|
Hi Korine There are quite a
few issues with the published code, I am not sure how he would have ever got it
work in MS in the first place as published and without new dlls like the forum
and asi. Also see the
comments made here http://www.traders.com/Documentation/FEEDbk_docs/Archive/102002/Letters/Letters.html Anyhow issues I
have looked at, 20 variable
limit, variable LLV,HHV,SMA and Stdev (Bollinger bands) using the ASI.DLL.
Please review the code as I may have made a typo somewhere. This should give
you enough to work out the sell code. Regards Dave {Patterson
Stochastic RSI And Bollinger Bands Buy Signal} StochRSI:=(RSI(14)-LLV(RSI(14),14))/(HHV(RSI(14),14)-LLV(RSI(14),14)); rdp1:=Round(Stdev(stochrsi,60)/.053); rdp2:=Round(Stdev(stochrsi,60)/.035); rdv1:=Round(Stdev(Mov(V,14,S)/1000000,60)); adjust1:=
rdv1-rdp1+11; adjust1:=If(adjust1<8,8,adjust1); adjust1:=If(adjust1>12,12,adjust1); adjust2:=rdv1-rdp2+14; adjust2:=If(adjust1<12,12,adjust2); adjust2:=If(adjust1>20,20,adjust2); StochRSI:=(RSI(adjust1)-ExtFml("ASI.LLV",RSI(adjust1),adjust1))/(ExtFml("ASI.HHV",RSI(adjust1),adjust1)-ExtFml("ASI.LLV",RSI(adjust1),adjust1)); wprice:=(2*C+H+L)/4; deviations:=.0625*adjust2+0.75; varBBandTop:=ExtFml("ASI.sma",wprice,adjust2)+deviations*ExtFml("ASI.Stdev",wprice,adjust2,1); varBbandBot:=ExtFml("ASI.sma",wprice,adjust2)-deviations*ExtFml("ASI.Stdev",wprice,adjust2,1); botpercentage:=Abs((wprice-varBbandBot)/(varBBandTop-varBBandBot)); {entry
conditions} entry1:=botpercentage-0.9<0.3; entry2:=C*1.05>varBBandBot
and StochRSI>0.3; volbb:=If(C>Ref(C,-1),V,0); entry3:=Volbb>Ref(volbb,-1); {suggested
substitute code in S&C letters, V>ValueWhen(2,C>ref(C,-1),V)} entry4:=(C-O)/(H-L)>.2; entry1 and entry2
and entry3 and entry4 From:
equismetastock@xxxxxxxxxxxxxxx [mailto:equismetastock@xxxxxxxxxxxxxxx] On Behalf Of dpweir Hi Korine I haven’t
had much time to throughly check this out, the additional functions I am
suggesting or the original code, but you may wish to check out the
stdev,bbandbot,bbandbot etc in the ASI dll provided by www.thedml.com, also available on the equis
forum. Regards Dave From: dpweir [mailto: Hi Korine I found that I
did happen to have this article in PDF format, so I quickly did a cut and paste
job, and I think I can see where the problem may be, can you confirm that the
problem you are having is where the code is trying to use a non constant value
within the BbandBot function, variables ‘BBpds’ and
‘deviations’ ? Regards Dave {Developing A
Trading System by Dennis D. Peterson} {BUY SIGNAL} standarddev:=60; periods:=14; StochRSI:=(RSI(periods)-LLV(RSI(periods),periods))/ (HHV(RSI(periods),periods)-LLV(RSI(periods),periods)); rdp1:=Round(Stdev(stochrsi,standarddev)/.053); rdp2:=Round(Stdev(stochrsi,standarddev)/.035); rdv1:=Round(Stdev(Mov(V,periods,S)/ 1000000,standarddev)); adjust1:=
rdv1-rdp1+11; adjust1:=if(adjust1<8,8,adjust1); adjust1:=if(adjust1>12,12,adjust1); adjust2:=rdv1-rdp2+14; adjust2:=if(adjust1<12,12,adjust2); adjust2:=if(adjust1>20,20,adjust2); {Setup} periods:=adjust1; BBpds:=adjust2; howclosetoBBbot:=0.9; longthresholdentry:=0.3; wprice:=(2*C+H+L)/4; deviations:=.0625*BBpds+0.75; botpercentage:=Abs((wprice-BBandBot(wprice,BBpds,S,deviations))/(BBandTop(wprice,BBpds,S,deviations)-BBandBot(wprice,BBpds,S,deviations))); {entry
conditions} entry1:=botpercentage-howclosetoBBbot<0.3; entry2:=C*1.05>BBandBot(wprice,BBpds,S,deviations)
and StochRSI>longthresholdentry; volbb:=If(C>Ref(C,-1),V,0); entry3:=Volbb>Ref(volbb,-1); entry4:=(C-O)/(H-L)>.2; EntryTrigger:=entry1
and entry2 and entry3 and entry4; EntryTrigger; From: Hi, YAHOO! GROUPS LINKS
|