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Everything posted by aaa
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as always... Very good job from our TAMS A few lines of code 4 a simple idea This indicator could B a new tool 2 Xperiment ideas Why not higligt a trading range with it ? Or a gap untill it is closed ? Or 2 Xtrems ? Or put variables on Bot.Right.Date(20091125), Bot.Right.Time(1400), Bot.Right.Price(1105), Or ... ? Or ... ? Or ... ? Or ... ? Or ... ?
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ThanX Charlton 4 the links Google book is amazing I'm wondering Why 2 buy a book if we can read it 4 free via google books ? What about the copyright ?
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- ehlers
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ThanX to TAMS + Richard Todd + Blowfish 4 your Xcellent info 2 illustrate what have been said, here are graphs showing the problem of bar interval it is not smooth + we have 2 wait the end of the bar 2 draw the avg Is it the same problem that ADE which send the info only at the end of the bar ? On chart 3 An other solution is to plot a 240 ( 60/5) * 20) avg directly on the 5 mn chart but it is not accurate
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Many ThanX TAMS 4 the video They are plenty of interesting tutorial 2 learn more about EasyLanguage It's a gold mine !!! Free Tutorials for EasyLanguage Services for TradeStation - contact
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- ade
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TAMS I don't understand Is it a way 2 access to a second symbol in a chart ? Or an other resolution of the same symbol in a chart ? if it's a 2 stupid question, please don't answer aaa ------------------------------------------ Data (Reserved Word) Disclaimer Reserved word used to reference information from a specified data stream. Remarks Data is normally used with a number between 1-50 that allows the specification or which data set is being referred to in terms of price values and functions calculations. Examples Close of Data3 returns the Close price of Data stream 3. Low of Data10 returns the Low price of Data stream 10.
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Here is the solution in MC 5 Backtesting and Optimization • Backtesting can now be based on bids and asks. The new backtesting has two modes: classical and extended. In the classical mode, backtesting will be based on the underlying data series (trades, bids, OR asks). In the extended mode, backtesting will be based on bids AND asks. • Improved Genetic Optimization parameters. Backtesting-Chart Synchronization has been added. It is now possible to click on a point on one of the available Equity Curve lines or on a trade in the List of Trades and have the chart scrolled to the respective trade and have the entry arrow highlighted. Brand New Portfolio Backtesting Module • Ability to apply different strategies to different symbols within a portfolio. Symbols are visually organized into groups depending on the applied strategy. Each group includes tradable symbols, information symbols, and signals - all combined under a unique strategy name. Elements of groups can be easily copied, pasted, deleted, and moved. It is possible to assign priority to symbols and strategies. The visual order of strategy groups and of symbols within those groups reflects the order in which they will be processed in calculations. This feature allows for easier capital allocation management: the available capital will first be used on strategies and symbols appearing at the top of the list and, therefore, having higher priority. • Ability to mix different resolutions. It is now possible to insert symbols in different resolutions into a portfolio. • New GUI. The new interface is very easy to use. All vital portfolio settings and properties are easily accessible from the main portfolio window. Groups of symbols with applied signals can be easily re-organized by dragging and dropping. • Portfolio Money Management Settings In Portfolio Settings, new fields have been added to bring portfolio behavior still closer to real-life trading. In the 'Required Capital Assumptions in Margin Trading' a) the margin can be specified, either as an absolute value taken from QuoteManager or as a percentage of the contract cost. b) potential loss can be specified, either as an absolute value or as percentage of your available capital • Period Analysis for Portfolio Backtesting. Detailed period breakdown has been incorporated into the Portfolio Backtesting Report. • Correlation analysis has been added into. It is now possible to view the performance correlation between different symbols within a portfolio - based on daily, monthly, and on annual equity.
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Xcellent TAMS ! I've noticed that the blue line and the red line acts as the price position with a avg W/O divergences So what more can it brings than reading a chart with price + avg ? No replies Xpected of course, only observation aaa
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- ehlers
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some info about Darvas Darvas Box Theory - Home What Does Darvas Box Theory Mean? A trading strategy that was developed in 1956 by former ballroom dancer Nicolas Darvas. Darvas' trading technique involved buying into stocks that were trading at new 52-week highs with correspondingly high volumes. A Darvas box is created when the price of a stock rises above the previous 52-week high, but then falls back to a price not far from that high. If the price falls too much, it can be a signal of a false breakout, otherwise the lower price is used as the bottom of the box and the high as the top. Investopedia explains Darvas Box Theory In 1956, Darvas was able to turn an investment of $10,000 into $2 million over an 18-month period. While traveling for his dancing, Darvas would obtain copies of The Wall Street Journal and Barron's, but he would only look at the stock prices to make his decisions. It has been said that Darvas was less happy about the profits that he made than he was about the ease and peace of mind that he got from implementing his system. Skeptics of Darvas' technique attribute his success to the fact that he was trading in a very bullish market. They also say that returns comparable to the ones he saw can't be attained if this technique is used in a bear market.
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ThanX alfa2430 for your interesting info
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- easylanguage
- holy grail
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aaa: Checkout the "Best Backtesting software" thread here on TL. http://www.traderslaboratory.com/for...ware-5830.html Thanx trade-samarai I've added this thread to my bookmarks http://www.traderslaboratory.com/forums/f106/best-strategy-backtesting-software-5830.html
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This might be what you need.. TraderStation® Utilities and Services from Professional Software Solutions ThanX Dojistar I'm afraid that it does'nt work with MC To bad ...
