hi gariki,
the code is setup for true signals. So a signal that is generated at the code
of the bar. I use:
buy = the buy definition;
buy = ref(buy,-1); buyprice = Open;
In this case you get a signal at the open of the bar and then the static
variables ensure the signal is only given once.
How it works? Every time a data point comes in the chart refreshes and the code
is evaluated. If you want to see signals also when there is a potential signal
you could do that without static variables. For instance:
buy = the buy definition;
potentialBuy = Buy;
buy = ref(buy,-1); buyprice = Open;
then you add a constraint:
else if( (!LastValue(potentialBuy) AND !LastValue(potentialCover) AND
!LastValue(potentialShort) AND !LastValue(potentialSell)))
{
Say("Potential Buy");
}
you are right that I did not add reversals. If you want to be warned for
potential signals en true signals you could solve this as follows:
regards, Ed
/////////////////////////////////////////////////////////////////////////////////////
Buy = your definition;
PotentialBuy = Buy;
Buy = ref(buy,-1); Buyprice = Open;
Sell = your definition;
PotentialSell = Sell;
Sell = Ref(Sell,-1); Sellprice = Open;
etc for
Short
and
Cover
myBuyVar = Nz(StaticVarGet("buyVar");
mySellVar = Nz(StaticVarGet("sellVar");
myShortVar = Nz(StaticVarGet("shortVar");
myCoverVar = Nz(StaticVarGet("coverVar");
myReverseToLongVar = Nz(StaticVarGet("reverseToLongVar");
myReverseToShortVar = Nz(StaticVarGet("reverseToShortVar");
if (myBuyVar == 0 AND (LastValue(Buy) AND !LastValue(Cover) AND
!LastValue(Short) AND !LastValue(Sell)) )
{
StaticVarSet( "buyVar",1);
StaticVarSet( "sellVar",0);
StaticVarSet( "shortVar",0);
StaticVarSet( "coverVar",0);
StaticVarSet( "reverseToLongVar",0);
StaticVarSet( "reverseToShortVar",0);
Say( "True Buy Signal" );
}
else if (mySellVar == 0 AND (!LastValue(Buy) AND !LastValue(Cover) AND
!LastValue(Short) AND LastValue(Sell)) )
{
StaticVarSet( "buyVar",0);
StaticVarSet( "sellVar",1);
StaticVarSet( "shortVar",0);
StaticVarSet( "coverVar",0);
StaticVarSet( "reverseToLongVar",0);
StaticVarSet( "reverseToShortVar",0);
Say( "True Sell Signal" );
}
else if (myShortVar == 0 AND (!LastValue(Buy) AND !LastValue(Cover) AND
LastValue(Short) AND !LastValue(Sell)) )
{
StaticVarSet( "buyVar",0);
StaticVarSet( "sellVar",0);
StaticVarSet( "shortVar",1);
StaticVarSet( "coverVar",0);
StaticVarSet( "reverseToLongVar",0);
StaticVarSet( "reverseToShortVar",0);
Say( "True Short Signal" );
}
else if (myCoverVar == 0 AND (!LastValue(Buy) AND LastValue(Cover) AND
!LastValue(Short) AND !LastValue(Sell)) )
{
StaticVarSet( "buyVar",0);
StaticVarSet( "sellVar",0);
StaticVarSet( "shortVar",0);
StaticVarSet( "coverVar",1);
StaticVarSet( "reverseToLongVar",0);
StaticVarSet( "reverseToShortVar",0);
Say( "True Cover Signal" );
}
else if (myReverseToLongVar == 0 AND (LastValue(Buy) AND LastValue(Cover) AND
!LastValue(Short) AND !LastValue(Sell)) )
{
StaticVarSet( "buyVar",0);
StaticVarSet( "sellVar",0);
StaticVarSet( "shortVar",0);
StaticVarSet( "coverVar",0);
StaticVarSet( "reverseToLongVar",1);
StaticVarSet( "reverseToShortVar",0);
Say( "True Reverse To Long Signal" );
}
else if (myReverseToShortVar == 0 AND (!LastValue(Buy) AND !LastValue(Cover)
AND LastValue(Short) AND LastValue(Sell)) )
{
StaticVarSet( "buyVar",0);
StaticVarSet( "sellVar",0);
StaticVarSet( "shortVar",0);
StaticVarSet( "coverVar",0);
StaticVarSet( "reverseToLongVar",0);
StaticVarSet( "reverseToShortVar",1);
Say( "True Reverse To Short Signal" );
}
else if (LastValue(PotentialBuy) AND !LastValue(PotentialCover) AND
!LastValue(PotentialShort) AND !LastValue(PotentialSell))
{
Say( "Potential Buy Signal" );
}
else if (!LastValue(PotentialBuy) AND !LastValue(PotentialCover) AND
!LastValue(PotentialShort) AND LastValue(PotentialSell))
{
Say( "Potential Sell Signal" );
}
else if (!LastValue(PotentialBuy) AND !LastValue(PotentialCover) AND
LastValue(PotentialShort) AND !LastValue(PotentialSell))
{
Say( "Potential Short Signal" );
}
else if (!LastValue(PotentialBuy) AND LastValue(PotentialCover) AND
!LastValue(PotentialShort) AND !LastValue(PotentialSell))
{
Say( "Potential Cover Signal" );
}
else if (LastValue(PotentialBuy) AND LastValue(PotentialCover) AND
!LastValue(PotentialShort) AND !LastValue(PotentialSell))
{
Say( "Potential Reverse To Long Signal" );
}
else if (!LastValue(PotentialBuy) AND !LastValue(PotentialCover) AND
LastValue(PotentialShort) AND LastValue(PotentialSell))
{
Say( "Potential Reverse To Short Signal" );
}
From: gariki
Sent: Thursday, July 22, 2010 6:30 PM
To: [email protected]
Subject: [amibroker] Re: sick of watching the screen..
