|
PureBytes Links
Trading Reference Links
|
Interesting,
Can you elaborate on how to filter out the bad crosses? Maybe something like:
Lastvalue () > 2;
Cross (LinRegval1, EMA1); //assuming LinRegval1 and EMA1 are already identified.
Thanks
tony
On 7/14/05, Graham <kavemanperth@xxxxxxxxx> wrote:
Cross will give a true answer when the current bar is above and
previous bar was not above. So in your example you would get true for
the first bar of every series of bars when H>O+10. If H>O+10 in the
next bar the cross returns a false
eg
H,O,Cross
200,191,0
202,191,1
203,191,0
199,191,0
204,191,1
209,191,0
On 7/14/05, PA299 <pa299@xxxxxxxxxxxxx> wrote:
> EOD
> Peter
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:
amibroker@xxxxxxxxxxxxxxx] On
> Behalf Of Graham
> Sent: Thursday, 14 July 2005 3:10 p.m.
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Cross: When does it work?
>
> Is this an EOD or intraday system?
>
> On 7/14/05, Peter <pa299@xxxxxxxxxxxxx> wrote:
> > Hi
> > I want to use the Cross function for a buy stop signal as explained
> > in the manual p120 i.e. when the price rises say 10 points above the
> > Open then Buy (on that day only), as in the line
> > Buy = Cross(High,Open +10 );
> >
> > However Buy appears to sometimes return false when the high is > 10
> > points above the open.
> > While the line
> > BuyStop= (H-O) > 10;
> > works every time.
> >
> > Below is a commentary which demonstrates it.
> >
> > Buy = Cross(High,Open +10 );
> > BuyStop= (H-O) > 10;
> > HighLessOpen = H-O;
> >
> > "Buy is " + WriteVal(Buy );
> > "BuyStop is " + WriteVal(BuyStop);
> > "H - O is " + WriteVal(HighLessOpen );
> >
> > I've hunted as best throught the threads but can't find an
> > appropriate answer.
> >
> > Have I missed the point somewhere?
> > Peter
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
>
>
> --
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
SPONSORED LINKS
YAHOO! GROUPS LINKS
|