|
PureBytes Links
Trading Reference Links
|
Ara,
Thanks, I used the peakbars(c,...) in place of the barssince(s) and
it is now working, just need to figure out how to make money with it
now, thats the easy part :-)
Thanks again
wdbaker
--- In amibroker@xxxx, "akaloustian" <ara1@xxxx> wrote:
> BarsSince(s) does not spefify an event. S is a value so BarsSince
(s)
> does not have a good reference to start from.
>
> Try Bars = Peakbars(Close,...) same patameters you had for s=Peak
> (...), then
>
> use Bars the way you want to..
>
> Ara
> --- In amibroker@xxxx, "wdbaker8" <wdbaker8@xxxx> wrote:
> > Graham,
> > Not sure how that is supposed to be, I tried it though in the 3
> > barssince() that I am using and still returned no results.
> >
> > Thanks
> > wdbaker
> > --- In amibroker@xxxx, kaveman <kavemanperth@xxxx> wrote:
> > > Shouldn't Barssince(s) be Barssince(S==1)
> > > Graham
> > >
> > > ----- Original Message -----
> > > From: "wdbaker8" <wdbaker8@xxxx>
> > > Date: Monday, October 21, 2002 11:41 am
> > > Subject: [amibroker] Re: Trendline, in over my head
> > >
> > > > <html><body>
> > > >
> > > >
> > > > <tt>
> > > > Ara,
> > > >
> > > > I checked the filter, it is ok, the problem is the barssince()
> > > >
> > > > When I replace barssince() with an actual value it works
fine,
> > but
> > > > I
> > > >
> > > > need the value to vary, thats why I was trying to use the
> > > > barssince
> > > >
> > > > so that it would give me varying counts to divide by. Here
is
> an
> > > >
> > > > example of what did work, maybe someone knows of a different
> > > > function
> > > >
> > > > to use other than barssince or a different way to use it.
> > > >
> > > > Below you can see that I removed the (BarsSince(s)-BarsSince
> (t))
> > > > and
> > > >
> > > > placed a 10 there. Same with the one below it. Trying to
> > calculate
> > > >
> > > > the slope as it changes.
> > > >
> > > >
> > > >
> > > > Thanks
> > > >
> > > > wdbaker
> > > >
> > > > Example that worked:
> > > >
> > > > Filter=TimeNum()>080000 AND TimeNum()<=150000;
> > > >
> > > > PositionSize=2500;
> > > >
> > > > s=Peak(Close,.01,3);
> > > >
> > > > t=Peak(Close,.01,2);
> > > >
> > > >
> > > >
> > > > slope=(t-s)/10;//(BarsSince(s)-BarsSince(t));//
> > > >
> > > > slope2=(C-s)/16;//BarsSince(s);
> > > >
> > > > test1=slope2<slope and s>t;
> > > >
> > > > Buy=Filter AND test1;
> > > >
> > > > Sell=TimeNum()>150000;
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > Short=0;//Filter AND test2;
> > > >
> > > > Cover=0;//test4 OR TimeNum()>150000;
> > > >
> > > >
> > > >
> > > > --- In amibroker@xxxx, "akaloustian" <ara1@xxxx
wrote:
> > > >
> > > > > Not sure, but the word "Filter" may be used
> > > > improperly because it's
> > > >
> > > > a
> > > >
> > > > > reserved word, so Buy = Filter and ... may be a problem.
> > Just
> > > > pick
> > > >
> > > > > any other word.
> > > >
> > > > >
> > > >
> > > > > Ara
> > > >
> > > > >
> > > >
> > > > > --- In amibroker@xxxx, "wdbaker8"
> > > > <wdbaker8@xxxx wrote:
> > > >
> > > > > > Ara,
> > > >
> > > > > > thanks, you are correct, I have changed this below.
> > > >
> > > > > > It still doesn't produce any results on a backtest
> > though,
> > > >
> > > > > > so still looking for more ideas. If I can get it to
> > > > produce any
> > > >
> > > > > > results, then I can look at that and work from
there.
> > > >
> > > > > >
> > > >
> > > > > > thanks
> > > >
> > > > > > wdbaker
> > > >
> > > > > > Filter=TimeNum()>=080000 AND TimeNum()<=150000;
> > > >
> > > > > > PositionSize=2500;
> > > >
> > > > > > s=Peak(Close,.01,3);
> > > >
> > > > > > t=Peak(Close,.01,2);
> > > >
> > > > > > slope=(t-s)/(BarsSince(s)-BarsSince(t));
> > > >
> > > > > > slope2=(C-s)/BarsSince(s);
> > > >
> > > > > > test1=slope2<slope AND s>t;
> > > >
> > > > > > Buy=Filter AND test1;
> > > >
> > > > > > Sell=TimeNum()>150000;
> > > >
> > > > > >
> > > >
> > > > > > Short=0;
> > > >
> > > > > > Cover=0;
> > > >
> > > > > > --- In amibroker@xxxx, "akaloustian"
> > > > <ara1@xxxx wrote:
> > > >
> > > > > > > Seems like C is generally less than s or t,
> since
> > s
> > > > and t are
> > > >
> > > > > > defined
> > > >
> > > > > > > as peaks, so slope2 will generally be less
than
> > slope.
