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Re: [amibroker] Re: Could someone point in the right direction...



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You are welcome Tony. Thanks for the code!

Steve

----- Original Message ----- 
From: "Tony" <talcamo@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, September 25, 2007 11:52 PM
Subject: [amibroker] Re: Could someone point in the right direction...


> 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:
> 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
 
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