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--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxx> wrote:
>
Graham,
When I run this on my full market database I rarely get anything above
30%...any ideas as to what might be the problem?
> To anyone interested here are some revised codes for the BPI
> 3 files are pasted below
> 1st is for producing the composite ticker
> 2nd for plotting the line chart of BPI
> 3rd for plotting P&F chart of BPI
>
> //#######################################
> // BPI FILE 1
> //######################################
> // Bullish Percent Index
> // Buy Signals generated via P&F
> // Graham Kavanagh 09 Jul 2004
> // Select your group of stocks and run Scan in AA window
>
>
> SetBarsRequired(100000,100000);
>
>
> function ToBox( Price )
> {
> Boxes =
> Min( Price, 0.25 )/0.0625 +
> Max( ( Min( Price, 1 )-0.25 ) ,0 )/0.125 +
> Max( ( Min( Price, 5 )-1 ) ,0 )/0.25 +
> Max( ( Min( Price, 20 )-5 ) ,0 )/0.5 +
> Max( ( Min( Price, 100 )-20 ) ,0 )/1 +
> Max( ( Min( Price, 200 )-100 ) ,0 )/2 +
> Max( ( Min( Price, 500 )-200 ) ,0 )/4 +
> Max( ( Min( Price, 1000 )-500 ) ,0 )/5 +
> Max( ( Min( Price, 25000 )-1000 ) ,0 )/50 +
> Max( ( Price-25000 ) ,0 )/500 ;
>
> return Boxes;
> }
>
> // round boxes down for High and up for Low
> Lx = ceil(ToBox(L));
> Hx = floor(ToBox(H));
>
> // set variable values for locating peak/troughs of columns
> Bar = BarIndex();
> BarDate = DateNum();
> BarTurn = 0;
> DateTurn = 0;
> DateEnd = 0;
> BarEnd = 0;
> fall = 1;
> rise = 0;
>
> PFC[0] = Lx[0];
>
> reverse = 3;
> dirn = -1; // -1=down, 1=up
>
> for( i = 1; i < BarCount; i++ )
> {
> if( Lx[i]<=(PFC[i-1]-1) && V[i]>0 && dirn==-1) //continue down
> {
> PFC[i] = Lx[i];
> DateEnd[i] = BarDate[i];
> BarEnd[i] = Bar[i];
> fall[i] = 1;
> rise[i] = 0;
> }
> else
> {
> if( Hx[i]>=(PFC[i-1]+Reverse) && Lx[i]>PFC[i-1] && V[i]>0 && dirn==-1)
> //Change direction to up
> {
> dirn = 1;
> PFC[i] = Hx[i];
> BarTurn[i] = Bar[i];
> DateTurn[i] = BarDate[i];
> DateEnd[i] = BarDate[i];
> BarEnd[i] = Bar[i];
> fall[i] = 0;
> rise[i] = 1;
> }
> else
> {
> if( Hx[i]>=(PFC[i-1]+1) && V[i]>0 && dirn==1) //Continue up
> {
> PFC[i] = Hx[i];
> DateEnd[i] = BarDate[i];
> BarEnd[i] = Bar[i];
> fall[i] = 0;
> rise[i] = 1;
> }
> else
> {
> if( Lx[i]<=(PFC[i-1]-Reverse) && Hx[i]<PFC[i-1] && V[i]>0 &&
dirn==1)
> //Change direction to down
> {
> dirn = -1;
> PFC[i] = Lx[i];
> BarTurn[i] = Bar[i];
> DateTurn[i] = BarDate[i];
> DateEnd[i] = BarDate[i];
> BarEnd[i] = Bar[i];
> fall[i] = 1;
> rise[i] = 0;
> }
> else
> {
> PFC[i] = PFC[i-1];
> rise[i] = rise[i-1];
> fall[i] = fall[i-1];
> }
> }
> }
> }
> }
>
>
> //Convert boxes to prices for check plotting
>
> b1=0 + 0.25 / 0.0625;
> b2=b1 + (1-0.25) / 0.125;
> b3=b2 + (5-1) / 0.25;
> b4=b3 + (20-5) / 0.5;
> b5=b4 + (100-20) / 1;
> b6=b5 + (200-100) / 2;
> b7=b6 + (500-200) / 4;
> b8=b7 + (1000-500) / 5;
> b9=b8 + (25000-100) / 50;
>
>
> function ToPrice( Value )
> {
> Price =
> Min( Value, b1 ) * 0.0625 +
> Min( Max( Value-b1, 0 ), b2-b1 ) * 0.125 +
> Min( Max( Value-b2, 0 ), b3-b2 ) * 0.25 +
> Min( Max( Value-b3, 0 ), b4-b3 ) * 0.5 +
> Min( Max( Value-b4, 0 ), b5-b4 ) * 1 +
> Min( Max( Value-b5, 0 ), b6-b5 ) * 2 +
> Min( Max( Value-b6, 0 ), b7-b6 ) * 4 +
> Min( Max( Value-b7, 0 ), b8-b7 ) * 5 +
> Min( Max( Value-b8, 0 ), b9-b8 ) * 50 +
> Max( Value-b9, 0 ) * 500 ;
>
> return Price;
> }
>
> bullsig = PFC > ValueWhen( rise AND Ref(fall,1), PFC ) AND rise;
>
> Buy=1;
> AddToComposite( bullsig, "~BullPercent", "C" );
> AddToComposite( 1, "~BullPercent", "V" );
>
>
> //#######################################