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ThanX ochie This was the last and more important question and your answer is perfectly clear Now I can try to do it I want to thank all the nice personns whose help me here to clear my ideas aaa PS Any suggestions are overwelcomed !
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I'm sorry I don't know this platform
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- easylanguage
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Hi Suri My Problkem is resolved I've changed the name of the function w/o changing this line of your code below original suri.isTradingDay = hreturn; new name $suri.isTradingDay = hreturn; U've made a good job Regards
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Suri I've crated a function suri.isTradingDay in MultiCharts I have this message ------ Build started: ------ Study: "suri.IsTradingDay" (Function) Please wait .... ------ Compiled with error(s): ------ assignment is allowed only for variables or array elements errLine 2, errColumn 0, errLineEnd 2, errColumnEnd 0 { suri.isTradingDay written by deMicron ("Suri Duddella") Jan. 04, 2008 [url=http://www.suriNotes.com]suriNotes.com, suriNotes, Stock Research, Futures Trading, Emini Trading, Tradestation, Indicators[/url] Returns: 0 for Holiday, 1 = Trading Day, 0.5 = EarlyClose/HalfDay, -1: Not in the DateList Example: Day = suri.IsTradingDay(1080219); Day = suri.IsTradingDay(1051225); 1998 to 2007 Data Compiled from $INDU 5m Charts on TS.. Suri 2008, 2009 Data Manually compiled from NYSE Calendar .. Suri } //Input: checkDate(numericsimple), d1(numericSimple), d2(numericsimple); Input: checkDate(numericsimple); // Input: checkDate(numericsimple); Arrays: HOLIDAYS[200,2](0); Var: count(0), Found (0), NumHolidays(142), hreturn(0), iStart(0), iEnd(0); // 0 = Holiday, 1 = TradingDay, 0.5= HalfDay/EarlyClose ... // 1998 HOLIDAYS[ 1,1] = 980101; HOLIDAYS[ 1,2] = 0; HOLIDAYS[ 2,1] = 980119; HOLIDAYS[ 2,2] = 0; HOLIDAYS[ 3,1] = 980216; HOLIDAYS[ 3,2] = 0; HOLIDAYS[ 4,1] = 980410; HOLIDAYS[ 4,2] = 0; HOLIDAYS[ 5,1] = 980525; HOLIDAYS[ 5,2] = 0; HOLIDAYS[ 6,1] = 980703; HOLIDAYS[ 6,2] = 0; HOLIDAYS[ 7,1] = 980907; HOLIDAYS[ 7,2] = 0; HOLIDAYS[ 8,1] = 981126; HOLIDAYS[ 8,2] = 0; HOLIDAYS[ 9,1] = 981127; HOLIDAYS[ 9,2] = 0.5; HOLIDAYS[ 10,1] = 981224; HOLIDAYS[ 10,2] = 0.5; HOLIDAYS[ 11,1] = 981225; HOLIDAYS[ 11,2] = 0; // 1999 HOLIDAYS[ 12,1] = 990101; HOLIDAYS[ 12,2] = 0; HOLIDAYS[ 13,1] = 990118; HOLIDAYS[ 13,2] = 0; HOLIDAYS[ 14,1] = 990215; HOLIDAYS[ 14,2] = 0; HOLIDAYS[ 15,1] = 990402; HOLIDAYS[ 15,2] = 0; HOLIDAYS[ 16,1] = 990531; HOLIDAYS[ 16,2] = 0; HOLIDAYS[ 17,1] = 990705; HOLIDAYS[ 17,2] = 0; HOLIDAYS[ 18,1] = 990906; HOLIDAYS[ 18,2] = 0; HOLIDAYS[ 19,1] = 991125; HOLIDAYS[ 19,2] = 0; HOLIDAYS[ 20,1] = 991126; HOLIDAYS[ 20,2] = 0.5; HOLIDAYS[ 21,1] = 991224; HOLIDAYS[ 21,2] = 0; HOLIDAYS[ 22,1] = 991231; HOLIDAYS[ 22,2] = 0.5; // 2000 HOLIDAYS[ 23,1] = 1000117; HOLIDAYS[ 23,2] = 0; HOLIDAYS[ 24,1] = 1000221; HOLIDAYS[ 24,2] = 0; HOLIDAYS[ 25,1] = 1000421; HOLIDAYS[ 25,2] = 0; HOLIDAYS[ 26,1] = 1000529; HOLIDAYS[ 26,2] = 0; HOLIDAYS[ 27,1] = 1000703; HOLIDAYS[ 27,2] = 0.5; HOLIDAYS[ 28,1] = 1000704; HOLIDAYS[ 28,2] = 0; HOLIDAYS[ 29,1] = 1000904; HOLIDAYS[ 