I get error 37 for the line 228 - unsupported error in SetOptions. I do not understand what this means or how to correct the error. Help please.
SetOption*(*"ExtraCol umnsLocation"* , *1* );* * * 2009/12/28 Howard B <[email protected]> > > > Greetings -- > > Beware of high sums resulting from signals coming from indicators that are > positively correlated. For example, RSI, CCI, Stochastic will all trigger > at about the same time / price. > > Thanks, > Howard > > > > > On Fri, Dec 25, 2009 at 6:35 PM, Neil Wrightson <[email protected]> wrote: > >> >> >> Hi, >> >> This is a recent feature. Perhaps you need to update? >> >> >> Regards, >> >> *Neil Wrightson.* >> >> >> ------------------------------ >> *From:* [email protected] [mailto:[email protected]] *On >> Behalf Of *Bob Waits >> *Sent:* Saturday, 26 December 2009 9:23 AM >> *To:* [email protected] >> *Subject:* Re: [amibroker] Re: Against All Odds >> >> >> >> Getting error in this line: SetOption("ExtraColumnsLocation", 1 ); // >> put parameter columns up-front after optimization >> >> >> ------------------------------ >> *From:* progster01 <[email protected]> >> *To:* [email protected] >> *Sent:* Fri, December 25, 2009 10:49:32 AM >> *Subject:* [amibroker] Re: Against All Odds >> >> >> >> >> >> Nice bit of code there, implementing the classic signal-counting approach. >> >> Below is my riff on it to add: >> >> * Parameterized filter requirements. Added ParamOptimize( ). >> >> * Put in LongShortBoth logic and N-bar stop for analysis purposes. >> >> * Replaced obsolete (per the docs) "ColumnX =" statements with AddColumn() >> statements. >> >> * Colored the long signals green, short signals red in the Exploration. >> >> * Added SummaryOrAll switch for Exploration column output. >> >> * Put parameters in front of output. >> >> Pictures of the output, a sample equity curve, and code that can be >> cut/pasted cleanly have been posted in the CFT Forum at: >> >> http://www.codefortraders.com/phpBB3/viewtopic.php?f=60&t=616 >> >> Merry Christmas and Happy Holidays to all! >> >> ----- >> >> /* >> SignalSums_02. afl >> >> Versions >> >> _01 From http://www.amibroke r.com/members/ library/formula. >> php?id=29<http://www.amibroker.com/members/library/formula.php?id=29> >> >> _02 (Progster) Parameterized filter requirements. Added ParamOptimize( ). >> Put in LongShortBoth logic and N-bar stop for analysis purposes. >> Replaced obsolete (per the docs) "ColumnX =" statements with AddColumn() >> statements. >> Colored the long signals green, short signals red in the Exploration. >> Added SummaryOrAll switch. Put parameters in front of output. >> */ >> >> /* >> >> Against all odds (draft). Written by Thierry HUITEL o-l---} >> based on Jim Varney's work-- CANDLESTOCHASTICS- - >> and all the amibroker group :-) >> >> This Exploration is a scan for 24 different buy or sell signals. >> The odds are 1 of 6 to get a TWO with a dice. If you try 1000 times, the >> odds are more than 99%. >> The aim of the exploration is to find days when many bullish