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problem with formula/ or scan test   Message List  
Reply | Forward Message #34761 of 143807 |
Re: [amibroker] Re: problem with formula/ or scan test

load into AA, select all stocks, n last quotations , n=1 and click
scan...to get buy / sell signals.


//Jeff Cooper Lizards Buy

A=Close;
Buy=O>H-(H-L)*.25 AND C>H-(H-L)*.25 AND L<Ref(LLV(L,10),-1);//signal
BuyPrice=H+.125;//entry
Buystop=H+1.125;//stop
Filter=O>H-(H-L)*.25 AND C>H-(H-L)*.25 AND
L<Ref(LLV(L,10),-1);

//Jeff Cooper Lizards Sell

A=Close;
Sell=O<L+(H-L)*.25 AND C<L+(H-L)*.25 AND H>Ref(HHV(H,10),-1);//signal
SellPrice=L-.125;//entry
Sellstop=L-1.125;//stop
Filter=O<L+(H-L)*.25 AND C<L+(H-L)*.25 AND H>Ref(HHV(H,10),-1);


"goldwing01 " wrote:

> Well guys, all I was doing was copying from some one else.
> I tried to translate it into Amibroker format.
> Please help, I am learning from you guys
> How to ask myself questions. thanx
>
> got it from Metastock board
>
> Jeff Cooper Lizards Buy
>
> A:close
> B:{Signal}O>H-(H-L)*.25 AND C>H-(H-L)*.25 AND
> L<Ref(LLV(L,10),-1)
> C:{entry}H+.125
> D:{Stop}H+1.125
> Filter:O>H-(H-L)*.25 AND C>H-(H-L)*.25 AND
> L<Ref(LLV(L,10),-1)
>
>
> Jeff Cooper Lizards Sell
>
> A:close
> B:{Signal}O<L+(H-L)*.25 AND C<L+(H-L)*.25 AND
> H>Ref(HHV(H,10),-1)
> C:{entry}L-.125
> D:{Stop}L-1.125
> Filter:O<L+(H-L)*.25 AND C<L+(H-L)*.25 AND
> H>Ref(HHV(H,10),-1
>
>
> --- In amibroker@yahoogroups.com, "Jayson" <jcasavant@a...> wrote:
> > Anthony,
> >
> > I stand corrected. Great example... It pays to read. My lack of
> > understanding explains why my code is generally wrapped in many
> layers of
> > parentheses :))
> >
> > Jayson
> > -----Original Message-----
> > From: Anthony Faragasso [mailto:ajf1111@e...]
> > Sent: Tuesday, February 25, 2003 11:11 AM
> > To: amibroker@yahoogroups.com
> > Subject: RE: [amibroker] problem with formula/ or scan test
> >
> >
> > Jayson,
> >
> > No, that is not correct....
> >
> > example: load into AA , select current ticker ( QQQ ) , n last
> quotation and
> > n=1
> > click explore....
> >
> > X=H-(H-L)*.25;
> > Y=25.21-(25.21-24.71)*.25;//I inserted the high and low of the
> QQQ'S for
> > 2/24/03.
> > Filter=1;
> > AddColumn(X,"X");
> > AddColumn(H,"H");
> > AddColumn(L,"L");
> > AddColumn(Y,"y");
> >
> > From the Users Guide.
> > Parentheses can be used to control the operation precedence (the
> order in
> > which the operators are calculated). AmiBroker always does
> operations within
> > the innermost parentheses first. When parentheses are not used, the
> > precedence is as follows (higher precedence listed first):
> > NoSymbolMeaning
> > 1^Exponentiation
> > 2-Negation - Unary minus
> > 3*Multiplication
> > 4/Division
> > 5+Addition
> > 6-Subtraction
> > 7<Less than
> > 8>Greater than
> > 9<= Less than or equal to
> > 10>=Greater than or equal to
> > 11==Equal to
> > 12!=Not equal to
> > 13&Bit-wise "And" (AFL 2.1+)
> > 14|Bit-wise "Or" (AFL 2.1+)
> > 15NOTLogical "Not"
> > 16ANDLogical "And"
> > 17ORLogical "Or"
> > 18=Variable assignment operator
> >
> > Anthony
> >