29,2] = 0; HOLIDAYS[ 30,1] = 1001123; HOLIDAYS[ 30,2] = 0; HOLIDAYS[ 31,1] = 1001124; HOLIDAYS[ 31,2] = 0.5; HOLIDAYS[ 32,1] = 1001225; HOLIDAYS[ 32,2] = 0; //2001 HOLIDAYS[ 33,1] = 1010101; HOLIDAYS[ 33,2] = 0; HOLIDAYS[ 34,1] = 1010115; HOLIDAYS[ 34,2] = 0; HOLIDAYS[ 35,1] = 1010219; HOLIDAYS[ 35,2] = 0; HOLIDAYS[ 36,1] = 1010413; HOLIDAYS[ 36,2] = 0; HOLIDAYS[ 37,1] = 1010528; HOLIDAYS[ 37,2] = 0; HOLIDAYS[ 38,1] = 1010703; HOLIDAYS[ 38,2] = 0.5; HOLIDAYS[ 39,1] = 1010704; HOLIDAYS[ 39,2] = 0; HOLIDAYS[ 40,1] = 1010903; HOLIDAYS[ 40,2] = 0; HOLIDAYS[ 41,1] = 1010911; HOLIDAYS[ 41,2] = 0; //Sept. 11 HOLIDAYS[ 42,1] = 1010912; HOLIDAYS[ 42,2] = 0; HOLIDAYS[ 43,1] = 1010913; HOLIDAYS[ 43,2] = 0; HOLIDAYS[ 44,1] = 1010914; HOLIDAYS[ 44,2] = 0; HOLIDAYS[ 45,1] = 1011122; HOLIDAYS[ 45,2] = 0; HOLIDAYS[ 46,1] = 1011123; HOLIDAYS[ 46,2] = 0.5; HOLIDAYS[ 47,1] = 1011224; HOLIDAYS[ 47,2] = 0.5; HOLIDAYS[ 48,1] = 1011225; HOLIDAYS[ 48,2] = 0; //2002 HOLIDAYS[ 49,1] = 1020101; HOLIDAYS[ 49,2] = 0; HOLIDAYS[ 50,1] = 1020121; HOLIDAYS[ 50,2] = 0; HOLIDAYS[ 51,1] = 1020218; HOLIDAYS[ 51,2] = 0; HOLIDAYS[ 52,1] = 1020329; HOLIDAYS[ 52,2] = 0; HOLIDAYS[ 53,1] = 1020527; HOLIDAYS[ 53,2] = 0; HOLIDAYS[ 54,1] = 1020704; HOLIDAYS[ 54,2] = 0; HOLIDAYS[ 55,1] = 1020705; HOLIDAYS[ 55,2] = 0.5; HOLIDAYS[ 56,1] = 1020902; HOLIDAYS[ 56,2] = 0; HOLIDAYS[ 57,1] = 1021128; HOLIDAYS[ 57,2] = 0; HOLIDAYS[ 58,1] = 1021129; HOLIDAYS[ 58,2] = 0.5; HOLIDAYS[ 59,1] = 1021224; HOLIDAYS[ 59,2] = 0.5; HOLIDAYS[ 60,1] = 1021225; HOLIDAYS[ 60,2] = 0; //2003 HOLIDAYS[ 61,1] = 1030101; HOLIDAYS[ 61,2] = 0; HOLIDAYS[ 62,1] = 1030120; HOLIDAYS[ 62,2] = 0; HOLIDAYS[ 63,1] = 1030217; HOLIDAYS[ 63,2] = 0; HOLIDAYS[ 64,1] = 1030418; HOLIDAYS[ 64,2] = 0; HOLIDAYS[ 65,1] = 1030526; HOLIDAYS[ 65,2] = 0; HOLIDAYS[ 66,1] = 1030703; HOLIDAYS[ 66,2] = 0.5; HOLIDAYS[ 67,1] = 1030704; HOLIDAYS[ 67,2] = 0; HOLIDAYS[ 68,1] = 1030901; HOLIDAYS[ 68,2] = 0; HOLIDAYS[ 69,1] = 1031127; HOLIDAYS[ 69,2] = 0; HOLIDAYS[ 70,1] = 1031128; HOLIDAYS[ 70,2] = 0.5; HOLIDAYS[ 71,1] = 1031224; HOLIDAYS[ 71,2] = 0.5; HOLIDAYS[ 72,1] = 1031225; HOLIDAYS[ 72,2] = 0; HOLIDAYS[ 73,1] = 1031226; HOLIDAYS[ 73,2] = 0.5; //2004 HOLIDAYS[ 74,1] = 1040101; HOLIDAYS[ 74,2] = 0; HOLIDAYS[ 75,1] = 1040119; HOLIDAYS[ 75,2] = 0; HOLIDAYS[ 76,1] = 1040216; HOLIDAYS[ 76,2] = 0; HOLIDAYS[ 77,1] = 1040409; HOLIDAYS[ 77,2] = 0; HOLIDAYS[ 78,1] = 1040531; HOLIDAYS[ 78,2] = 0; HOLIDAYS[ 79,1] = 1040611; HOLIDAYS[ 79,2] = 0; // Ronald Reagan's HOLIDAYS[ 80,1] = 1040705; HOLIDAYS[ 80,2] = 0; HOLIDAYS[ 81,1] = 1040906; HOLIDAYS[ 81,2] = 0; HOLIDAYS[ 82,1] = 1041125; HOLIDAYS[ 82,2] = 0; HOLIDAYS[ 83,1] = 1041126; HOLIDAYS[ 83,2] = 0.5; HOLIDAYS[ 84,1] = 1041224; HOLIDAYS[ 84,2] = 0; //2005 HOLIDAYS[ 85,1] = 1050117; HOLIDAYS[ 85,2] = 0; HOLIDAYS[ 86,1] = 1050221; HOLIDAYS[ 86,2] = 0; HOLIDAYS[ 87,1] = 1050325; HOLIDAYS[ 87,2] = 0; HOLIDAYS[ 88,1] = 1050530; HOLIDAYS[ 88,2] = 0; HOLIDAYS[ 89,1] = 1050704; HOLIDAYS[ 89,2] = 0; HOLIDAYS[ 90,1] = 1050905; HOLIDAYS[ 90,2] = 0; HOLIDAYS[ 91,1] = 1051124; HOLIDAYS[ 91,2] = 0; HOLIDAYS[ 92,1] = 1051125; HOLIDAYS[ 92,2] = 0.5; HOLIDAYS[ 93,1] = 1051226; HOLIDAYS[ 93,2] = 0; //2006 HOLIDAYS[ 94,1] = 1060102; HOLIDAYS[ 94,2] = 0; HOLIDAYS[ 95,1] = 