RE: [amibroker] Help with old code from DT

["Terry" <MagicTH@xxxxxxxxxxx>]

Still works. I thought maybe it wouldn't since you're only looking at 1 bar and your function refers to more than one bar, but it runs.

 

--

Terry

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of l washington
Sent: Monday, November 28, 2005 08:00
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Help with old code from DT

 

terry I just notice that you are set up for "current symbol and from date".
I'm thinking or hoping you can run the script setup with "all symbols and N last quotations=1

thanks in advance for the reply

Terry <MagicTH@xxxxxxxxxxx> wrote:

Goldwing,

 

I have version 4.70.5. I get no errors running this code. Here's the output from Explore:

 

--

Terry

 

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of goldwing01_1999
Sent: Monday, November 28, 2005 04:40
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Help with old code from DT

 

function IIR2( input, f0, f1, f2 )

{

  result[ 0 ] = input[ 0 ];

  result[ 1 ] = input[ 1 ];//<---- getting error

  for( i = 2; i < BarCount; i++ )

  {

    result[ i ] = f0 * input[ i ] +

    f1 * result[ i - 1 ] +

    f2 * result[ i - 2 ];

  }

  return result;

}

C1=Foreign("^VIX","C");C1=C;

RED=IIR2( C1, 0.2, 1.4, -0.6 );

k=0.6;// Optimize("k",0.6,0.1,2,0.1);

LINE=IIR2(C1,0.2-0.01*K,1.4+0.01*K,-0.6);

Buy=Cross(LINE,RED);

Sell=Cross(RED,LINE);

E1=Equity(1,0);dd=40;MA1=MA(E1,dd);

tb=100*Cum(E1<MA(E1,dd))/Cum(1);

Filter=1;

AddColumn(E1,"E1");

AddColumn(tb,"tb %");

 

 

 

 

 

 

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