Ah, very good But are you sure you don't open position one day late? I'm not sure 'cause I don't understand yet the logic of the oscillator.. Well, if your code is right, the results are poor. I'll try to increase the position whenever the trend goes up (or down), to see if it goes better..
greetings --- In [email protected], "Edward Pottasch" <[EMAIL PROTECTED]> wrote: > > hi, > > I added the following code (see below). Haco is 1 when it is long and 0 when short. To find the entry points for long and short you define: hc = Haco - Ref(Haco,-1); > This leaves you with 1 at the entry for long and -1 for short. I added hc = Ref(hc,-1); because at the earliest you can enter at the open of the next bar. You could omit this and use the close price as the entry price. I made it to be a simple reversal system. tested on the QQQQ EOD data. Gives me -0.89% per year ..... > > regards, Ed > > > hc = Haco - Ref(Haco,-1);hc = Ref(hc,-1); > Buy = IIf(hc == 1,1,0); BuyPrice = O; > Sell = IIf(hc == -1,1,0); SellPrice = O; > Cover = Buy; CoverPrice = O; > Short = Sell; ShortPrice = O; > > PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorGreen,0,L,-15); > PlotShapes(IIf(Buy,shapeHollowUpArrow,shapeNone),colorWhite,0,L,-15); > PlotShapes(IIf(Buy,shapeHollowSmallCircle,shapeNone),colorWhite,0,BuyPrice,0); > > PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,-15); > PlotShapes(IIf(Sell,shapeHollowDownArrow,shapeNone),colorWhite,0,H,-15); > PlotShapes(IIf(Sell,shapeHollowSmallCircle,shapeNone),colorWhite,0,SellPrice,0); > > PlotShapes(IIf(Short,shapeDownTriangle,shapeNone),colorYellow,0,H,IIf(Short AND Sell,-30,-15)); > PlotShapes(IIf(Short,shapeHollowDownTriangle,shapeNone),colorWhite,0,H,IIf(Short AND Sell,-30,-15)); > PlotShapes(IIf(Short,shapeHollowCircle,shapeNone),colorWhite,0,ShortPrice,0); > > PlotShapes(IIf(Cover,shapeUpTriangle,shapeNone),colorLightBlue,0,L,IIf(Cover AND Buy,-30,-15)); > PlotShapes(IIf(Cover,shapeHollowUpTriangle,shapeNone),colorWhite,0,L,IIf(Cover AND Buy,-30,-15)); > PlotShapes(IIf(Cover,shapeHollowCircle,shapeNone),colorWhite,0,CoverPrice,0); > > > ----- Original Message ----- > From: gonzagags > To: [email protected] > Sent: Wednesday, December 03, 2008 10:46 AM > Subject: [amibroker] Re: heikin ashi oscillator > > > Ups! To get away the down arrows, I need another line I have forgotten: > > short=ExRem(short,cover); cover=ExRem(cover,short); > > So I only have the other doubt.. > > (:-|) > This oscillator seems to be pretty good.. > > --- In [email protected], "gonzagags" <gonzagags@> wrote: > > > > Hi > > Has anybody read the December Stock commodities article about the > > heikin ashi oscillator? > > There is the code for Amibroker, but.. > > I want to test it buying and selling, and shorting and covering > > > > The orders should be?: > > //-------------------------- > > Haco=Flip(upw,dnw); > > > > Buy=Haco; > > Sell=NOT Haco; > > > > Short=NOT Haco; > > Cover=Haco; > > Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy); > > //----------------------- > > > > I have some doubts: does it buy or short one day before it knows the > > oscillator is red or green? > > How could I take out the so many down arrows? > > > > thanks > > >
