lets try it ... ( need your help )

sr114

Well-Known Member
#21
@sr... the HA delta in the lower pane is the same afl that i posted here?
Yes Ritesh this is the ha delta afl of Joao Flavo Machado Derzi posted in amibrokergroup.yahoo.com (all credit goes to him)

Edit: following points to be remembered while using the afl in real time trading

Use EMA() instead of MA() for intraday or faster markets ,
Use Histogram Increase / Decrease for the same thing
Only use this indicator with a confirmation.
It means that after a crossover (or a Histogram increase/decrease) the
price must go Higher than the crossover High to buy/go long.

Or, the price must be lower than the crossover low to sell/go short.
Using confirmation as described above, the Histogram Increase/Decrease
seems better to trade intraday futures than the crossovers when using SMAs.
sr
 
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#22
@ sr, amibrokerfan...

like the explaination sr gave for "hadelta" can u pls write some pointers to use the main afl...

thanks!!

Regards
Ritesh Bafna
 

Bewinner

Well-Known Member
#23
Hey Bhagawan....

Thread started with some other thing and conversation going on some other thing...Anyway just kidding...

But anyway...both the concept is good...and Thanks and cheers to both of u SR and amibrokerfans to coming up with the new concept...

amibrokerfans/sr114...
Is it possible to use HADELTA thing with the chart posted in the start of the thread...???
 

sr114

Well-Known Member
#25
SR,

Did you made use of AFL in real time on EOD basis.Also kindly can you post AFL for upper panel as well,
Prabh Singh

the upper panel chart contains- only price action thats is price chart superimposed with piv calc. the smaller left hand lower cluster of rectangle use an afl called trendscore - visualizing the strength of the trend (u can use it or not - just visual representation - and posted in wisestocktrader call trendscore = its combined there)

About - Behgozin Afl- its best suited for the eod analysis - as i go thru the manula associated with the afl - try to finfd out the stock which is trending and have lot of strenght. there is alos an exploration there - try to dnld the afl and in the exploration combin ethe vol part and u will get a killer combination - stock trending strongly with rise in vol and u can ride that stock

sr
 

sr114

Well-Known Member
#26
Hey Bhagawan....

Thread started with some other thing and conversation going on some other thing...Anyway just kidding...

But anyway...both the concept is good...and Thanks and cheers to both of u SR and amibrokerfans to coming up with the new concept...

amibrokerfans/sr114...
Is it possible to use HADELTA thing with the chart posted in the start of the thread...???
Bewinner

yes - u can associate the behgozin afl and the ha delta ( though in different panels) in the eod analysis - they are complimentary in nature. behgozin is finding the stock with strong trend and hadelta finds the reversal point in the price action. now the question is how u r going to use them both.

do use Behgozin to find the strongest stock and use hadelta to find the reversal point (if it occurs ) in that stock ( as far as i can analyse the afl and i may be wrong in my analysis)

in intraday - if u r going to use behgozin in its fullest form - then try to use it in ur watchlist to the find the strongest stock in that watchlist and then trade in the stronger/strongest scrip.

sr
 
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amibrokerfans

Well-Known Member
#27
i think we r getting diverted from the main topic of this thread.this thread is not about original Behgozin.
the base idea is Behgozin and its Linear Regression crossover
as u can see from pic of the 1st post, sometime it work very very accurately. but sometime fail BADLY. i tried many thighs to filter the base signal. but failed. the reason of posting this idea publicly , do u have any new concept to filter the BASE IDEA? as i am helpless from there.
on this,hadelta is not the complete solution i think. we have to dig more. there is one welknown mt4 indicator, name ssrc. i dont know the concept of ssrc(non-repaint),( may be hybrid of stochastic)... it can be the solution of this Behgozin and Linear Regression crossover idea.

almost all the good system work 50-60%. on that note my this idea is nothing special. but... the reason i am still working on this somehow it can pinpoint the long range reversal befor the actual trend strat, even in intraday 5 min also.
 
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#28
Cant the code of ssrc be written back in amibroker language...??
 

sr114

Well-Known Member
#29
hi all,
its about BehgozinStrengthFinder and Linear Regression crossing. i make it as bar color. and added pivot point. below is the picture of last three days nifty 5 min.


put the chart of nifty future - that will be of more clarity and try to put the x axis also - do not try to hide it

this bar color will not repaintDo u have any doubt that the bar colors will be reapainted and what is meant by bar color repaint ? we only know that the signals are repainetd in a future looking indicators -like zig function.