> > > >
> > > > > > >
> > > >
> > > > > > > You may find some otherwise if you use a
sizable
> > > > data set.
> > > >
> > > > > > >
> > > >
> > > > > > > Suggest you plot the zig-zag function to see
> where
> > > > the peaks
> > > >
> > > > are
> > > >
> > > > > to
> > > >
> > > > > > > get a feel for what is going on...
> > > >
> > > > > > >
> > > >
> > > > > > > Ara
> > > >
> > > > > > >
> > > >
> > > > > > > --- In amibroker@xxxx, "wdbaker8"
> > > > <wdbaker8@xxxx wrote:
> > > >
> > > > > > > > All,
> > > >
> > > > > > > > Attempting to figure out how to use the
> slope
> > > > between two
> > > >
> > > > past
> > > >
> > > > > > > points
> > > >
> > > > > > > > and then buy when the slope between the
> > > > farthest point and
> > > >
> > > > the
> > > >
> > > > > > > > current close becomes less than the slope
> > > > between the
> > > >
> > > > original
> > > >
> > > > > > two
> > > >
> > > > > > > > points, I'm not getting any errors, just
> not
> > > > getting anything
> > > >
> > > > > at
> > > >
> > > > > > > > all. Thought maybe there was an obvious
> > problem.
> > > >
> > > > > > > >
> > > >
> > > > > > > > Thanks for reviewing this and before you
> ask,
> > > >
> > > > > > > > I never finished high school so the slope
> > > > equations etc...
> > > >
> > > > > could
> > > >
> > > > > > be
> > > >
> > > > > > > > wrong.
> > > >
> > > > > > > >
> > > >
> > > > > > > > Thanks
> > > >
> > > > > > > > Bill Baker
> > > >
> > > > > > > > Filter=TimeNum()>=080000 AND
> > > > TimeNum()<=150000;
> > > >
> > > > > > > > PositionSize=2500;
> > > >
> > > > > > > > s=Peak(Close,.01,3);
> > > >
> > > > > > > > t=Peak(Close,.01,2);
> > > >
> > > > > > > >
> > > >
> > > > > > > > slope=(t-s)/(BarsSince(s)-BarsSince(t));
> > > >
> > > > > > > > slope2=(C-s)/BarsSince(s);
> > > >
> > > > > > > > test1=slope2>slope AND s>t;
> > > >
> > > > > > > > Buy=Filter AND test1;
> > > >
> > > > > > > > Sell=TimeNum()>150000;
> > > >
> > > > > > > >
> > > >
> > > > > > > >
> > > >
> > > > > > > > Short=0;
> > > >
> > > > > > > > Cover=0;
> > > >
> > > >
> > > >
> > > > </tt>
> > > >
> > > >
> > > >
> > > >
> > > > <!-- |**|begin egp html banner|**| -->
> > > >
> > > > <table border=0 cellspacing=0 cellpadding=2>
> > > > <tr bgcolor=#FFFFCC>
> > > > <td align=center><font size="-1" color=#003399><b>Yahoo!
Groups
> > > > Sponsor</b></font></td></tr>
> > > > <tr bgcolor=#FFFFFF>
> > > > <td align=center width=470><table border=0 cellpadding=0
> > > > cellspacing=0><tr><td align=center><font face=arial
> > > > size=-2>ADVERTISEMENT</font>
> > > > <img
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > >
> >
>
src="http://ad.doubleclick.net/ad/N879.ameritrade.yahoo/B1054521.11;sz
> > =300x250;adc=ZHS;ord=1035171718?"
> > > alt="" width="300"
> > > height="250"border="0"></td></tr></table></td></tr><tr><td><img
> > alt=""
> > > width=1 height=1
> > > src="http://us.adserver.yahoo.com/l?
> >
>
M=219695.2310151.3725769.1980433/D=egroupmail/S=:HM/A=1226184/rand=899
> > 086985"></td></tr></table><!--
> > > |**|end egp html banner|**| -->
> > > >
> > > > <tt>
> > > > Post AmiQuote-related messages ONLY to: amiquote@xxxx
> > > >
> > > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > >
> > > >
> > > >
> > > > Check group FAQ at:
> > > >
http://groups.yahoo.com/group/amibroker/files/groupfaq.html</tt>
> > > >
> > > >
> > > >
> > > >
> > > > <tt>Your use of Yahoo! Groups is subject to the Yahoo! Terms
of
> > > > Service.</tt></br>
> > > >
> > > > </body></html>
> > > >
> > > >
> > >
> > > ----------------
> > > Powered by telstra.com
|