or bearish >> signs are triggered at the same time. >> If 5 indicators give a buy advice, it is more reliable than one. >> I invite everybody to add your own systems to these ones, to improve the >> reliability. >> And experimented technical analysts could give advices to avoid the trap >> of using several >> different indicators all working off the same input data. >> >> Vol Index: this column is the ratio of today's volume to the 14-day >> average volume. >> This column should be sorted Descending. The best signals are occur when >> VolIndex is at least 2 or higher. >> >> PCL[up]: Piercing Line, "up" signifies Bullish. >> MDS[up]: Morning Doji Star >> BLE[up]: Bullish Engulfing >> HAM[up]: Hammer >> BRE[dn]: Bearish Engulfing, "dn" signifies Bearish. >> DCC[dn]: Dark Cloud Cover >> EDS[dn]: Evening Doji Star >> TDREI[up] & [dn]: Tom DeMark's Range Expansion Index >> KUP[up] & [dn]: Keltner Bands -DIMITRIS TSOKAKIS >> RSI[up] & [dn]: Relative Strength Index 14 periods >> MFI[up] & [dn]: Money Flow Index >> ST2[up] & [dn]: Stochastic Slow - Donald Dalley >> DIV[up] & [dn]: % R divergence -DIMITRIS TSOKAKIS >> KST[up] & [dn]: MARTIN PRING'S KST MOMENTUM SYSTEM -TJ >> COP[up]: Coppock Curve TJ >> SMH[up] & [dn]: smash day pattern. DIMA >> CHK[up] & [dn]: Chaikin Money Flow. Thierry Huitel >> >> A "1" in the column signifies TRUE, a "0" indicates no signal. >> ------------ --------- --------- --------- --------- --------- -*/ >> >> function ParamOptimize( ParamTitle, defaultVal, minv, maxv, step ) >> { >> return Optimize( ParamTitle, Param( ParamTitle, defaultVal, minv, maxv, >> step ), minv, maxv, step ); >> } >> >> "Commentaires sur " + name() +" pour le "+date(); >> >> /* Minimum Price and 14 day Avg Volume Values for Filter */ >> minPrice = 3; //change as needed >> minVol = 50000; //change as needed >> >> VolAvg = ma( v, 14 ); >> VolumeIdx = v / VolAvg; >> AvgRange = sum( abs(O-C),15 )/15; >> >> /* Candle Codes */ >> White = iif((C>O) AND ((C-O)>=0.8* (H-L)),1, 0) AND (C-O)>AvgRange; >> Black = iif((C<O) AND ((O-C)>=0.8* (H-L)),1, 0) AND (O-C)>AvgRange; >> Doji = iif(abs(O-C) <=0.1*(H- L),1,0); >> >> /* Dark Cloud Cover [Bear] */ >> DCC = iif(ref(White, -1) AND Black AND C<=ref(((H+L) /2),-1) >> AND O>ref(C,-1), 1,0); >> >> /* Piercing Line [Bull] */ >> PL = iif(ref(Black, -1) AND White AND C>=ref(((H+L) /2),-1) >> AND O<ref(C,-1), 1,0); >> >> /* Evening Doji Star [Bear] */ >> EDS = iif(ref(White, -2) AND ref(Doji, -1) AND Black AND >> C<=ref(((H+L) /2),-2), 1,0); >> >> /* Morning Doji Star [Bull] */ >> MDS = iif(ref(Black, -2) AND ref(Doji, -1) AND White AND >> C>=ref(((H+L) /2),-2), 1,0); >> >> /* Hammer [Bull] */ >> HAM = iif( (H-L > 1.5*AvgRange) AND (C > (H+L)/2) AND (O > C) AND >> (VolumeIdx > 2), 1, 0); >> >> /* Bearish Engulfing */ >> BRE = iif(Black AND ref(White, -1) AND (C < ref(O, -1)) AND (O > ref(C, >> -1)), 1,0); >> >> /* Bullish Engulfing */ >> BLE = iif(White AND ref(Black, -1) AND (C > ref(O,-1)) AND (O < >> ref(C,-1)), 1,0); >> >> /* Stochastics 14-4 */ >> >> ss = ma(stochk(14) ,4); >> StochBuy = iif(ss<=20, 1, 0); >> StochSell = iif(ss>=80, 1, 0); >> >> /* TDREI */ >> HighMom = H - Ref( H, -2 ); >> LowMom = L - Ref( L, -2 ); >> Cond1 = ( H >= Ref( L,-5) OR H >= Ref( L, -6 ) ); >> Cond2 = ( Ref( H, -2 ) >= Ref( C, -7 ) OR Ref( H, -2 ) >= Ref( C, -8 ) ); >> Cond3 = ( L <= Ref( H, -5 ) OR L <= Ref( H, -6) ); >> Cond4 = ( Ref( L, -2 ) <= Ref( C, -7 ) OR Ref( L, -2 ) <= Ref( C, -8 ) ); >> Cond = ( Cond1 OR Cond2 ) AND ( Cond3 OR Cond4 ); >> Num = IIf( Cond, HighMom + LowMom, 0 ); >> Den = Abs( HighMom ) + Abs( LowMom ); >> TDREI = 100 * Sum( Num, 5 )/Sum( Den, 5 ) ; >> tdreiBuy = iif(TDREI<=- 95, 1, 0); >> tdreiSell = iif(TDREI>=95, 1, 0); >> >> /* KUP */ >> KUP=EMA((H+L+ C)/3,10)+ EMA(H-L,10) ; >> KDOWN=EMA((H+ L+C)/3,10) -EMA(H-L, 10); >> kupBuy = iif(CROSS(C, KDOWN), 1, 0); >> kupSell = iif(CROSS(KUP, C), 1, 0); >> >> /*RSI*/ >> vrsi= rsi(14); >> rsiBuy = iif(CROSS(vrsi, 30), 1, 0); >> rsiSell = iif(CROSS(70, vrsi), 1, 0); >> >> /*MFI*/ >> mfiBuy = iif(CROSS(mfi( ),30), 1, 0); >> mfiSell = iif(CROSS(70, mfi()), 1, 0); >> >> /*STO2*/ >> lookback = 14; >> buyrange = 30; >> sellrange = 70; >> stochKworkaround = STOCHK(14); >> stochDworkaround = EMA( STOCHK(14), 5); >> sto2Buy = iif(STOCHK(14) < buyrange AND CROSS(stochKworkaro und, >> stochDworkaround) , 1, 0); >> sto2Sell = iif(STOCHK(14) > sellrange AND CROSS(stochDworkaro und, >> stochKworkaround) , 1, 0); >> >> /* %R, ema 9 and divergences */ >> >> R=-100*((HHV( HIGH,14)- CLOSE))/( HHV(HIGH, 14)-LLV(LOW, 14)); >> DIVR=(R-REF( R,-1))*(C- REF(C,-1) ); >> DIVB=IIF((DIVR< 0) AND (R-ref(R,-1) )>0 and (REF(R,-1)<- 90),-100, 0); >> DIVB1=IIF((DIVR< 0) AND (R-ref(R,-1) )>0 and (REF(R,-1)<- 90),-80,0) ; >> DIVS=IIF((DIVR< 0) AND (R-ref(R,-1) )<0 and (REF(R,-1)>- 10),-20,0) ; >> divBuy = iif(DIVB==-100, 1, 0); >> divSell = iif(DIVS==-20, 1, 0); >> >> /*KST*/ >> >> KST = (MA(ROC(CLOSE, 10),10) * 1) + >> (MA(ROC(CLOSE, 15),10) * 2) + >> (MA(ROC(CLOSE, 20),10) * 3) + >> (MA(ROC(CLOSE, 30),15) * 4); >> kstBuy = iif(CROSS(KST , MA(KST, 109)), 1, 0); >> kstSell = iif(CROSS(MA( KST , 120), KST), 1, 0); >> >> /*COP*/ >> copBuy = iif((EMA( ROC( MA( C, 22 ), 250 ), 150 ) / 100) < 0, 1, 0); >> >> /*SMASH*/ >> numDays = 3; // Consider smash Day if closed above/below previous numDays >> highs/lows >> closeInDayRangePct = 0.25; // Smash day close should be in the high/low %% >> of the day range >> smashDayDown = close < LLV (ref (low, -1), numDays) AND close < open AND >> close < (low + closeInDayRangePct * (high - low)); >> smashDayUp = close > HHV (ref (high, -1), numDays) AND close > open AND >> close > (high - closeInDayRangePct * (high - low)); >> // Enter in the direction opposite to the smash day if the very next day >> price moves opposite the smash day. >> smashBuy = iif(ref (smashDayDown, -1) AND high > ref (high, -1), 1, 0); >> smashSell = iif(ref (smashDayUp, -1) AND low < ref (low, -1), 1, 0); >> >> /*CHAIKIN MONEY FLOW*/ >> ICH = sum(((( C-L )-( H-C )) / ( H-L ))*V, 21 ) / sum(V,21); >> LCH = llv( ICH, 