Thanks for the sniplet Ed. After adding just one closing brace to the first
four lines its working for me.. but have a couple of questions and some
validations just so i understand how its working.
a.. Chart redraws every so many seconds (10secs default) and evaluates all
the rules in the afl. Or does it happen more often; because i see my incoming
ticks changing the bars more often? so evertime a new tick come in is the chart
and indicators redrawn?
I am still testing but i have added the following lines at the end of your code
to cover for situations where a signal intermittently comes and goes away
within a 5min bar; to get the recurrent says i am resetting it every chart
refresh..
else if( (!LastValue(Buy) AND !LastValue(Cover) AND !LastValue(Short) AND
!LastValue(Sell)))
{
StaticVarSet( "buyVarStoRSI",0);
StaticVarSet( "sellVarStoRSI",0);
StaticVarSet( "shortVarStoRSI",0);
StaticVarSet( "coverVarStoRSI",0);
//Say("reset done");
}
How it is working?
a.. First time around none of the myBuyVar, mySellVar etc are initialized; so
StaticVarGet returns zero. And say for the first time my buy rules are
triggered, it goes into the if statement block and sets buyVar to 1 and
essentially resets all others to zero (useful from the second execution
onwards).
a.. Now that buyVar is set to 1, next chart refresh gives myBuyVar a value of
1 and this prevents from Say( "Buy" ) executing again and again; until it is
reset by some other if statement block.
a.. If my system covers and goes long at the same time, then i better get
both signals and i should remove the three extra ANDs in this statement..
(LastValue(Buy) AND !LastValue(Cover) AND !LastValue(Short) AND
!LastValue(Sell))
PS: AB support actually suggested using LastValue(Buy) within AlertIf statement
just directly; i would think if the chart refreshes every 10secs or so and i
use LastValue(buy) within the alertif statement it should work if it is reading
the signal from the last bar but somehow it is not; do you think you know why
that one doesnt work?
thanks a bunch again!
-gariki
--- In [email protected], "Edward Pottasch" <empotta...@...> wrote:
>
> found a mistake already. This shoudl work I think.
>
> Ed
>
> myBuyVar = Nz(StaticVarGet("buyVar");
> mySellVar = Nz(StaticVarGet("sellVar");
> myShortVar = Nz(StaticVarGet("shortVar");
> myCoverVar = Nz(StaticVarGet("coverVar");
>
> if (myBuyVar == 0 AND (LastValue(Buy) AND !LastValue(Cover) AND
> !LastValue(Short) AND !LastValue(Sell)) )
> {
> StaticVarSet( "buyVar",1);
> StaticVarSet( "sellVar",0);
> StaticVarSet( "shortVar",0);
> StaticVarSet( "coverVar",0);
> Say( "Buy" );
> }
> else if (mySellVar == 0 AND (!LastValue(Buy) AND !LastValue(Cover) AND
> !LastValue(Short) AND LastValue(Sell)) )
> {
> StaticVarSet( "buyVar",0);
> StaticVarSet( "sellVar",1);
> StaticVarSet( "shortVar",0);
> StaticVarSet( "coverVar",0);
> Say( "Sell" );
> }
> else if (myShortVar == 0 AND (!LastValue(Buy) AND !LastValue(Cover) AND
> LastValue(Short) AND !LastValue(Sell)) )
> {
> StaticVarSet( "buyVar",0);
> StaticVarSet( "sellVar",0);
> StaticVarSet( "shortVar",1);
> StaticVarSet( "coverVar",0);
> Say( "Short" );
> }
> else if (myCoverVar == 0 AND (!LastValue(Buy) AND LastValue(Cover) AND
> !LastValue(Short) AND !LastValue(Sell)) )
> {
> StaticVarSet( "buyVar",0);
> StaticVarSet( "sellVar",0);
> StaticVarSet( "shortVar",0);
> StaticVarSet( "coverVar",1);
> Say( "Cover" );
> }
>
>
>
>
> From: gariki
> Sent: Wednesday, July 21, 2010 2:27 AM
> To: [email protected]
> Subject: [amibroker] Re: sick of watching the screen..
