Rank: Member
Groups: Registered, Registered Users Joined: 9/13/2006(UTC) Posts: 24
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Hi Guys!
I'm trying to solve this exploration but the results are not ok. I want to select all the stocks that PDI(14) Crossed MDI(14) in the last 10 days, and now PDI(14)>MDI(14). But the results are never correct. Some stocks have mdi(14) crossing pdi(14), why is this happening?
I've tried the following formulas without success:
Ref(Cross(PDI(14),MDI(14)),-10) and PDI(14)>MDI(14)
Alert(Cross(PDI(14),MDI(14)),-10) and PDI(14)>MDI(14)
Ref(Cross(+DI(),-DI()),-10) and PDI(14)>MDI(14)
Could you help me?
Thanks,
Lordvader
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users Joined: 10/28/2004(UTC) Posts: 3,111 Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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Vader, You were ever soooo close to achieveing the goal with: Code:
Alert(Cross(PDI(14),MDI(14)),-10) and PDI(14)>MDI(14)
However the Alert function takes only positive value, so it should be: Code:
Alert(Cross(PDI(14),MDI(14)),10) and PDI(14)>MDI(14)
Another way to write this is take "positive charge" of the Cross() function. In essence, you are looking for the PDI() to be greater than MDI() on the last bar and, at some time in the last 10 bars for the PDI() to be below or equal to the MDI(), achievable using: Code:
x:=PDI(14)>MDI(14);
{return}
x and Alert(x=0,10);
Hope this helps. wabbit [:D]
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Rank: Member
Groups: Registered, Registered Users Joined: 9/13/2006(UTC) Posts: 24
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Hi Wabbit!
Thanks for your help.
I'm getting all the crosses of the last 10 days (with both codes), unfortunately some of the select stocks still have mdi(14)>pdi(14). I don't understand... Any problem with my MS?
Regards,
Lord
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Rank: Advanced Member
Groups: Registered, Registered Users Joined: 4/18/2007(UTC) Posts: 99 Location: sydney australia
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Ten days is too much, make that 3 at the most!
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Rank: Member
Groups: Registered, Registered Users Joined: 9/13/2006(UTC) Posts: 24
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Hi Amory.
Same result with only 3 days.
Thanks
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users Joined: 10/28/2004(UTC) Posts: 3,111 Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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How much data are you loading into the exploration? My very quick investigation showe there was a difference in the results between loading 500 bars and "load minimum bars" (which apparently is 19 bars for this exploration)
My filter condition: x:=PDI(14)>MDI(14); x AND Alert(x=0,10);
and just to check I also added Column A: PDI(14)>MDI(14);
which all returned true as a result of running the exploration, both times. I had no returns where the MDI was above the PDI.
The difference in the returns between the 500 bar exploration and the load minimum bars exploration was in the number of equities returned from each scan, 577 from the first and 378 from the second, so the amount of data loaded does make some difference, but not to the results.
What are we missing?
wabbit [:D]
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Rank: Member
Groups: Registered, Registered Users Joined: 9/13/2006(UTC) Posts: 24
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Wabbit, In explorer options: loading 10000 records. I've changed it to 500 but the result is the same...
I'm working with about 400 stocks.
Thanks a lot.
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Rank: Advanced Member
Groups: Registered, Registered Users Joined: 4/18/2007(UTC) Posts: 99 Location: sydney australia
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tried it out & got the same problems as Lordvader. what I think is happening:
Explorer does not recognize MDI and PDI, because I could not find them in the Ind-builder nor in the Quicklist. or maybe it has a vague notion that they exist, but doesn't know what to do with them. it does not reject the exploration formula, but the result is quite mad.
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Rank: Advanced Member
Groups: Registered, Registered Users Joined: 4/18/2007(UTC) Posts: 99 Location: sydney australia
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No, that doesn't make sense. I have looked up an old exploration of mine which upon running it, worked perfectly. leaving out various bits & pieces (volume, Macd etc) this is it:
Cross(PDI(14),(MDI(14))) AND ((ADX(12)>Ref(ADX(12),-1) AND PDI(14)>28))
the difference is that it requires the breakthru now, not within so many days preceding. perhaps that is where a modification is needed.
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users Joined: 10/28/2004(UTC) Posts: 3,111 Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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What results do you get if you only have the filter condition:
PDI(14)>MDI(14)
??
Do you get any results to the contrary?
wabbit [:D]
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Rank: Advanced Member
Groups: Registered, Registered Users Joined: 4/18/2007(UTC) Posts: 99 Location: sydney australia
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I've got it now. doing it the oldfashioned way, with columns:
cola: close
colb: Alert(Cross(PDI(14),(MDI(14))),3)
colc: ADX(12)>Ref(ADX(12),-1) AND PDI(14)>28
and the filter simply: colb=1 and colc=1
it did everything as requested. I bet if you put a 10 instead of the 3, it would work for you.
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Rank: Member
Groups: Registered, Registered Users Joined: 9/13/2006(UTC) Posts: 24
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users Joined: 10/28/2004(UTC) Posts: 3,111 Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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Nope : wabbit's method
or
Nope: amory's method
???
What other information can you provide? Periodicity? Market? MS version? The more info we have, the easier(?) it will be to find a solution.
wabbit [:D]
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Rank: Member
Groups: Registered, Registered Users Joined: 9/13/2006(UTC) Posts: 24
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Hi!
Nope: both
Periodicity: EOD data
Market: European markets - AEX, BEL, CAC, DAX, IBEX, PSI
MS Version: 9.0 RT
OS: MS windows XP SP2
- I think will uninstall MS and install again and see the result...
Thanks
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Rank: Member
Groups: Registered, Registered Users Joined: 9/13/2006(UTC) Posts: 24
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Hi friends!
Well... anyone had the luck with any of the posted formulas and got 100% correct results?
I would apreciate your comments.
Thanks,
Lord
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Rank: Advanced Member
Groups: Registered, Registered Users Joined: 8/13/2005(UTC) Posts: 170
Thanks: 7 times
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Lordvader,
Load Min option gives only 5 no bars but changing to 1300 records give result with this code.
x:=PDI(14)>MDI(14); BarsSince(x=0)=10 AND x
or
x:=PDI(14)>MDI(14); y:= Sum(When(x=1),10); If(Ref(y,-1)=9 AND y=10,1,0)
Asish
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