_SECTION_BEGIN("BehgozinStrengthFinder");
CLN= Ref(C,0); why zero periods used here , why not back looking (Ref(C, -n) not used in place of Ref(C,0)
Beh=((CLN - EMA(CLN, 10)) / EMA(CLN, 10)) * 100;
V2 = HHV(Beh,100);
V3 = LLV(Beh,100);
Beh1= WMA(Beh*(V2-V3),6);
_SECTION_END();
_SECTION_BEGIN("Linear Regression");
P = Beh1;
Periods = Param("Periods", 15, 2, 300, 1, 10 );
_SECTION_END();
SetBarFillColor( IIf(Beh1 > LinearReg( P, Periods ) ,ColorRGB( 0, 100, 0 ),ColorRGB( 100,0,0 )));
SetChartOptions(0,chartShowDates);
SetChartBkColor( ParamColor("Color", ColorRGB( 105, 105, 105 ) ) );
GraphXSpace=Param("GraphXSpace",10,-100,100,1);
Plot(C,"Close",IIf(Beh1 > LinearReg( P, Periods ) ,ColorRGB( 0,255, 0 ),ColorRGB(255,0,5 )),styleCandle); here the candles will be generated but where r the vertical line generation

dtn=DateNum(); for intraday trading? or for any other purpose
haC=EMA((O+H+L+C)/4,3); haO=AMA(Ref(haC,-1),0.5);why Heiken ashi is used here?
haH=Max(H,Max(haC,haO)); haL=Min(L,Min(haC,haO));

_SECTION_BEGIN ("pivot");

bi = BarIndex ();
nbar = Param ("nbar", 7,2,50,1);

// Define fractals
PHigh = H> Ref (HHV (H, nbar), -1) AND Ref (HHV (H, nbar), nbar) <= H;
PHighPrice = ValueWhen (PHigh, H);
PLow = L <Ref (LLV (L, nbar), -1) AND Ref (LLV (L, nbar), nbar)>= L;
PLowPrice = ValueWhen (PLow, L);

ll = IIf (PLow AND PLowPrice <Ref (PLowPrice, -1), 1, 0);
hl = IIf (PLow AND PLowPrice>= Ref (PLowPrice, -1), 2, 0);
lh = IIf (PHigh AND PHighPrice <Ref (PHighPrice, -1), 3, 0);
hh = IIf (PHigh AND PHighPrice>= Ref (PHighPrice, -1), 4, 0);

combi = ll + hl + lh + hh;

t1 = ValueWhen (combi, combi, 1);
t2 = ValueWhen (combi, combi, 2);
t3 = ValueWhen (combi, combi, 3);

AA = ValueWhen (PLow, L, 2);
AABar = ValueWhen (PLow, bi, 2);
BB = ValueWhen (PHigh, H, 1);
BBBar = ValueWhen (PHigh, bi, 1);
CC = ValueWhen (PLow, L, 1);
CCBar = ValueWhen (PLow, bi, 1);

GraphXSpace = 5;

PlotShapes (shapeSmallCircle * PLow, colorBrightGreen, 0, L, -10);
PlotShapes (shapeSmallCircle * PHigh, colorRed, 0, H, 10);

_SECTION_END ();

dec = (Param("Decimals",2,0,7,1)/10)+1;
Title =EncodeColor(55)+ Title = Name() + " " + EncodeColor(32) + Date() +
" " + EncodeColor(5) + "{{INTERVAL}} " +
EncodeColor(55)+ " Open = "+ EncodeColor(52)+ WriteVal(O,dec) +
EncodeColor(55)+ " High = "+ EncodeColor(5) + WriteVal(H,dec) +
EncodeColor(55)+ " Low = "+ EncodeColor(32)+ WriteVal(L,dec) +
EncodeColor(55)+ " Close = "+ EncodeColor(52)+ WriteVal(C,dec)+
EncodeColor(55)+ " Volume = "+ EncodeColor(52)+ WriteVal(V,1) ;


i am testing it about 1 month now on realtime market. about 70% time it give so accurate signal ( in flat market also ), but fail sometime badly (even in trend market). think it need more ideas to filter its false signal. i tried nonlag macd on it... if u have any suggestion make it better, pls share it.

thank you all.
Ami...fans

1st of all - try to post complete code , not a half done 1.

2nd u r trying to bind the behgozin signal in linear regression channels - which is not compatible. actually we try to place the price action in linear regression channel to find the inefficiencies in the price action. and from there we try to trade those inefficiencies.

now try to calculate a mean or median behgozine values and with that u place the standard deviation (SD) channels - 1SD, 2 SD and 3SD and find the mean aversion - how many times the begozin values are trying to come to the mean leaving the SD channels. this will give a better perspective. there u palce the buy/sell condition.

3rd point also try to put the price action in more time independent framework so that the whipsaws or the sideways movement is greatly reduced.

lastly begozin is efficient in eod analysis and in the whole eod watchlist - where it finds the stocks just leaving the zero barrier -find those stocks and then apply any indicators on that particular scrip for trading next day.

regards
sr
 
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