI() < 0 ;
Buy = ExRem( Buy, Sell );
Sell = ExRem( Sell, Buy );
Thanks David
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<DIV><FONT face=Arial size=2>Thanks P </FONT></DIV>
<DIV><FONT face=Arial size=2>I see what you mean and looking at the signal from
the indicator that Tom posted it seem very clear visually that if the bars are
black its trending green upward and red downward .</FONT></DIV>
<DIV><FONT face=Arial size=2>I was trying to capture that thought in an
exploration </FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>once I had the essence of the trend correct in an
exploration then apply filters</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>so a rule maybe along the lines of black impending
direction change, green a buy zone </FONT></DIV>
<DIV><FONT face=Arial size=2>red a sell .</FONT> </DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>As you pointed out the peaks also signal the
direction change .</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>the indicator looks tradable but would
need testing to confirm </FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>So I guess what I'm asking is has anyone coded a
exploration to suit this indicator so a more extensive backtest can be completed
?</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>HMM maybe this should be posted in the newts group
</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Thanks David </FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2><IMG alt="" hspace=0
src="cid:007b01c14d2b$922f7240$2f2dfea9@xxxx"; align=baseline
border=0></FONT> </DIV>
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
<A title=winchp@xxxx href="mailto:winchp@xxxx";>server
not recognized</A> </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A title=amibroker@xxxxxxxxxx
href="mailto:amibroker@xxxxxxxxxxxxxxx";>amibroker@xxxxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Friday, October 05, 2001 9:01
AM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> Re: [amibroker] Winning
Systems</DIV>
<DIV><BR></DIV>
<DIV><FONT face=Arial size=2>David, </FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Why are you delaying your signals so much by
using <>0? Have a look, its the peak or reversal that is your
friend. It should put you on high alert.
z<ref(z,-1)>ref(z,-2). Assuming EOD then act using the previous
day's (i.e z) low to sell , and its high as a stop if declining and vice
versa when entering today (which would be z+1). This will get you in at
least on avarage a day earlier.</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>The system is an in the market always approach,
so you may like to add some rules that trim this back for safety.</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>P</FONT></DIV>
<DIV></DIV>
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
<A title=dtholz@xxxx href="mailto:dtholz@xxxx";>David
Holzgrefe</A> </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A title=amibroker@xxxxxxxxxxxx
href="mailto:amibroker@xxxxxxxxxxxxxxx";>amibroker@xxxxxxxxxxxxxxx</A></DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Friday, October 05, 2001 7:50
AM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> Re: [amibroker] Winning
Systems</DIV>
<DIV><BR></DIV>
<DIV><FONT face=Arial size=2>Thanks Tom </FONT></DIV>
<DIV><FONT face=Arial size=2>I was thinking more along the lines ofan
exploration code </FONT></DIV>
<DIV><FONT face=Arial size=2>to create buy sell signals for
backtesting.</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>I tried this thinking it would capturethe
movements but it seem to give false signals that done appear correct
compared to chart .</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>maybe I have read the signal wrong
?</FONT></DIV>
<DIV> </DIV>
<DIV><B><FONT face="Courier New" size=2>
<P>Buy</B> = </FONT><FONT face="Courier New" color=#0000ff
size=2>CCI</FONT><FONT face="Courier New" size=2>() > </FONT><FONT
face="Courier New" color=#ff00ff size=2>0</FONT><FONT face="Courier New"
size=2> ;</P><B>
<P>Sell</B> = </FONT><FONT face="Courier New" color=#0000ff
size=2>CCI</FONT><FONT face="Courier New" size=2>() < </FONT><FONT
face="Courier New" color=#ff00ff size=2>0</FONT><FONT face="Courier New"
size=2> ;</P><B>
<P>Buy</B> = </FONT><FONT face="Courier New" color=#0000ff
size=2>ExRem</FONT><FONT face="Courier New" size=2>( <B>Buy</B>, <B>Sell</B>
);</P><B>
<P>Sell</B> = </FONT><FONT face="Courier New" color=#0000ff
size=2>ExRem</FONT><FONT face="Courier New" size=2>( <B>Sell</B>,<B>Buy</B>
);</P></FONT></DIV>
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Thanks
David</FONT></DIV></BLOCKQUOTE><BR><BR><TT>Your use of Yahoo! Groups is
subject to the <A href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of
Service</A>.</TT> <BR></BLOCKQUOTE><BR><BR><TT>Your
use of Yahoo! Groups is subject to the <A
href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service</A>.</TT>
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