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how to set a variable time in HHV? - how to set a variable time in HHV?
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a26174980  
#1 Posted : Friday, November 2, 2012 8:30:57 AM(UTC)
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how to set a variable time in HHV? fo example HHV(c,time1) where time1 is a variable, but HHV doesnt allow variable
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a26174980  
#2 Posted : Friday, November 2, 2012 8:44:15 AM(UTC)
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i have one more problem... how to write a program satisfying the below: Condition 1: the price crosses Simple moving average of period 20 condition 2:the price crosses Simple moving average of period 50 the SELL command will only trigger (when condition 1 happens first ,and then condition 2 happens later) i dont know how to write a program that can confirm the conditions happen sequentially. thank you so much if u guys can help me!! this problem has bothered me for a long time!!
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haddison  
#3 Posted : Saturday, November 3, 2012 8:32:06 AM(UTC)
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Use the Forum dll for this (I think it's called Forum.HHV).
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jjstein  
#4 Posted : Saturday, November 3, 2012 10:51:17 AM(UTC)
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You are more likely to get some help, if you completely define your BUY & SELL conditions, along with any code you've already written.
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a26174980  
#5 Posted : Saturday, November 3, 2012 9:30:39 PM(UTC)
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the buy signal: cross( MACD(), Mov(MACD(),9,E) the sell signal: After the BUY signal starts, if the price ever (1) rises(or is already ) above bollinger's top band, stop loss is triggered when the (2)price crosses the bollinger's middle band. if the price has not reached bollinger's top band ( (1) not satisfied), but the price rises(or is already ) above bollinger's middle band. stop loss is triggered when the price crosses the bollinger's bottom band. in conclusion, A)price ever reach above top band, stop loss at mid band if (A) not satisfied, price ever reach above mid band, stop loss at bottom band. thank you so much for your attention!!!
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jjstein  
#6 Posted : Saturday, November 3, 2012 10:21:16 PM(UTC)
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You need to be more specific. 1. What does "price" mean, and when? It can be any of OHLC. 2. Is the "cross" above or below? Which price? 3. You seem to use "stop loss" interchangeably with "sell signal"...usually, a "stop loss" is a "trailing stop", a set value which can rise, but never lower. Is that what you mean? 4. If so, what is the initial value of the stop at the time of the buy signal? 5. What should trigger the stop -- Low or Close?
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jjstein  
#7 Posted : Saturday, November 3, 2012 11:10:54 PM(UTC)
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After making a few assumptions, here is some code:
Code:
{_Test}{ INPUT }Periods:=input("Periods: ",5,50,20);
{ CALC }Bmid:=mov(C,Periods,S);Btop:=Bmid+(2*stdev(C,Periods));Bbot:=Bmid-(2*stdev(C,Periods));
{ BUY }Entry:=cross(MACD(),Mov(MACD(),9,E)); { MACD }
TrailingStop:=if(HIGH>Btop,Bmid,Bbot);
{ LATCH - Store value of stop }Latch:=If(PREV=0, { no trade }If(Entry,Bbot,0), { Initial Stop }If(LOW<PREV,0, { stop hit }Max(PREV,TrailingStop) { raise stop }));
{ REMOVE REDUNDANCY }Entry:=Alert(Latch=0,2)*(Latch>0) or cum(Latch>0)=1;Exit:=Alert(Latch,2)*(Latch=0);Signal:=Entry-Exit;Season:=If(Latch>0,1,-1);
{ PLOT - Advance visually. Style-DOT Weight-3}ValueWhen(1,Ref(Latch,-1)>0,Ref(Latch,-1));
A simple visual:UserPostedImage Some test results:UserPostedImage
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a26174980  
#8 Posted : Saturday, November 3, 2012 11:14:19 PM(UTC)
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oh,sorry. 1. the price is closed price 2. closed price cross the bands from above to below 3. it is a trailing stop using bollinger bands as the trailing value 4. the initial value of the stop depends on the closed price when the buy signal starts. if the closed price is above bollinger top,the initial value of the stop is bollinger middle. if the closed price is below bollinger top but above bollinger middle,the initial value of the stop is bollinger bottom. 5. the closed should trigger the stop
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jjstein  
#9 Posted : Saturday, November 3, 2012 11:35:51 PM(UTC)
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a26174980 wrote:
if the closed price is above bollinger top,the initial value of the stop is bollinger middle. if the closed price is below bollinger top but above bollinger middle,the initial value of the stop is bollinger bottom.
And if the CLOSE is at or less than the bollinger middle?
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a26174980  
#10 Posted : Saturday, November 3, 2012 11:53:20 PM(UTC)
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the stop loss is still bollinger bottom
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jjstein  
#11 Posted : Sunday, November 4, 2012 1:54:22 AM(UTC)
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This should do it, then:
Code:
{_Test}{ INPUT }Periods:=input("Periods: ",5,50,20);
{ CALC }Bmid:=mov(C,Periods,S);Btop:=Bmid+(2*stdev(C,Periods));Bbot:=Bmid-(2*stdev(C,Periods));
{ BUY }Entry:=cross(MACD(),Mov(MACD(),9,E)); { MACD }
TrailingStop:=if(CLOSE>Btop,Bmid,Bbot);
{ LATCH - Store value of stop }Latch:=If(PREV=0, { no trade }If(Entry,TrailingStop,0), { Initial Stop = Trailing Stop }If(CLOSE<PREV,0, { stop hit }Max(PREV,TrailingStop) { raise stop }));
{ REMOVE REDUNDANCY }Entry:=Alert(Latch=0,2)*(Latch>0) or cum(Latch>0)=1;Exit:=Alert(Latch,2)*(Latch=0);Signal:=Entry-Exit;Season:=If(Latch>0,1,-1);
{ PLOT - Advance visually. Style-DOT Weight-3}ValueWhen(1,Ref(Latch,-1)>0,Ref(Latch,-1));
Basic visual:UserPostedImage Results:UserPostedImage
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a26174980  
#12 Posted : Sunday, November 4, 2012 2:49:51 AM(UTC)
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THANK YOU SO MUCH!! I cant search the function of CLOSEMAX on the internet. what is CLOSEMAX ? sorry , i am a beginner to metastock
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jjstein  
#13 Posted : Sunday, November 4, 2012 11:29:32 AM(UTC)
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It appears there is an error in the Forum Software again <sigh>. Send me your email in a PM (Private Message) and I will email the code.
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