255 ); >> top = (LCH/2); >> chkBuy = cross (ICH, top); >> chkSell = cross (0, ICH); >> >> /*number of buy signals --- give weight to your favorite ones with a >> coefficient. */ >> somme= PL + MDS + HAM + BLE + tdreiBuy + kupBuy + rsiBuy + (2*mfibuy) + >> sto2Buy + (2*divBuy) + kstBuy + copBuy + (2*smashBuy) + chkBuy; >> >> /*number of sell signals. */ >> somme2 = BRE + DCC + EDS + tdreiSell + kupSell + rsiSell + mfiSell + >> sto2Sell + divSell + divSell + kstSell + smashSell + chkSell; >> >> /*Guru comment*/ >> "number of buy indicators triggered: " + writeval (somme) ; >> "Aujourd'hui, les signaux haussiers suivants ont été déclenchés: "; >> >> /* Exploration Columns for Sorting */ >> >> // NumColumns = 29; >> >> SummaryOrAll = Param( "Explore Summary or All?", 1, 1, 2, 1 ) ; >> >> if( Status("action" ) == 4 ){ >> >> // AddColumn( array, name, format = 1.2, textColor = colorDefault, >> bkgndColor = colorDefault, width = -1 ) >> AddColumn( V, "Volume", 1.0 ) ; >> AddColumn( VolumeIdx, "Vol Idx", 1.0 ) ; >> AddColumn( somme, "Long Count", 1.0, colorDefault, iif( somme > 0, >> colorGreen, colorDefault) ) ; >> AddColumn( somme2, "Short Count", 1.0, colorDefault, iif( somme2 > 0, >> colorRed, colorDefault) ) ; >> >> if(SummaryOrAll == 2){ >> >> AddColumn( PL, "PCL[up]", 1.0, colorDefault, iif( PL == 1, colorGreen, >> colorDefault) ) ; >> AddColumn( MDS, "MDS[up]", 1.0, colorDefault, iif( MDS == 1, colorGreen, >> colorDefault) ) ; >> AddColumn( BLE, "BLE[up]", 1.0, colorDefault, iif( BLE == 1, colorGreen, >> colorDefault) ) ; >> AddColumn( HAM, "HAM[up]", 1.0, colorDefault, iif( HAM == 1, colorGreen, >> colorDefault) ) ; >> AddColumn( BRE, "BRE[dn]", 1.0, colorDefault, iif( BRE == 1, colorRed, >> colorDefault) ) ; >> AddColumn( DCC, "DCC[dn]", 1.0, colorDefault, iif( DCC == 1, colorRed, >> colorDefault) ) ; >> AddColumn( EDS, "EDS[dn]", 1.0, colorDefault, iif( EDS == 1, colorRed, >> colorDefault) ) ; >> AddColumn( tdreiBuy, "TDREI[up]", 1.0, colorDefault, iif( tdreiBuy == 1, >> colorGreen, colorDefault) ) ; >> AddColumn( tdreiSell, "TDREI[dn]", 1.0, colorDefault, iif( tdreiSell == 1, >> colorRed, colorDefault) ) ; >> AddColumn( kupBuy, "KUP[up]", 1.0, colorDefault, iif( kupBuy == 1, >> colorGreen, colorDefault) ) ; >> AddColumn( kupSell, "KUP[dn]", 1.0, colorDefault, iif( kupSell == 1, >> colorRed, colorDefault) ) ; >> AddColumn( rsiBuy, "RSI[up]", 1.0, colorDefault, iif( rsiBuy == 1, >> colorGreen, colorDefault) ) ; >> AddColumn( rsiSell, "RSI[dn]", 1.0, colorDefault, iif( rsiSell == 1, >> colorRed, colorDefault) ) ; >> AddColumn( mfiBuy, "MFI[up]", 1.0, colorDefault, iif( mfiBuy == 1, >> colorGreen, colorDefault) ) ; >> AddColumn( mfiSell, "MFI[dn]", 1.0, colorDefault, iif( mfiSell == 1, >> colorRed, colorDefault) ) ; >> AddColumn( sto2Buy, "ST2[up]", 1.0, colorDefault, iif( sto2Buy == 1, >> colorGreen, colorDefault) ) ; >> AddColumn( sto2Sell, "ST2[dn]", 1.0, colorDefault, iif( sto2Sell == 1, >> colorRed, colorDefault) ) ; >> AddColumn( divBuy, "DIV[up]", 1.0, colorDefault, iif( divBuy == 1, >> colorGreen, colorDefault) ) ; >> AddColumn( divSell, "DIV[dn]", 1.0, colorDefault, iif( divSell == 1, >> colorRed, colorDefault) ) ; >> AddColumn( kstBuy, "KST[up]", 1.0, colorDefault, iif( kstBuy == 1, >> colorGreen, colorDefault) ) ; >> AddColumn( kstSell, "KST[dn]", 1.0, colorDefault, iif( kstSell == 1, >> colorRed, colorDefault) ) ; >> AddColumn( copBuy, "COP[up]", 1.0, colorDefault, iif( copBuy == 1, >> colorGreen, colorDefault) ) ; >> // AddColumn( copSell, "", 1.0 ) ; // DNE >> AddColumn( smashBuy, "SMH[up]", 1.0, colorDefault, iif( smashBuy == 1, >> colorGreen, colorDefault) ) ; >> AddColumn( smashSell, "SMH[dn]", 1.0, colorDefault, iif( smashSell == 1, >> colorRed, colorDefault) ) ; >> AddColumn( chkBuy, "CHK[up]", 1.0, colorDefault, iif( chkBuy == 1, >> colorGreen, colorDefault) ) ; >> AddColumn( chkSell, "CHK[dn]", 1.0, colorDefault, iif( chkSell == 1, >> colorRed, colorDefault) ) ; >> >> } // end of: if(SummaryOrAll == 2) >> >> } // end of: if( Status("action" ) == 4 ) >> >> >> printf( "Long Signal summary number is: " + NumToStr( somme, 1.0 ) + "\n" >> ) ; >> printf( "Short Signal summary number is: " + NumToStr( somme2, 1.0 ) + >> "\n" ) ; >> >> // ### Comment this out if you prefer your extra columns (parms) at the >> end rather than in front >> // ### Also, comment this out if not running in AB 5.23 or later ! >> SetOption("ExtraCol umnsLocation" , 1 ); // put parameter columns up-front >> after optimization >> >> /* Filter and Trading Choices */ >> >> LongShortBoth = Param( "LongShortBoth" , 1, 1, 3, 1 ) ; >> SingleContract = ParamToggle( "SingleContract" , "No|Yes", 1 ) ; >> >> // ShowBuysOrSells = ParamToggle( "ShowBuysOrSells" , "Buys|Sells" , 0 ) ; >> ReqSigCount = ParamOptimize( "ReqSigCount" , 4, 1, 6, 1 ) ; // required >> signal count to pass filter >> ReqVolRatio = ParamOptimize( "ReqVolRatio" , 2, .4, 2, .2 ) ; // required >> volume ratio to pass filter >> BarsForStop = ParamOptimize( "BarsForStop" , 3, 1, 5, 1 ) ; >> >> BuySigs = (somme >= ReqSigCount) and (VolumeIdx >= ReqVolRatio) ; >> SellSigs = (somme2 >= ReqSigCount) and (VolumeIdx >= ReqVolRatio) ; >> >> if (SingleContract) PositionSize = MarginDeposit = 1; // Trade a single >> contract. >> >> // Set up Exploration Filter and Buys/Sells >> if( LongShortBoth == 1 ){ >> Filter = BuySigs; >> Buy = (somme >= ReqSigCount) and (VolumeIdx >= ReqVolRatio) ; >> Sell = 0 ; >> Short = 0 ; >> Cover = 0 ; >> } >> else if( LongShortBoth == 2 ){ >> Filter = SellSigs ; >> Buy = 0 ; >> Sell = 0 ; >> Short = (somme2 >= ReqSigCount) and (VolumeIdx >= ReqVolRatio) ; >> Cover = 0 ; >> } >> else if( LongShortBoth == 3 ){ >> Filter = BuySigs or SellSigs; >> Buy = (somme >= ReqSigCount) and (VolumeIdx >= ReqVolRatio) ; >> Sell = 0 ; >> Short = (somme2 >= ReqSigCount) and (VolumeIdx >= ReqVolRatio) ; >> Cover = 0 ; >> } >> >> /* N-bar stop */ >> ApplyStop( stopTypeNBar, stopModeBars, BarsForStop ); >> >> >> > > -- Gordon Pelletier 24 Diamond Rd Pearl Beach NSW 2256 email [email protected] (02) 43424164 0407990787