1060116; HOLIDAYS[ 95,2] = 0; HOLIDAYS[ 96,1] = 1060220; HOLIDAYS[ 96,2] = 0; HOLIDAYS[ 97,1] = 1060414; HOLIDAYS[ 97,2] = 0; HOLIDAYS[ 98,1] = 1060529; HOLIDAYS[ 98,2] = 0; HOLIDAYS[ 99,1] = 1060703; HOLIDAYS[ 99,2] = 0.5; HOLIDAYS[ 100,1] = 1060704; HOLIDAYS[ 100,2] = 0; HOLIDAYS[ 101,1] = 1060904; HOLIDAYS[ 101,2] = 0; HOLIDAYS[ 102,1] = 1061123; HOLIDAYS[ 102,2] = 0; HOLIDAYS[ 103,1] = 1061124; HOLIDAYS[ 103,2] = 0.5; HOLIDAYS[ 104,1] = 1061225; HOLIDAYS[ 104,2] = 0; //2007 HOLIDAYS[ 105,1] = 1070101; HOLIDAYS[ 105,2] = 0; HOLIDAYS[ 106,1] = 1070102; HOLIDAYS[ 106,2] = 0; // Gerald Ford's HOLIDAYS[ 107,1] = 1070105; HOLIDAYS[ 107,2] = 0; HOLIDAYS[ 108,1] = 1070115; HOLIDAYS[ 108,2] = 0; HOLIDAYS[ 109,1] = 1070219; HOLIDAYS[ 109,2] = 0; HOLIDAYS[ 110,1] = 1070406; HOLIDAYS[ 110,2] = 0; HOLIDAYS[ 111,1] = 1070528; HOLIDAYS[ 111,2] = 0; HOLIDAYS[ 112,1] = 1070703; HOLIDAYS[ 112,2] = 0.5; HOLIDAYS[ 113,1] = 1070704; HOLIDAYS[ 113,2] = 0; HOLIDAYS[ 114,1] = 1070903; HOLIDAYS[ 114,2] = 0; HOLIDAYS[ 115,1] = 1071122; HOLIDAYS[ 115,2] = 0; HOLIDAYS[ 116,1] = 1071123; HOLIDAYS[ 116,2] = 0.5; HOLIDAYS[ 117,1] = 1071224; HOLIDAYS[ 117,2] = 0.5; HOLIDAYS[ 118,1] = 1071225; HOLIDAYS[ 118,2] = 0; // Manual Entries for 2008, 2009 Holidays from NYSE Calendar... Suri // 2008 HOLIDAYS[ 119,1] = 1080101; HOLIDAYS[ 119,2] = 0; HOLIDAYS[ 120,1] = 1080121; HOLIDAYS[ 120,2] = 0; HOLIDAYS[ 121,1] = 1080218; HOLIDAYS[ 121,2] = 0; HOLIDAYS[ 122,1] = 1080321; HOLIDAYS[ 122,2] = 0; HOLIDAYS[ 123,1] = 1080526; HOLIDAYS[ 123,2] = 0; HOLIDAYS[ 124,1] = 1080703; HOLIDAYS[ 124,2] = 0.5; HOLIDAYS[ 125,1] = 1080704; HOLIDAYS[ 125,2] = 0; HOLIDAYS[ 126,1] = 1080901; HOLIDAYS[ 126,2] = 0; HOLIDAYS[ 127,1] = 1081127; HOLIDAYS[ 127,2] = 0; HOLIDAYS[ 128,1] = 1081127; HOLIDAYS[ 128,2] = 0; HOLIDAYS[ 129,1] = 1081128; HOLIDAYS[ 129,2] = 0.5; HOLIDAYS[ 130,1] = 1081224; HOLIDAYS[ 130,2] = 0.5; HOLIDAYS[ 131,1] = 1081225; HOLIDAYS[ 131,2] = 0; // 2009 HOLIDAYS[ 132,1] = 1090101; HOLIDAYS[ 132,2] = 0; HOLIDAYS[ 133,1] = 1090119; HOLIDAYS[ 133,2] = 0; HOLIDAYS[ 134,1] = 1090216; HOLIDAYS[ 134,2] = 0; HOLIDAYS[ 135,1] = 1090410; HOLIDAYS[ 135,2] = 0; HOLIDAYS[ 136,1] = 1090525; HOLIDAYS[ 136,2] = 0; HOLIDAYS[ 137,1] = 1090703; HOLIDAYS[ 137,2] = 0; HOLIDAYS[ 138,1] = 1090907; HOLIDAYS[ 138,2] = 0; HOLIDAYS[ 139,1] = 1091126; HOLIDAYS[ 139,2] = 0; HOLIDAYS[ 140,1] = 1091127; HOLIDAYS[ 140,2] = 0.5; HOLIDAYS[ 141,1] = 1091224; HOLIDAYS[ 141,2] = 0.5; HOLIDAYS[ 142,1] = 1091225; HOLIDAYS[ 142,2] = 0; // 2010 HOLIDAYS[ 143,1] = 1100101; HOLIDAYS[ 143,2] = 0; HOLIDAYS[ 144,1] = 1100118; HOLIDAYS[ 144,2] = 0; HOLIDAYS[ 145,1] = 1100215; HOLIDAYS[ 145,2] = 0; HOLIDAYS[ 146,1] = 1100402; HOLIDAYS[ 146,2] = 0; HOLIDAYS[ 147,1] = 1100531; HOLIDAYS[ 147,2] = 0; HOLIDAYS[ 148,1] = 1100705; HOLIDAYS[ 148,2] = 0; HOLIDAYS[ 149,1] = 1100906; HOLIDAYS[ 149,2] = 0; HOLIDAYS[ 150,1] = 1101125; HOLIDAYS[ 150,2] = 0; HOLIDAYS[ 151,1] = 1101126; HOLIDAYS[ 151,2] = 0.5; HOLIDAYS[ 152,1] = 1101224; HOLIDAYS[ 152,2] = 0; if checkDate >= 980101 and checkDate <= 981231 then begin iStart = 1; iEnd = 11; end else if checkDate >= 990101 and checkDate <= 991231 then begin iStart = 12; iEnd = 22; end else if checkDate >= 1000101 and checkDate <= 1001231 then begin iStart = 23; iEnd = 32; end else if checkDate >= 1010101 and checkDate <= 1021231 then begin iStart = 33; iEnd = 48; end else if checkDate >= 1020101 and checkDate <= 1031231 then begin iStart = 49; iEnd = 60; end else if checkDate >= 1030101 and checkDate <= 1031231 then begin iStart = 61; iEnd = 73; end else if checkDate >= 1040101 and checkDate <= 1041231 then begin iStart = 74; iEnd = 84; end else if checkDate >= 1050101 and checkDate <= 1051231 then begin iStart = 85; iEnd = 93; end else if checkDate >= 1060101 and checkDate <= 1061231 then begin iStart = 94; iEnd = 104; end else if checkDate >= 1070101 and checkDate <= 1071231 then begin iStart = 105; iEnd = 118; end else if checkDate >= 1080101 and checkDate <= 1081231 then begin iStart = 119; iEnd = 131; end else if checkDate >= 1090101 and checkDate <= 1091231 then begin iStart = 132; iEnd = 142; end else if checkDate >= 1100101 and checkDate <= 1101231 then begin iStart = 143; iEnd = 152; end else // Out of the range of this DB... begin iStart = 0; iEnd = 0; Found = -100; hreturn = -1; // Not In DB end; if ((DayOfWeek(checkDate) = 0) OR (DayOfWeek(checkDate) = 6)) then // Saturady or Sunday begin hreturn = 0; // Saturday, Sunday... end else if (iStart > 0 and iEnd > 0) then begin Found=-1; for count= iStart to iEnd begin value10 = IntPortion(Holidays[count,1]); if (value10 = Intportion(checkDate)) then begin Found =1; hreturn = HOLIDAYS[count,2]; count=10000; // Short-Circuit end; end; if (Found =-1) then // Not a Holiday hreturn = 1; // Full-Trading Day end; suri.isTradingDay = hreturn; // print("TestD = ", checkDate, " DayofWeek = ", DayOfWeek(checkDate)); // print("Count = ", count, "HC = ", Holidays[count,1]); // print("Found = ", " Count = ", Count); // print("hreturn = ", hreturn); // print("Istart = ", istart, " iEnd = ", Iend); // 1998 HOLIDAYS[ 1,1] = 980101; HOLIDAYS[ 1,2] = 0; HOLIDAYS[ 2,1] = 980119; HOLIDAYS[ 2,2] = 0; HOLIDAYS[ 3,1] = 980216; HOLIDAYS[ 3,2] = 0; HOLIDAYS[ 4,1] = 980410; HOLIDAYS[ 4,2] = 0; HOLIDAYS[ 5,1] = 980525; HOLIDAYS[ 5,2] = 0; HOLIDAYS[ 6,1] = 980703; HOLIDAYS[ 6,2] = 0; HOLIDAYS[ 7,1] = 980907; HOLIDAYS[ 7,2] = 0; HOLIDAYS[ 8,1] = 981126; HOLIDAYS[ 8,2] = 0; HOLIDAYS[ 9,1] = 981127; HOLIDAYS[ 9,2] = 0.5; HOLIDAYS[ 10,1] = 981224; HOLIDAYS[ 10,2] = 0.5; HOLIDAYS[ 11,1] = 981225; HOLIDAYS[ 11,2] = 0; // 1999 HOLIDAYS[ 12,1] = 990101; HOLIDAYS[ 12,2] = 0; HOLIDAYS[ 13,1] = 990118; HOLIDAYS[ 13,2] = 0; HOLIDAYS[ 14,1] = 990215; HOLIDAYS[ 14,2] = 0; HOLIDAYS[ 15,1] = 990402; HOLIDAYS[ 15,2] = 0; HOLIDAYS[ 16,1] = 990531; HOLIDAYS[ 16,2] = 0; HOLIDAYS[ 17,1] = 990705; HOLIDAYS[ 17,2] = 0; HOLIDAYS[ 18,1] = 990906; HOLIDAYS[ 18,2] = 0; HOLIDAYS[ 19,1] = 991125; HOLIDAYS[ 19,2] = 0; HOLIDAYS[ 20,1] = 991126; HOLIDAYS[ 20,2] = 0.5; HOLIDAYS[ 21,1] = 991224; HOLIDAYS[ 21,2] = 0; HOLIDAYS[ 22,1] = 991231; HOLIDAYS[ 22,2] = 0.5; // 2000 HOLIDAYS[ 23,1] = 1000117; HOLIDAYS[ 23,2] = 0; HOLIDAYS[ 24,1] = 1000221; HOLIDAYS[ 24,2] = 0; HOLIDAYS[ 25,1] = 1000421; HOLIDAYS[ 25,2] = 0; HOLIDAYS[ 26,1] = 1000529; HOLIDAYS[ 26,2] = 0; HOLIDAYS[ 27,1] = 1000703; HOLIDAYS[ 27,2] = 0.5; HOLIDAYS[ 28,1] = 1000704; HOLIDAYS[ 28,2] = 0; HOLIDAYS[ 29,1] = 1000904; HOLIDAYS[ 29,2] = 0; HOLIDAYS[ 30,1] = 1001123; HOLIDAYS[ 30,2] = 0; HOLIDAYS[ 31,1] = 