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Re: [amibroker] Days since DMI crossover [1 Attachment]


  • Date: Sun, 22 Nov 2009 01:37:16 -0600
  • From: Alan <alan@xxxxxxxxxxxxxx>
  • Subject: Re: [amibroker] Days since DMI crossover [1 Attachment]

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<*>[Attachment(s) from Alan included below]

Hi rvlv:

Thanks for your interest in helping me with my problem and for the code. 
I tried the code with a filtered list of the 100 stocks making up the 
QQQQ's (list attached) and here is my results:

Ticker Date/Time BUY SELL uptrend downtrend
BRCM 11/20/2009 0.00 1.00 8 0
DELL 11/20/2009 0.00 1.00 9 0
FWLT 11/20/2009 0.00 1.00 12 0
INTU 11/20/2009 0.00 1.00 11 0
LLTC 11/20/2009 0.00 1.00 9 0
NWSA 11/20/2009 0.00 1.00 11 0

What was immediately confusing to me is that the table shows that there 
has been no buy signal for BRCM (for example) but yet the table shows 
that BRCM has been in an uptrend for 8 days. After studying to code and 
the actual price chart I now understand how to read the table yet it is 
intuitively confusing. I think it would be less confusing if the table 
showed the date of the last buy, put a 1 in the buy column and showed 
how many days have gone by since the buy signal was given. Same with 
sell signals, but that's my opinion. However, the code does give the 
information I am looking for so thanks, and I appreciate the time spent 
helping me.

Regards,
Alan


ram vel wrote:
>
> Hi Alan
> please try this code it may help serve your purpose
> --------------------------------------------------------------------------------
> //The following code will return a 1 when the negative DMI crosses 
> above the positive DMI.
> mdmi =
> MDI(13);
> pdmi =
> PDI(13);
> NEGdmicrossing =
> Cross(mdmi,pdmi);
> POSITIVEdmicrossing =
> Cross(pdmi,mdmi);* *
> *Buy*=POSITIVEdmicrossing ;
> **
> *Sell* =NEGdmicrossing;
> BarsSince
> ( POSITIVEdmicrossing ) ;
> BarsSince
> ( NEGdmicrossing ) ;
> **
> *Filter*=*Buy* *OR* *Sell*;
> AddColumn
> (*Buy*,"BUY",format=1.2);
> AddColumn
> (*Sell*,"SELL",format=1.2);
> AddColumn
> ((BarsSince( POSITIVEdmicrossing )), "uptrend ",format=1.0);
> AddColumn
> ((BarsSince( NEGdmicrossing )), "downtrend ",format=1.0);
> //- bars since Trading system toolbox reference
> //SYNTAX BarsSince( ARRAY )
> //RETURNS ARRAY
> //function Calculates the number of bars (time periods) that have 
> passed since ARRAY was True (OR 1)
> //EXAMPLE BarsSince( MACD() < 0 )
> ---------------------------------------------------------------------------------------------------------------------------------------------------
> regards
> rvlv
> -------------------------------
>
> --- On *Sat, 11/21/09, Alan /<alan@xxxxxxxxxxxxxx>/* wrote:
>
>
>     From: Alan <alan@xxxxxxxxxxxxxx>
>     Subject: [amibroker] Days since DMI crossover
>     To: amibroker@xxxxxxxxxxxxxxx
>     Date: Saturday, November 21, 2009, 2:51 PM
>
>     The following code will return a 1 when the negative DMI crosses
>     above
>     the positive DMI.
>
>     mdmi = MDI(13);
>     pdmi = PDI(13);
>     dmicrossing = Cross(mdmi,pdmi);
>
>     However, what I want to know is how many days have passed since the
>     negative DMI crossed above the positive DMI. I have looked through
>     the
>     AFL formulas for a Days Since Crossing function but did not find one.
>     Can anyone help me with the code to perform this function?
>
>     Thanks,
>     Alan
>
>
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<*>Attachment(s) from Alan:


<*> 1 of 1 File(s) http://groups.yahoo.com/group/amibroker/attachments/folder/807094956/item/list 
  <*> QQQQ.tls

------------------------------------

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http://www.amibroker.com/feedback/
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