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BarsSince(s) does not spefify an event. S is a value so BarsSince(s)
does not have a good reference to start from.
Try Bars = Peakbars(Close,...) same patameters you had for s=Peak
(...), then
use Bars the way you want to..
Ara
--- In amibroker@xxxx, "wdbaker8" <wdbaker8@xxxx> wrote:
> Graham,
> Not sure how that is supposed to be, I tried it though in the 3
> barssince() that I am using and still returned no results.
>
> Thanks
> wdbaker
> --- In amibroker@xxxx, kaveman <kavemanperth@xxxx> wrote:
> > Shouldn't Barssince(s) be Barssince(S==1)
> > Graham
> >
> > ----- Original Message -----
> > From: "wdbaker8" <wdbaker8@xxxx>
> > Date: Monday, October 21, 2002 11:41 am
> > Subject: [amibroker] Re: Trendline, in over my head
> >
> > > <html><body>
> > >
> > >
> > > <tt>
> > > Ara,
> > >
> > > I checked the filter, it is ok, the problem is the barssince()
> > >
> > > When I replace barssince() with an actual value it works fine,
> but
> > > I
> > >
> > > need the value to vary, thats why I was trying to use the
> > > barssince
> > >
> > > so that it would give me varying counts to divide by. Here is
an
> > >
> > > example of what did work, maybe someone knows of a different
> > > function
> > >
> > > to use other than barssince or a different way to use it.
> > >
> > > Below you can see that I removed the (BarsSince(s)-BarsSince
(t))
> > > and
> > >
> > > placed a 10 there. Same with the one below it. Trying to
> calculate
> > >
> > > the slope as it changes.
> > >
> > >
> > >
> > > Thanks
> > >
> > > wdbaker
> > >
> > > Example that worked:
> > >
> > > Filter=TimeNum()>080000 AND TimeNum()<=150000;
> > >
> > > PositionSize=2500;
> > >
> > > s=Peak(Close,.01,3);
> > >
> > > t=Peak(Close,.01,2);
> > >
> > >
> > >
> > > slope=(t-s)/10;//(BarsSince(s)-BarsSince(t));//
> > >
> > > slope2=(C-s)/16;//BarsSince(s);
> > >
> > > test1=slope2<slope and s>t;
> > >
> > > Buy=Filter AND test1;
> > >
> > > Sell=TimeNum()>150000;
> > >
> > >
> > >
> > >
> > >
> > > Short=0;//Filter AND test2;
> > >
> > > Cover=0;//test4 OR TimeNum()>150000;
> > >
> > >
> > >
> > > --- In amibroker@xxxx, "akaloustian" <ara1@xxxx wrote:
> > >
> > > > Not sure, but the word "Filter" may be used
> > > improperly because it's
> > >
> > > a
> > >
> > > > reserved word, so Buy = Filter and ... may be a problem.
> Just
> > > pick
> > >
> > > > any other word.
> > >
> > > >
> > >
> > > > Ara
> > >
> > > >
> > >
> > > > --- In amibroker@xxxx, "wdbaker8"
> > > <wdbaker8@xxxx wrote:
> > >
> > > > > Ara,
> > >
> > > > > thanks, you are correct, I have changed this below.
> > >
> > > > > It still doesn't produce any results on a backtest
> though,
> > >
> > > > > so still looking for more ideas. If I can get it to
> > > produce any
> > >
> > > > > results, then I can look at that and work from there.
> > >
> > > > >
> > >
> > > > > thanks
> > >
> > > > > wdbaker
> > >
> > > > > Filter=TimeNum()>=080000 AND TimeNum()<=150000;
> > >
> > > > > PositionSize=2500;
> > >
> > > > > s=Peak(Close,.01,3);
> > >
> > > > > t=Peak(Close,.01,2);
> > >
> > > > > slope=(t-s)/(BarsSince(s)-BarsSince(t));
> > >
> > > > > slope2=(C-s)/BarsSince(s);
> > >
> > > > > test1=slope2<slope AND s>t;
> > >
> > > > > Buy=Filter AND test1;
> > >
> > > > > Sell=TimeNum()>150000;
> > >
> > > > >
> > >
> > > > > Short=0;
> > >
> > > > > Cover=0;
> > >
> > > > > --- In amibroker@xxxx, "akaloustian"
> > > <ara1@xxxx wrote:
> > >
> > > > > > Seems like C is generally less than s or t,
since
> s
> > > and t are
> > >
> > > > > defined
> > >
> > > > > > as peaks, so slope2 will generally be less than
> slope.
> > >
> > > > > >
> > >
> > > > > > You may find some otherwise if you use a sizable
> > > data set.
> > >
> > > > > >
> > >
> > > > > > Suggest you plot the zig-zag function to see
where
> > > the peaks
> > >
> > > are
> > >
> > > > to
> > >
> > > > > > get a feel for what is going on...
> > >
> > > > > >
> > >
> > > > > > Ara
> > >
> > > > > >
> > >
> > > > > > --- In amibroker@xxxx, "wdbaker8"
> > > <wdbaker8@xxxx wrote:
> > >
> > > > > > > All,
> > >
> > > > > > > Attempting to figure out how to use the
slope
> > > between two
> > >
> > > past
> > >
> > > > > > points
> > >
> > > > > > > and then buy when the slope between the
> > > farthest point and
> > >
> > > the
> > >
> > > > > > > current close becomes less than the slope
> > > between the
> > >
> > > original
> > >
> > > > > two
> > >
> > > > > > > points, I'm not getting any errors, just
not
> > > getting anything
> > >
> > > > at
> > >
> > > > > > > all. Thought maybe there was an obvious
> problem.
> > >
> > > > > > >
> > >
> > > > > > > Thanks for reviewing this and before you
ask,
> > >
> > > > > > > I never finished high school so the slope
> > > equations etc...
> > >
> > > > could
> > >
> > > > > be
> > >
> > > > > > > wrong.
> > >
> > > > > > >
> > >
> > > > > > > Thanks
> > >
> > > > > > > Bill Baker
> > >
> > > > > > > Filter=TimeNum()>=080000 AND
> > > TimeNum()<=150000;
> > >
> > > > > > > PositionSize=2500;
> > >
> > > > > > > s=Peak(Close,.01,3);
> > >
> > > > > > > t=Peak(Close,.01,2);
> > >
> > > > > > >
> > >
> > > > > > > slope=(t-s)/(BarsSince(s)-BarsSince(t));
> > >
> > > > > > > slope2=(C-s)/BarsSince(s);
> > >
> > > > > > > test1=slope2>slope AND s>t;
> > >
> > > > > > > Buy=Filter AND test1;
> > >
> > > > > > > Sell=TimeNum()>150000;
> > >
> > > > > > >
> > >
> > > > > > >
> > >
> > > > > > > Short=0;
> > >
> > > > > > > Cover=0;
> > >
> > >
> > >
> > > </tt>
> > >
> > >
> > >
> > >
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