> // BPI FILE 2
> //######################################
> // Bullish Percent Index Chart - Line
> // Graham Kavanagh 09 Jul 2004
>
>
> BPI = Foreign( "~BullPercent", "C" )/Foreign( "~BullPercent", "V"
)*100;
>
> Plot( BPI, "BPI", colorRed, styleLine );
>
> GraphXSpace=5;
>
> Title = Name() + " " + Date() + ": BPI Line Chart, BPI = "+
WriteVal(BPI,1)
> + "% : Number of Stocks = " + Foreign( "~BullPercent", "V" ) + " :
Number of
> Bull Signals = " + Foreign( "~BullPercent", "C" );
>
> Plot(30, "", colorGreen, styleLine);
> Plot(70, "", colorGreen, styleLine);
> Plot(100, "", colorWhite, styleNoLine);
> Plot(0, "", colorWhite, styleNoLine);
>
> //#######################################
> // BPI FILE 3
> //######################################
>
> // Bullish Percent Index Chart - P&F
> // Graham Kavanagh 09 Jul 2004
>
>
> SetBarsRequired(100000,100000);
>
> box = 2;
> reverse = 3;
>
> CX = Foreign( "~BullPercent", "C" )/Foreign( "~BullPercent", "V" )*100;
> CF = ceil(Cx/box);
> CR = floor(Cx/box);
>
> Bar = BarIndex();
> BarDate = DateNum();
> BarTurn = 0;
> DateTurn = 0;
> DateEnd = 0;
> BarEnd = 0;
>
> // initialize first element
> j = 0;
> PFC[j] = CF[0];
> PFO[j] = CF[0] + 1;
>
> down = 1; // By default the first bar is a down bar.
> up = 0;
>
> // perform the loop that produces PF Chart
> for( i = 1; i < BarCount; i++ )
> {
> if( CX[i] <= PFC[j] - 1 && down) //continue down
> {
> PFC[j] = CF[i];
> PFO[j] = CF[i] + 1;
> DateEnd[j] = BarDate[i];
> BarEnd[j] = Bar[i];
> }
> else
> {
> if( CX[i] >= PFC[j] + Reverse && down) //Change direction to up
> {
> j++;
> up = 1;
> down = 0;
> PFC[j] = CR[i];
> PFO[j] = CR[i] - 1;
> BarTurn[j] = Bar[i];
> DateTurn[j] = BarDate[i];
> DateEnd[j] = BarDate[i];
> BarEnd[j] = Bar[i];
> }
> else
> {
> if( CX[i] >= PFC[j] + 1 && up) //Continue up
> {
> PFC[j] = CR[i];
> PFO[j] = CR[i] - 1;
> DateEnd[j] = BarDate[i];
> BarEnd[j] = Bar[i];
> }
> else
> {
> if( CX[i] <= PFC[j] - Reverse && up) //Change direction to down
> {
> j++;
> up = 0;
> down = 1;
> PFC[j] = CR[i];
> PFO[j] = CR[i] + 1;
> BarTurn[j] = Bar[i];
> DateTurn[j] = BarDate[i];
> DateEnd[j] = BarDate[i];
> BarEnd[j] = Bar[i];
> }
> }
> }
> }
> }
>
> delta = BarCount-1 - j;
>
> BarTurns = Ref( BarTurn, -delta);
> DateTurns = Ref( DateTurn, -delta);
> BarEnds = Ref( BarEnd, -delta);
> DateEnds = Ref( DateEnd, -delta);
>
> PFO = Ref( PFO, -delta );
> PFC = Ref( PFC, -delta );
>
> Rise = PFC>PFO;
> Fall = PFC<PFO;
>
> H = IIf( Ref(Rise, -1), Ref( HHV(PFC, 1), -1 ) - 1, Max(PFO, PFC) )
* box +
> box/2;
> L = IIf( Ref(Fall, -1), Ref( LLV(PFC, 1), -1 ) + 1, Min(PFO, PFC) )
* box -
> box/2;
> O = IIf( Ref(Rise, -1), Ref( HHV(PFC, 1), -1 ) - 1, IIf( Ref(Fall,
-1), Ref(
> LLV(PFC, 1), -1 )+ 1, PFO ) ) * box;
>
> // the difference between Open AND Close is set to box size
> // the sign decides if X or O are plotted
>
> C = O + box * IIf( Rise, 1, -1 );
>
> Top = H - box/2;
> Bot = L + box/2;
>
> Title = Name() + " " + Date() + ": BPI PnF Chart, H: " + top + ", L:
" + bot
> + ", Box " + box + ", Reversal " + reverse + ": Number of Stocks = " +
> Foreign( "~BullPercent", "V" ) + " : Number of Bull Signals = " +
Foreign(
> "~BullPercent", "C" );
>
> GraphXSpace=5;
>
> Plot(C, "BPI", IIf( Rise, colorBlue, colorRed ), stylePointAndFigure);
>
> Plot(30-box/2, "", colorGreen, styleLine);
> Plot(70+box/2, "", colorGreen, styleLine);
>
> Plot(100, "", colorWhite, styleNoLine);
> Plot(0, "", colorWhite, styleNoLine);
>
> //--Indicator-End--
>
> Enjoy
>
> Cheers,
> Graham
> http://e-wire.net.au/~eb_kavan/
>
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