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Steve,
I wanted to thank you again for your help...
I was able to achieve what i was looking to do using your second
suggestion. If you would like to take a look at my finished
exploration you are welcome. It provides a list of stocks still in an
uptrend or down trend based on the Trading Chaos theory of the
alligator. These returned tickers are trending and we are able to
take additional positions when the stock breaks thru the fractal.
I particularly like the number of days column ( which can be sorted )
to tell how many days the 3 moving averages on in an uptrend.
The only flaw remaining to correct is stocks that have been trading
in the same range ( within 50cents) for long time. which i am still
working on to correct...
Thank you kindly for your help... it was invaluable.
Best regards,
Tony Alcamo
// exploration adapted on Trading Chaos Theory by Bill Williams
A=((H+L)/2);
VolAvg = MA( V, 30 );
VolumeIdx = V / VolAvg;
AlligatorBlue =Ref(Wilders(A,13),-8);
AlligatorRed =Ref(Wilders(A,8),-5);
AlligatorGreen=Ref(Wilders(A,5),-3);
INTRENDbullish =IIf( AlligatorGreen > AlligatorRed AND
AlligatorGreen > AlligatorBlue AND AlligatorRed >
AlligatorBlue ,1, 0);
NotinTrendBullish = NOT INTRENDbullish ;
BullishTrendBars = BarsSince( NotInTrendBullish );
INTRENDbearish=IIf( AlligatorRed > AlligatorGreen AND
AlligatorBlue > AlligatorGreen AND AlligatorBlue >
AlligatorRed ,1, 0);
NotinTrendBearish = NOT INTRENDbearish ;
BearishTrendBars = BarsSince( NotInTrendBearish );
h52w =HHV(C,225);
Off52wh =(HHV(C,225) - Close)/HHV(C,225) ;
l52w =LLV(C,225);
Off52wl =(Close-LLV(C,225))/LLV(C,225) ;
Filter = (C > 10 AND BullishTrendBars >=1 ) OR (C >15 AND
BearishTrendBars >=1);
AddTextColumn( IndustryID( 1 ) , "Industry name" );
AddColumn ( Off52wh , "Off52WeekHigh" );
AddColumn ( BullishTrendBars , "BullishDays " ,1);
AddColumn (
h52w , "52WeekHigh" ,1.2,colorDefault,IIf( Close==HHV
(C,225), colorGreen, IIf( off52wh < 0.10, colorYellow,
colorDefault )));
AddColumn ( Close , "Close" );
AddColumn ( BearishTrendBars , "BearishDays " ,1);
AddColumn (
l52w , "52WeekLow" ,1.2,colorDefault,IIf( Close==LLV
(C,225), colorRed, IIf( off52wl < 0.10, colorOrange,
colorDefault )));
AddColumn ( Off52wl , "Off52WeekLow" );
AddColumn (
VolumeIDX , "VolumeIDX" ,1.2,colorDefault,IIf(
VolumeIDX >1.5, colorGreen, colorDefault ) );
AddColumn (
Volume , "Volume" ,1 ,colorDefault,IIf( Volume
>500000, colorGreen, IIf( Volume > 250000, colorYellow,
colorRed) ) );
// end of exploration
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>
> Tony - 2nd arg of For Loop means to continue looping *while* the
condition
> is true, not *until* it is true. You have initialized Stop to zero
but then
> told the Loop to keep looping as long as Stop >0. You should
change the ">"
> to "==" ( 2 equal signs ), *but*...
>
> Now that I have looked closer at your code, it is also wrong that
you are
> using array-based IIF inside the loop - to walk the arrays, you
should be
> using IF ( non-array ) and [] subscripts to check each element one
at a
> time. It is usually easier to just use array-based AFL - does the
code I
> gave you yesterday work?
>
> Steve
>
> ----- Original Message -----
> From: "Tony" <talcamo@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, September 23, 2007 1:34 AM
> Subject: [amibroker] Re: Could someone point in the right
direction...
>
>
> > Steve,
> > Thank you for your response.
> > I tried changing the 2nd argument to a test (but it still does not
> > work (see below). I still get the same results. Any suggestions?
> >
> > I will explore your second option.
> > Thank you.