>
>
>
>
> Thanks all for the replies.. it would save me a lot of time if i can figure
> this out..
>
>
> TJ: i will defnitely send a mail to support; i have actually sent it once
> (Ticket number: 72641) and from the response i got i thought that the way i
> am using it i cannot do any better.
> "Actually - AlertIf is mostly planned for use in the AUTOMATIC ANALYSIS
> window - you can run SCAN with "run every" feature enabled. That way will
> make it independent from chart focus, scrolling etc."
>
>
> Herman: i am surprised that you think this is not an issue because i thought
> when you posted this thread, you are running into exactly the same problem as
> i have; maybe not.. hmm..
> http://finance.groups.yahoo.com/group/amibroker/message/148221
>
>
>
>
> Anyways; here is almost exactly what i have for most of my systems (ofcourse
> rules are simplified); and the way i am using them now is i plot the graphs
> and that shows the buy/sell arrows; all i wish is when it is creating these
> arrows, it also shouts out loud so that i dont have to sit at the screen but
> do something more useful like.. reading a book or yoga :) and dont care until
> i hear out a loud sound about my entry.. the problem i run into is it only
> works intermittently (when the cursor is on the bar before which the signal
> is coming); somtimes the alerts sound; sometimes they dont..
>
>
>
>
> //Testing alerts
>
>
> BuySignal = Cross(EMA(C,10),EMA(C,20));
> SellSignal = BarsSince(BuySignal) == 10;
> ShortSignal = Cross(EMA(C,20),EMA(C,10));
> CoverSignal = BarsSince(ShortSignal) == 10;
>
>
> Buy = ExRem(BuySignal,SellSignal);
> Sell = ExRem(SellSignal, BuySignal);
> Short = ExRem(ShortSignal, CoverSignal);
> Cover = ExRem(CoverSignal, ShortSignal);
>
>
> shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
> Plot(Close, "Price", colorBlack, styleCandle);
> PlotShapes( shape, IIf( Buy, colorGreen, colorRed), 0, IIf(Buy, Low, High) );
> PlotShapes( Short*shapeHollowDownArrow + Cover*shapeHollowUpArrow, IIf(Short,
> colorRed, colorGreen));
> GraphXSpace = 5;
>
>
>
>
> AlertIf( Buy, "SOUND C:\\Program Files\\Amibroker\\BuyBuyBuy.wav", "Audio
> alert ");
> AlertIf( Sell, "SOUND C:\\Program Files\\Amibroker\\SellSellSell.wav", "Audio
> alert");
> AlertIf( Short, "SOUND C:\\Program Files\\Amibroker\\SellSellSell.wav",
> "Audio alert");
> AlertIf( Cover, "SOUND C:\\Program Files\\Amibroker\\BuyBuyBuy.wav", "Audio
> alert ");
>
>
> RoundLotSize = 1;
> PositionSize = MarginDeposit = 1;
>
>
>
>
>
>
> Any help is appreciated; currently if i place this above code onto a graph
> pane and set the time frame to 1min; i can easily get signals and i have
> verified that the alerts are not going ON when the signal is generated.
>
>
>
>
> thanks!
> -gariki
>
>
>
>
> --- In [email protected], "Bruce" brucer@ wrote:
> >
> > FWIW, I ran into some issues with AlertIf long ago and just coded around
> > them. My primary use was in Explorations, so I just coded my own lookback
> > since the build-in lookback parameter seemed problematic in my testing. I
> > encourage you to pursue sending the info to support, because I think that
> > there may be some idiosyncrasies of AlertIf that have not been fully
> > explained.
> >
> > --- In [email protected], Tomasz Janeczko groups@ wrote:
> > >
> > > Hello,
> > >
> > > AlertIf does NOT require clicking to activate. You have got something
> > > wrong with your formula.
> > > Send the formula to support if you need help.
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > >
> > > On 2010-07-20 16:26, gariki wrote:
> > > > Hello All,
> > > >
> > > > i am currently trading 4 systems on 5min time period and am just
> > > > getting sick/tired of watching the screen for signals. I have alertif's
> > > > coded into the systems but because of the problems with that function
> > > > (it wont activate unless the last bar is clicked etc) it doesnt work.
> > > >
> > > > Ideally i would go auto-trade but i do not want to automate the part of
> > > > putting trades on. I just want a good reliable mechanism to play sound
> > > > alerts when i get signals.. is there any other alternative?
> > > >
> > > > TJ, plese consider fixing alertif functionality for this use case; for
> > > > users that dont want to automate quite this is the next best thing and
> > > > will be very handy (or maybe there is an alternative; that would solve
> > > > my problem; would love to hear that..)
> > > >
> > > >
> > > > thanks
> > > > -gariki
> > > >
> > > >
> > > >
> > > > ------------------------------------
> > > >
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