Thanks Keith.
2009/12/28 Keith McCombs <[email protected]> > > > There shouldn't be a space in "ExtraCol umnsLocation" > > Gordon Pelletier wrote: > > > 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 > > > -- Gordon Pelletier 24 Diamond Rd Pearl Beach NSW 2256 email [email protected] (02) 43424164 0407990787