> >
> > Tony
> >
> >
> >
> > CheckAlligator = 0;
> > stop =0;
> > NumberOfDays =0;
> > for ( i=-1; stop > 0 ; i--)
> > {
> >
> > CheckAlligator =IIf( Ref(AlligatorGreen,i) > Ref(AlligatorRed,i)
AND
> > Ref(AlligatorGreen,i) > Ref(AlligatorBlue, i) AND
> > Ref(AlligatorRed,i) > Ref(AlligatorBlue, i) ,1, 0);
> >
> > // if in uptrend increment the NumberOfDays variable
> > if (CheckAlligator == 1 )
> > NumberOfDays = 1 + NumberOfDays;
> > else
> > stop = 1;
> >
> > }// end for loop
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@> wrote:
> >>
> >>
> >> Hi - In 2nd arg of for loop header, you are assigning a value of
> > zero
> >> instead of testing for it, so I am guessing the expression
returns
> > zero and
> >> so is never true. Might be easier to do this without a loop,
> > something
> >> like...
> >>
> >> InTrend = AlligatorGreen > AlligatorRed AND AlligatorRed >
> > AlligatorBlue;
> >> NotInTrend = NOT InTrend;
> >> TrendBars = BarsSince( NotInTrend );
> >>
> >>
> >> Steve
> >>
> >> ----- Original Message -----
> >> From: "Tony" <talcamo@>
> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> Sent: Saturday, September 22, 2007 10:26 PM
> >> Subject: [amibroker] Could someone point in the right
direction...
> >>
> >>
> >> > Hi,
> >> >
> >> > I am trying to write an exploration to loop back thru 3 arrays
to
> >> > confirm how many days ago there was a crossover of the 3 moving
> >> > averages defined below. This is related the the Bill Williams
> > Chaos
> >> > Theory ( the alligator). Once the exploration is executed I
would
> > be
> >> > able to see which stocks are still in an uptrend and have been
in
> > an
> >> > uptrend for the longest time.
> >> >
> >> > However in my current formula, the for loop drops out on the
very
> >> > first pass. I cannot figure out why. It never adds anything to
the
> >> > NumberOfDays variable.
> >> >
> >> > I am certain the checkAlligator formula is correct as i tested
it
> >> > manually. I just added the ref() and the index counter for my
> >> > formula, so it could loop back through the data.
> >> >
> >> > I would be gratefully if someone could explain to me what i a
> > doing
> >> > incorrectly? or point me in the correct direction.
> >> >
> >> > Thank you kindly in advance...
> >> >
> >> > Regards,
> >> >
> >> > Tony
> >> >
> >> >
> >> > A=((H+L)/2);
> >> >
> >> > AlligatorBlue=Ref(Wilders(A,13),-8);
> >> > AlligatorRed=Ref(Wilders(A,8),-5);
> >> > AlligatorGreen=Ref(Wilders(A,5),-3);
> >> > CheckAlligator = 0;
> >> > NumberOfDays =0;
> >> > for ( i=-1; stop = 0 ; i--)
> >> > {
> >> >
> >> > CheckAlligator =IIf( Ref(AlligatorGreen,i) > Ref
(AlligatorRed,i)
> > AND
> >> > Ref(AlligatorGreen,i) > Ref(AlligatorBlue, i)
> > AND
> >> > Ref(AlligatorRed,i) > Ref(AlligatorBlue,
i) ,1,
> > 0);
> >> >
> >> > // if in uptrend increment the NumberOfDays variable
> >> > if (CheckAlligator == 1 )
> >> > NumberOfDays = 1 + NumberOfDays;
> >> > else
> >> > stop = 1;
> >> >
> >> > }// end for loop
> >> >
> >> > Filter = C > 1;
> >> > AddColumn(i , "index ");
> >> > AddColumn(Checkalligator , "Checkalligator");
> >> > AddColumn(NumberOfDays , "NumberOfDays ");
> >> > AddColumn(Close , "Close");
> >> > AddColumn(AlligatorGreen, "AlligatorGreen");
> >> > AddColumn(AlligatorRed, "AlligatorRed");
> >> > AddColumn(AlligatorBlue, "AlligatorBlue");
> >> >
> >> >
> >> >
> >> > Please note that this group is for discussion between users
only.
> >> >
> >> > To get support from AmiBroker please send an e-mail directly to
> >> > SUPPORT {at} amibroker.com
> >> >
> >> > For NEW RELEASE ANNOUNCEMENTS and other news always check
DEVLOG:
> >> > http://www.amibroker.com/devlog/
> >> >
> >> > For other support material please check also:
> >> > http://www.amibroker.com/support.html
> >> >
> >> > Yahoo! Groups Links
> >> >
> >> >
> >> >
> >> >
> >>
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
>
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
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