> > -------Original Message-------
> >
> > From: amibroker@yahoogroups.com
> > Date: Tuesday, February 25, 2003 10:49:41
> > To: amibroker@yahoogroups.com
> > Subject: RE: [amibroker] problem with formula/ or scan test
> >
> >
> >
> >
> > Jayson,
> >
> > Following on your example...Please check your equation...I am
> missing
> > something.
> >
> > Filter = O>H-(H-L)*.25AND C>H-(H-L)*.25 AND
> >
> >
> > Open - 24.70
> > high -25.34
> > low -24.68
> >
> > Anthony,
> >
> > I made my calculations late last night (and they were wrong) but
> I "think"
> > it would be calculated like this......
> >
> > open=24.70
> > h-(h-l)= (25.34-(25.34-24.68)= 24.68
> > 24.68*.25= 6.17
> >
> > so... 24.70>6.17
> >
> > wouldn't you need another set of parenthesis....... (h-(h-l)*.25)
> to get
> > your answer ??
> >
> > jayson
> >
> > ( open ) 24.70 > (high ) 25.34-((high)25.34 - (Low) 24.68) * .25 =
> >
> > 24.70 > 25.34 - (.66 ) * ..25 =
> >
> > 24.70 > 25.34 - ( .66 * .25 ) =
> >
> > 24.70 > 25.34 - ( ..1650 ) =
> >
> > 24.70 > 25.34 - (.17 ) =
> >
> > 24.70 > 25.17
> >
> > Anthony
> > -------Original Message-------
> >
> > From: amibroker@yahoogroups.com
> > Date: Tuesday, February 25, 2003 00:21:29
> > To: amibroker@yahoogroups.com
> > Subject: RE: [amibroker] problem with formula/ or scan test
> >
> > I think there are several problems. Your filter for example........
> >
> > Filter = O>H-(H-L)*.25AND C>H-(H-L)*.25 AND
> >
> > In English you have .......
> >
> > Open is greater than high minus the sum of H-L times .25 AND bla,
> bla
> >
> > lets use today's QQQ as an example.....
> >
> > Open - 24.70
> > high -25.34
> > low -24.68
> >
> > so your filter would return
> >
> > 27.70 {the open price} minus .68 {the sum of H_L} =27.02
> > 27.02 Times .25= 6.755
> >
> > or
> >
> > 24.70>6.755 In this case QQQ fails the filter before it even
> looks at the
> > 2nd part after the AND statement.......
> >
> >
> > In English what are you trying to do??
> >
> > Jayson
> >
> > Jayson
> > -----Original Message-----
> > From: goldwing01 <goldwing01@m...> [mailto:GOLDWING01@M...]
> > Sent: Monday, February 24, 2003 9:05 PM
> > To: amibroker@yahoogroups.com
> > Subject: [amibroker] problem with formula/ or scan test
> >
> >
> > I am using this formula with scan test for now,but question is why
> is
> > this formula only coming back with penny stocks.
> >
> > Plot( Close, "Price", colorBlue, styleCandle );
> >
> > Buy = Cross(Close,O>H-(H-L)*.25 AND C>H-(H-L)*.25 AND
> > L<Ref(LLV(L,10),-1));
> > BuyPrice = H +.125;
> > BuyStop = H+1.125;
> > Filter = O>H-(H-L)*.25AND C>H-(H-L)*.25 AND
> > L<Ref(LLV(L,10),-1);
> >
> >
> >
> >
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Wed Feb 26, 2003 2:30 am

ajf1111us2000
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Forward
Message #34761 of 143807 |
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I am using this formula with scan test for now,but question is why is this formula only coming back with penny stocks. Plot( Close, "Price", colorBlue,...
goldwing01 <goldwing0...
GOLDWING01@...
Send Email
Feb 25, 2003
2:05 am