1001124; HOLIDAYS[ 31,2] = 0.5; HOLIDAYS[ 32,1] = 1001225; HOLIDAYS[ 32,2] = 0; //2001 HOLIDAYS[ 33,1] = 1010101; HOLIDAYS[ 33,2] = 0; HOLIDAYS[ 34,1] = 1010115; HOLIDAYS[ 34,2] = 0; HOLIDAYS[ 35,1] = 1010219; HOLIDAYS[ 35,2] = 0; HOLIDAYS[ 36,1] = 1010413; HOLIDAYS[ 36,2] = 0; HOLIDAYS[ 37,1] = 1010528; HOLIDAYS[ 37,2] = 0; HOLIDAYS[ 38,1] = 1010703; HOLIDAYS[ 38,2] = 0.5; HOLIDAYS[ 39,1] = 1010704; HOLIDAYS[ 39,2] = 0; HOLIDAYS[ 40,1] = 1010903; HOLIDAYS[ 40,2] = 0; HOLIDAYS[ 41,1] = 1010911; HOLIDAYS[ 41,2] = 0; //Sept. 11 HOLIDAYS[ 42,1] = 1010912; HOLIDAYS[ 42,2] = 0; HOLIDAYS[ 43,1] = 1010913; HOLIDAYS[ 43,2] = 0; HOLIDAYS[ 44,1] = 1010914; HOLIDAYS[ 44,2] = 0; HOLIDAYS[ 45,1] = 1011122; HOLIDAYS[ 45,2] = 0; HOLIDAYS[ 46,1] = 1011123; HOLIDAYS[ 46,2] = 0.5; HOLIDAYS[ 47,1] = 1011224; HOLIDAYS[ 47,2] = 0.5; HOLIDAYS[ 48,1] = 1011225; HOLIDAYS[ 48,2] = 0; //2002 HOLIDAYS[ 49,1] = 1020101; HOLIDAYS[ 49,2] = 0; HOLIDAYS[ 50,1] = 1020121; HOLIDAYS[ 50,2] = 0; HOLIDAYS[ 51,1] = 1020218; HOLIDAYS[ 51,2] = 0; HOLIDAYS[ 52,1] = 1020329; HOLIDAYS[ 52,2] = 0; HOLIDAYS[ 53,1] = 1020527; HOLIDAYS[ 53,2] = 0; HOLIDAYS[ 54,1] = 1020704; HOLIDAYS[ 54,2] = 0; HOLIDAYS[ 55,1] = 1020705; HOLIDAYS[ 55,2] = 0.5; HOLIDAYS[ 56,1] = 1020902; HOLIDAYS[ 56,2] = 0; HOLIDAYS[ 57,1] = 1021128; HOLIDAYS[ 57,2] = 0; HOLIDAYS[ 58,1] = 1021129; HOLIDAYS[ 58,2] = 0.5; HOLIDAYS[ 59,1] = 1021224; HOLIDAYS[ 59,2] = 0.5; HOLIDAYS[ 60,1] = 1021225; HOLIDAYS[ 60,2] = 0; //2003 HOLIDAYS[ 61,1] = 1030101; HOLIDAYS[ 61,2] = 0; HOLIDAYS[ 62,1] = 1030120; HOLIDAYS[ 62,2] = 0; HOLIDAYS[ 63,1] = 1030217; HOLIDAYS[ 63,2] = 0; HOLIDAYS[ 64,1] = 1030418; HOLIDAYS[ 64,2] = 0; HOLIDAYS[ 65,1] = 1030526; HOLIDAYS[ 65,2] = 0; HOLIDAYS[ 66,1] = 1030703; HOLIDAYS[ 66,2] = 0.5; HOLIDAYS[ 67,1] = 1030704; HOLIDAYS[ 67,2] = 0; HOLIDAYS[ 68,1] = 1030901; HOLIDAYS[ 68,2] = 0; HOLIDAYS[ 69,1] = 1031127; HOLIDAYS[ 69,2] = 0; HOLIDAYS[ 70,1] = 1031128; HOLIDAYS[ 70,2] = 0.5; HOLIDAYS[ 71,1] = 1031224; HOLIDAYS[ 71,2] = 0.5; HOLIDAYS[ 72,1] = 1031225; HOLIDAYS[ 72,2] = 0; HOLIDAYS[ 73,1] = 1031226; HOLIDAYS[ 73,2] = 0.5; //2004 HOLIDAYS[ 74,1] = 1040101; HOLIDAYS[ 74,2] = 0; HOLIDAYS[ 75,1] = 1040119; HOLIDAYS[ 75,2] = 0; HOLIDAYS[ 76,1] = 1040216; HOLIDAYS[ 76,2] = 0; HOLIDAYS[ 77,1] = 1040409; HOLIDAYS[ 77,2] = 0; HOLIDAYS[ 78,1] = 1040531; HOLIDAYS[ 78,2] = 0; HOLIDAYS[ 79,1] = 1040611; HOLIDAYS[ 79,2] = 0; // Ronald Reagan's HOLIDAYS[ 80,1] = 1040705; HOLIDAYS[ 80,2] = 0; HOLIDAYS[ 81,1] = 1040906; HOLIDAYS[ 81,2] = 0; HOLIDAYS[ 82,1] = 1041125; HOLIDAYS[ 82,2] = 0; HOLIDAYS[ 83,1] = 1041126; HOLIDAYS[ 83,2] = 0.5; HOLIDAYS[ 84,1] = 1041224; HOLIDAYS[ 84,2] = 0; //2005 HOLIDAYS[ 85,1] = 1050117; HOLIDAYS[ 85,2] = 0; HOLIDAYS[ 86,1] = 1050221; HOLIDAYS[ 86,2] = 0; HOLIDAYS[ 87,1] = 1050325; HOLIDAYS[ 87,2] = 0; HOLIDAYS[ 88,1] = 1050530; HOLIDAYS[ 88,2] = 0; HOLIDAYS[ 89,1] = 1050704; HOLIDAYS[ 89,2] = 0; HOLIDAYS[ 90,1] = 1050905; HOLIDAYS[ 90,2] = 0; HOLIDAYS[ 91,1] = 1051124; HOLIDAYS[ 91,2] = 0; HOLIDAYS[ 92,1] = 1051125; HOLIDAYS[ 92,2] = 0.5; HOLIDAYS[ 93,1] = 1051226; HOLIDAYS[ 93,2] = 0; //2006 HOLIDAYS[ 94,1] = 1060102; HOLIDAYS[ 94,2] = 0; HOLIDAYS[ 95,1] = 1060116; HOLIDAYS[ 95,2] = 0; HOLIDAYS[ 96,1] = 1060220; HOLIDAYS[ 96,2] = 0; HOLIDAYS[ 