Any site where we can see the proceedings? On Tue, Feb 26, 2008 at 3:35 PM, Howard B <[EMAIL PROTECTED]> wrote: > > > > > > > Hi Steve -- > > I thought it was good. It was a two-day workshop focusing on trading > systems design, testing, and validation, followed by a day-and-a-half > conference that combined topics from both FastTrack and AmiBroker, along > with a lot on exchange traded funds. The side discussions over breaks and > meals were also excellent -- there were a lot of very experienced > practitioners who were very willing to share their experiences and ideas. > > Thanks, > Howard > > On Mon, Feb 25, 2008 at 11:19 AM, Steve Dugas <[EMAIL PROTECTED]> wrote: > > > > > > > > > > > > > > > > Hi Howard - you are on a roll today.. 8 - ) > > How was the conference? > > > > Steve > > > > > > > > > > > > > > > > ----- Original Message ----- > > From: Howard B > > To: [email protected] > > Sent: Monday, February 25, 2008 11:40 AM > > Subject: Re: [amibroker] plotting tomorrow pivots > > > > Hi Tony -- > > > > This is probably not the answer to all the questions you asked, but here > is afl code to plot the pivot points for tomorrow one day ahead. > > > > ---------------------------- > > > > // PivotPoints.afl > > // > > // Traditional pivot points. > > // Thought by some to indicate levels of support > > // and resistance. > > //R2 = P + (H - L) = P + (R1 - S1) > > //R1 = (P x 2) - L > > //P = (H + L + C) / 3 > > //S1 = (P x 2) - H > > //S2 = P - (H - L) = P - (R1 - S1) > > P = (H + L + C) / 3; > > R1 = (P * 2) - L; > > S1 = (P * 2) - H; > > R2 = P + (R1 - S1); // P + (H - L) > > S2 = P - (R1 - S1); // P - (H - L) > > Plot(C,"C",colorBlack,styleCandle); > > // Displace the plot of the pivot points one bar > > // to the right. > > // Pivot points are based on the current bar, > > // but are thought to provide indication of > > // support and resistance for the next bar. > > // > > Displace=1; > > Plot(R2,"R2",colorRed,styleLine,0,0,Displace); > > Plot(R1,"R1",colorPink,styleLine,0,0,Displace); > > Plot(P,"P",colorBlue,styleLine,0,0,Displace); > > Plot(S1,"S1",colorPaleGreen,styleLine,0,0,Displace); > > Plot(S2,"S2",colorGreen,styleLine,0,0,Displace); > > //Figure 8.5 Pivot Points > > > > ------------------------------ > > > > Thanks, > > Howard > > www.quantitativetradingsystems.com > > > > > > On Thu, Feb 21, 2008 at 3:24 PM, Tony <[EMAIL PROTECTED]> wrote: > > > > > > > > > > > > > > > > > > > > > > > Hi, > > > I am hoping to have someone point me in the correct direction. > > > Below is my intraday code to compute tomorrows pivot points and > > > S1,S2,S3 > > > R1,R2,R3 > > > In the title line of my intraday chart is displayed daily cummulative > > > quotes for close open volume etc and tomorrows pivots. > > > see code below > > > > > > even though my price graph is in 5 minute timeframe increments i > > > switch to a daily time frame to compute yesterdays close, high and > > > low and am able to compute the pivots for the following day correctly. > > > > > > i have 2 questions which i hope someone can answer: > > > 1) i need to click twice on a bar to get the values to display on > > > the title for price chart (the first click shows most of the fields > > > as empty values). why? may i get around this? > > > 2) i tried using the plot command(see last line of code). i expected > > > a single straight line plotted on my intraday chart ( a different one > > > for each day). But i think i cannot plot it correctly since each of > > > the arrays is in daily timeframe rather than 5 minute timeframe(which > > > is the display timeframe for the chart.) would populating an array > > > with the same value for all the intraday timeframe fix the problem? > > > which command do i use to do this? or is there a better way > > > > > > Thank you in advance for your help and consideration > > > Tony > > > > > > // compute pivot points for next day when using intraday charts > > > TimeFrameSet( inDaily ); // switch to daily frame > > > OpenDailyYest = Ref(Open ,-1); > > > CloseDailyYest = Ref(Close,-1); > > > HighDailyYest = Ref(High ,-1); > > > LowDailyYest = Ref(Low ,-1); > > > > > > OpenDaily = Open ; > > > CloseDaily = Close ; > > > HighDaily = High ; > > > LowDaily = Low ; > > > VolumeDaily= Volume; > > > TimeFrameRestore() ; // restore time frame to original > > > > > > PP = (HighDailyYest + LowDailyYest + CloseDailyYest) / 3; > > > R1 = (2 * PP) - LowDailyYest ; > > > S1 = (2 * PP) - HighDailyYest ; > > > R2 = PP + (R1 - S1); > > > S2 = PP - (R1 - S1); > > > R3 = HighDailyYest + 2*(PP - LowDailyYest ); > > > S3 = LowDailyYest - 2*(HighDailyYest - PP); > > > > > > Title = Name() + " " + Date() + " Close="+ WriteVal > > > (CloseDaily ,5.2)+ " > > > Days Open = "+ WriteVal (OpenDaily ,5.2)+ " > > > Days Gain/Loss= "+ WriteVal ((closeDaily-ref(closeDaily,-1)),2.3)+ " > > > Days High = "+ WriteVal (HighDaily,5.2)+ " > > > Days Low = "+ WriteVal (LowDaily,5.2)+ " > > > Days Volume = "+ WriteVal (volumeDaily,10.0)+" > > > Days Range = "+ WriteVal (highDaily-lowDaily,8.2)+" > > > //DaysDelta= "+ WriteVal (close-open,8.2)+" > > > TomorrowPP= "+ WriteVal (PP,8.2)+" > > > TomorrowS1= "+ WriteVal (S1,8.2)+" > > > TomorrowS2= "+ WriteVal (S2,8.2)+" > > > TomorrowS3= "+ WriteVal (S3,8.2)+" > > > TomorrowR1= "+ WriteVal (R1,8.2)+" > > > TomorrowR2= "+ WriteVal (R2,8.2)+" > > > TomorrowR3= "+ WriteVal (R3,8.2) ; > > > Plot (PP,"PP",colorRed); > > > > > > > > > > > >
-- L.V.Gandhi http://lvgandhi.tripod.com/ linux user No.205042
