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Waz, Steve:
thanks to both of you for responding; seems simple in
hindsight.
<SPAN
class=950200113-29042002>
Waz, that is
exactly why I asked the question. I am looking for other indicators to improve
an existing system. This is a way to see values of other indicators. I
have several separate systems that seem to complement each other. To see
the values of my other system indicators, I will have to create one large AFL
file with all of my custom indicators in one file, and then run your code or the
filter Steve suggested.
<SPAN
class=950200113-29042002>
Thanks
again,
<SPAN
class=950200113-29042002>
Ken
<FONT face=Tahoma
size=2>-----Original Message-----From: Listes trading
[mailto:listes.trading@xxxx]Sent: Monday, April 29, 2002 3:31
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Indicator Values at Buys
<FONT color=#800000 face=Verdana
size=2>Another solution is:
Ind
= RSI(10); // Define your indicator
<FONT color=#800000 face=Verdana
size=2>Ind_Buy_Value = iif(Buy,Ind,0);
<FONT color=#800000 face=Verdana
size=2><FONT color=#800000 face=Verdana
size=2>Ind_Short_Value = iif(Short,Ind,0);
<FONT color=#800000 face=Verdana
size=2>
<FONT color=#800000 face=Verdana
size=2>It will produce arrays with the value of
the indicator on buy/short bars and 0 elsewhere.
<FONT color=#800000 face=Verdana
size=2>You can tabulate it as stated by Steve
using :
<FONT color=#800000 face=Verdana
size=2>Filter = Ind_Buy_Value!=0 OR
Ind_Short_Value!=0;
<FONT color=#800000 face=Verdana
size=2>
<FONT color=#800000 face=Verdana
size=2>Your mail gives me a idea I want to work
on:
<FONT color=#800000 face=Verdana
size=2>create a "all-the-time-winning-system"
(something like : buy on troughs and sell on peaks)
<FONT color=#800000 face=Verdana
size=2>record the value of any indicator on the
buy/sell days
<FONT color=#800000 face=Verdana
size=2>compute statistics to identify efficient
thresholds
<FONT color=#800000 face=Verdana
size=2>A good way to test if old sayingslike
"buy when RSI is lower than 70" have some statistical
soundness.
<FONT color=#800000 face=Verdana
size=2>
<FONT color=#800000 face=Verdana
size=2>Waz
<FONT face=Tahoma
size=2>-----Original Message-----From: Steve Dugas
[mailto:sjdugas@xxxx]Sent: dimanche 28 avril 2002
23:38To: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] Indicator Values at Buys
Hi Ken,
If you set
Filter = BUY or SELL;
and then use AddColumn to add a column for each indicator,
your exploration results will contain one line for each trade signal, which
will contain the value of your indicators on that day. If the actual
trade is delayed, you can set up AddColumn as follows:
AddColumn<FONT
size=2>(Ref( Your Indicator Here, Periods To
Delay), "Header");
Is this what you were looking for?
Steve
----- Original Message -----
<BLOCKQUOTE
>
<DIV
>From:
Ken Close
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>AmiBroker List
Sent: Sunday, April 28, 2002 4:00
PM
Subject: [amibroker] Indicator Values
at Buys
Can someone suggest a method and code to record and/or
display the value ofone or more indicators when EACH Buy and Sell
occurs. This is not anexploration on any one day or number ofdays
in the past. It seems like itis a Buy/Sell system with the
desireability of recording conditions wheneach B/S occurs.
ValueWhen function requires that you specify the nth mostrecent
occurance of a "Condition". How do you record the value over
everyoccurance of the condition?RSICondition =
ValueWhen(BUY,RSI(),??????);In this case RSICondition is a scalar
and not an array, correct?How would I make it an array and find every
occurance??Help!KenYour use of
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href="">Yahoo! Terms of Service.
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href="">Yahoo! Terms of Service.
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