97,1] = 1060414; HOLIDAYS[ 97,2] = 0; HOLIDAYS[ 98,1] = 1060529; HOLIDAYS[ 98,2] = 0; HOLIDAYS[ 99,1] = 1060703; HOLIDAYS[ 99,2] = 0.5; HOLIDAYS[ 100,1] = 1060704; HOLIDAYS[ 100,2] = 0; HOLIDAYS[ 101,1] = 1060904; HOLIDAYS[ 101,2] = 0; HOLIDAYS[ 102,1] = 1061123; HOLIDAYS[ 102,2] = 0; HOLIDAYS[ 103,1] = 1061124; HOLIDAYS[ 103,2] = 0.5; HOLIDAYS[ 104,1] = 1061225; HOLIDAYS[ 104,2] = 0; //2007 HOLIDAYS[ 105,1] = 1070101; HOLIDAYS[ 105,2] = 0; HOLIDAYS[ 106,1] = 1070102; HOLIDAYS[ 106,2] = 0; // Gerald Ford's HOLIDAYS[ 107,1] = 1070105; HOLIDAYS[ 107,2] = 0; HOLIDAYS[ 108,1] = 1070115; HOLIDAYS[ 108,2] = 0; HOLIDAYS[ 109,1] = 1070219; HOLIDAYS[ 109,2] = 0; HOLIDAYS[ 110,1] = 1070406; HOLIDAYS[ 110,2] = 0; HOLIDAYS[ 111,1] = 1070528; HOLIDAYS[ 111,2] = 0; HOLIDAYS[ 112,1] = 1070703; HOLIDAYS[ 112,2] = 0.5; HOLIDAYS[ 113,1] = 1070704; HOLIDAYS[ 113,2] = 0; HOLIDAYS[ 114,1] = 1070903; HOLIDAYS[ 114,2] = 0; HOLIDAYS[ 115,1] = 1071122; HOLIDAYS[ 115,2] = 0; HOLIDAYS[ 116,1] = 1071123; HOLIDAYS[ 116,2] = 0.5; HOLIDAYS[ 117,1] = 1071224; HOLIDAYS[ 117,2] = 0.5; HOLIDAYS[ 118,1] = 1071225; HOLIDAYS[ 118,2] = 0; // Manual Entries for 2008, 2009, 2010 Holidays from NYSE Calendar... Suri // 2008 HOLIDAYS[ 119,1] = 1080101; HOLIDAYS[ 119,2] = 0; HOLIDAYS[ 120,1] = 1080121; HOLIDAYS[ 120,2] = 0; HOLIDAYS[ 121,1] = 1080218; HOLIDAYS[ 121,2] = 0; HOLIDAYS[ 122,1] = 1080321; HOLIDAYS[ 122,2] = 0; HOLIDAYS[ 123,1] = 1080526; HOLIDAYS[ 123,2] = 0; HOLIDAYS[ 124,1] = 1080703; HOLIDAYS[ 124,2] = 0.5; HOLIDAYS[ 125,1] = 1080704; HOLIDAYS[ 125,2] = 0; HOLIDAYS[ 126,1] = 1080901; HOLIDAYS[ 126,2] = 0; HOLIDAYS[ 127,1] = 1081127; HOLIDAYS[ 127,2] = 0; HOLIDAYS[ 128,1] = 1081127; HOLIDAYS[ 128,2] = 0; HOLIDAYS[ 129,1] = 1081128; HOLIDAYS[ 129,2] = 0.5; HOLIDAYS[ 130,1] = 1081224; HOLIDAYS[ 130,2] = 0.5; HOLIDAYS[ 131,1] = 1081225; HOLIDAYS[ 131,2] = 0; // 2009 HOLIDAYS[ 132,1] = 1090101; HOLIDAYS[ 132,2] = 0; HOLIDAYS[ 133,1] = 1090119; HOLIDAYS[ 133,2] = 0; HOLIDAYS[ 134,1] = 1090216; HOLIDAYS[ 134,2] = 0; HOLIDAYS[ 135,1] = 1090410; HOLIDAYS[ 135,2] = 0; HOLIDAYS[ 136,1] = 1090525; HOLIDAYS[ 136,2] = 0; HOLIDAYS[ 137,1] = 1090703; HOLIDAYS[ 137,2] = 0; HOLIDAYS[ 138,1] = 1090907; HOLIDAYS[ 138,2] = 0; HOLIDAYS[ 139,1] = 1091126; HOLIDAYS[ 139,2] = 0; HOLIDAYS[ 140,1] = 1091127; HOLIDAYS[ 140,2] = 0.5; HOLIDAYS[ 141,1] = 1091224; HOLIDAYS[ 141,2] = 0.5; HOLIDAYS[ 142,1] = 1091225; HOLIDAYS[ 142,2] = 0; // 2010 HOLIDAYS[ 143,1] = 1100101; HOLIDAYS[ 143,2] = 0; HOLIDAYS[ 144,1] = 1100118; HOLIDAYS[ 144,2] = 0; HOLIDAYS[ 145,1] = 1100215; HOLIDAYS[ 145,2] = 0; HOLIDAYS[ 146,1] = 1100402; HOLIDAYS[ 146,2] = 0; HOLIDAYS[ 147,1] = 1100531; HOLIDAYS[ 147,2] = 0; HOLIDAYS[ 148,1] = 1100705; HOLIDAYS[ 148,2] = 0; HOLIDAYS[ 149,1] = 1100906; HOLIDAYS[ 149,2] = 0; HOLIDAYS[ 150,1] = 1101125; HOLIDAYS[ 150,2] = 0; HOLIDAYS[ 151,1] = 1101126; HOLIDAYS[ 151,2] = 0.5; HOLIDAYS[ 152,1] = 1101224; HOLIDAYS[ 152,2] = 0;
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They are much more information than on Tams' graph First it looks like a Regression Line and then other thin angles lines appears + a kind of curved avg I wish to have more info but noway to follow these links [1] Legendre Polynomial Fits https://www.tradestation.com/Discuss...Topic_ID=58534 [2] Savitzky Golay https://www.tradestation.com/Discuss...Topic_ID=59250 There Was A Problem. You must be logged in to enter this forum. Login Is they a way to logg as a visitor instead of an user ?