I tried the formula and added some columns for an explore to see what was happening, also sell just to get the scan/backtest working Sell=C==0; ...
Graham
kavemanperth
Offline Send Email
Feb 25, 2003
2:30 am

thanx, I will try working with it some more ... what ... larger ... for ... given is ... actual ... small ... is...
goldwing01 <goldwing0...
GOLDWING01@...
Send Email
Feb 25, 2003
2:41 am

Goldwing, Isn't there something conflicting in the following line: buy=Cross(Close,O > H-(H-L)*.25 AND C > H-(H-L)*.25 AND L<Ref(LLV(L,10),-1)); The line: O >...
Anthony Faragasso
ajf1111us2000
Offline Send Email
Feb 25, 2003
3:21 am

Actually you are correct, the value that C must cross must be a value in dollars and cents, what is shown is a cross of close above 0 or 1. Cheers, Graham ... ...
Graham
kavemanperth
Offline Send Email
Feb 25, 2003
4:18 am

... Here is a suggestion when writing code to be sure the parts are executed in the order you would like. Each function should be enclosed in brackets such as...
slyde88 <csoderback@....
slyde88
Offline Send Email
Feb 25, 2003
4:01 pm

I think there are several problems. Your filter for example........ Filter = O>H-(H-L)*.25AND C>H-(H-L)*.25 AND In English you have ....... Open is greater...
Jayson
jayson2000_2002
Offline Send Email
Feb 25, 2003
5:21 am

Jayson, Following on your example...Please check your equation...I am missing something. Filter = O>H-(H-L)*.25AND C>H-(H-L)*.25 AND Open - 24.70 high -25.34...
Anthony Faragasso
ajf1111us2000
Offline Send Email
Feb 25, 2003
1:28 pm

Jayson, Following on your example...Please check your equation...I am missing something. Filter = O>H-(H-L)*.25AND C>H-(H-L)*.25 AND Open - 24.70 high -25.34...
Jayson
jayson2000_2002
Offline Send Email
Feb 25, 2003
3:49 pm

Jayson, No, that is not correct.... example: load into AA , select current ticker ( QQQ ) , n last quotation and n=1 click explore.... X=H-(H-L)*.25; ...
Anthony Faragasso
ajf1111us2000
Offline Send Email
Feb 25, 2003
4:10 pm

Anthony, I stand corrected. Great example... It pays to read. My lack of understanding explains why my code is generally wrapped in many layers of parentheses...
Jayson
jayson2000_2002
Offline Send Email
Feb 25, 2003
4:21 pm

Well guys, all I was doing was copying from some one else. I tried to translate it into Amibroker format. Please help, I am learning from you guys How to ask...
goldwing01 <goldwing0...
GOLDWING01@...
Send Email
Feb 26, 2003
12:04 am

load into AA, select all stocks, n last quotations , n=1 and click scan...to get buy / sell signals. //Jeff Cooper Lizards Buy A=Close; Buy=O>H-(H-L)*.25 AND...
Anthony Faragasso
ajf1111us2000
Offline Send Email
Feb 26, 2003
2:30 am

Nicely done Anthony. Thanks for sharing. Jayson ... From: Anthony Faragasso [mailto:ajf1111@...] Sent: Tuesday, February 25, 2003 9:30 PM To:...
Jayson
jayson2000_2002
Offline Send Email
Feb 26, 2003
5:09 am

Jayson, thanks alot, it works. ... 1);//signal ... the ... *.25) ... * .25 = ... example........ ... bla, ... why ... Service. ... Service. ... Service. ... ...
goldwing01 <goldwing0...
GOLDWING01@...
Send Email
Feb 27, 2003
12:01 am

I cannot take the credit, it was Anthony who did the work..... Jayson ... From: goldwing01 <goldwing01@...> [mailto:GOLDWING01@...] Sent: Wednesday,...
Jayson
jayson2000_2002
Offline Send Email
Feb 27, 2003
5:44 am
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