|
PureBytes Links
Trading Reference Links
|
There
are functions in file, if not in file in the list archives, that will test for
most known (and custom) candle patterns. Do a search for CandlePattern() and
"Candle stick demo".
herman
I'm trying to obtain
some statistics in a bulk manner for certain
candle patterns. For
example, how often do you find large
red-bar,green-bar,red-bar, as just one
example?
Others could be any one of the other major candle
patterns (morning
star, eve star, ... ).
My goal is the
understand:
1. How often these happen in a give time period
2. What is
the typical MFE/MAE after say 5 bars, assuming buying at
open
3. View
these results in summary form so they can be
compared
against each other.
Report *example* could
be:
---------------------------
Pattern Name, Start Date, End Date, MFE,
MAE, Num Patterns Found
Morning Star, mm/dd/yy, mm/dd/yy,
10, 20,
35
RGR,
mm/dd/yy, mm/dd/yy, 20, 10, 5
Eve
Star, mm/dd/yy, mm/dd/yy,
1, 5, 8
Any hints how I could
generate such a report?
Check AmiBroker web
page at:
http://www.amibroker.com/
Check
group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
|