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Hallo Niederländisches Lenkrad ! I am a beginner and If you have time to look at my tiny project here http://www.traderslaboratory.com/forums/56/language-use-global-variable-7047-3.html#post80122 I would be glad to have your advice Regards
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dear James if U have time to move these 3 posts here it will be very kind http://www.traderslaboratory.com/forums/f56/array-easylanguage-5785.html
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TAMS Before your explanations, arrays was darkness 4 beginners You've spent time to light them up in 3 brillant posts ThanX 3 times
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I'm pale green dear Ochie !! you are right the ratio Time/result is too low and it will be less time for me to studie Trading I've bought a book of VB and it could be interesting to build some easy programm A slider looks to be OK I use MacroExpress and VB is an interesting alternative I don't use ADE because the bar must be ended before ADE sends the info = no way ! Question in a 30 mn charts should we have to wait teh end of the bar to see the action of the move of the slider ? Is my graph OK ?
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Nobody knows if it is possible to test 1 strategie to different symbols ? I think taht it is not possible
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Do you have children ? or Have you experimented teaching in a classroom ? Imagine that you are an intelligent father or high level talentuous teacher Or both loving your children or your job You explained patiently and clearly and politely something a lot of time And some of your children/pupils always does'nt understand or/and has a silly attitude ------------- Then someone says that you are an arrogant bag of shit Tell us ; what will you say ? What will you do ? How will you feel ? ***********************************************
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Thanks James After posted it I realized that not everybody has office 2007 and it could be be better to save my document in office 1997 for maximum compatibility
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e-Ratio.xlsx doesn't upload I try Excel compatibily 97-03 e-Ratio.xls e-Ratio.xls
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******************* The e-Ratio (Edge Ratio) for MAE/MFE analyses the quality of an entry This formula computes the advantage of an entry normalized with the ATR to compare with differents markets thtough different periods This Excel SpreadSheet could be a base to ; add Graphs Create different statisticals Incorporate in a strategie Plot values on a graph and so on --------------------------------------------------------------------------------------- PS I'm not an Expert with Excel and I'm not sure at 100% of my program Feel free to correct it and to post your improvement ************************************** ****************************************