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The last [2/2/05] N100 bar was characteristic : 31 crosses, 29 bearish [g=0] and only 2 bullish [g=1] The exploration Filter = IIf ( g , Cross ( C , p ) , Cross ( p , C ) ) ; AddColumn ( g , " g " , 1.0 ) ; AddColumn ( t , " t " , 1.0 ) ; AddColumn ( ROC ( C , 1 ) , "ROC" , 1.2 ) ...

Yesterday we saw 12 descending/13 ascending crosses. The ratio is significantly changed today for the N100 stocks. 7 ascending vs 15 descending. It is equivalent to 7 bearish vs 15 bullish signals. Of course it is not coincidental, as you may suppose...

As you see, APOL +1.6%, QCOM +2.4%. I think it was not bad at all for one day.

Nice application. Thank you for your comments. Fvar is the parabolic coefficient per bar. It is high in the beginning and then becomes smaller as the days go by. Sometimes it may go up again, when the trend becomes stronger.

Now, if you want to catch a [Close, parabolic] cross for the very last bar, use the Filter = IIf ( g , Cross ( C , p ) , Cross ( p , C ) ) ; AddColumn ( g , " g " , 1.0 ) ; The N100 exploration for the 28/1/2005 gives 25 stocks, 12 with descending parabolic [g=1] and 13 for the ascending...

I do not know the Tradestation language. If anybody wants to make the conversion, I could explain the best-fit principles. I hope it helps.

Note that perc is used for peaks/troughs recognition through zig() function. This will introduce a delay, a peak will be recognized as a peak when the price will drop by perc%. When you increase perc, you need more bars to recognize the last peak/trough. I use perc=3 to perc=5 for EOD.

The best-fit parabolic codes are in AFL [Amibroker Formula Language] . The last available [standard] version is 4.60 from amibroker.com.

At the end of the code http://finance.groups.yahoo.com/gro...r/message/69570 add the Filter = IIf ( g , L > p , H < p ) ; AddColumn ( g , " g " , 1.0 ) ; and explore for the n=1 last quotations. The result will give the stocks with the entire last candle above [below] the descending...

Two characteristic examples: A. YHOO Dec31, the whole candle is on the right side of the best-fit parabolic. The signal is equivalent to Sell at next bar Open. B. ^N225 To my knowledge, the best-fit parabolic was the only indicator suggesting an exit before the Jan5 session.

Please ensure you use the correct code. Example http://finance.groups.yahoo.com/group/amibroker/message/69570

Well, not exactly the first day. The Peak/Trough investigation is based on zig function and depends on the zig percentage. If, for example, perc=3, a peak will be recognized as a peak as soon as the price falls below the 97% of the peak value. It takes some days as you understand... You may...

As for the exploration, the parabolic will be ascending [green] when the last zig is a trough and respectively descending [red] when the last zig is a peak. Explore your database for the n=1 last quotations with the fast perc=3; // sensitivity calibration x=BarIndex(); xx=LastValue(x)...

You may use it for stocks too. ^NDX is [for me] indicative for the whole N100 market. As you see in the previous examples, the directionality is quite interesting[higher than 90%]. It would be 100% if we select both the stock and the index to have ascending [or descending] parabolics...

There were some wrapping problems in my ET codes. See please http://finance.groups.yahoo.com/group/amibroker/message/69513 for a better response.

No, not yet.

The whole candle of the ^NDX Oct5 session was on the right side of the parabolic. It was the profit taking time. The N100 market behavior was Ticker %gain SEBL 26.03 VRTS 20.93 CTXS 17.11 MERQ 16.03 PSFT 15.30 CPWR 14.95 MRVL 14.35 NTAP 12.58 MEDI 10.55 KLAC 10.06...

This Sept29 ^NDX Buy signal was just great: For the whole N100 database, the % gain was negative for 6 stocks and positive for the rest 95. Check, for the n=1 last quotations, with Filter=1; AddColumn(100*(-1+C/Ref(O,-2)),"%gain",1.2); 45 stocks were above +5% in 3 single days. 12...

You may see the historical values of the parabolic coefficient Fvar at http://finance.groups.yahoo.com/group/amibroker/message/71097 The "normal" behavior is a quasi-exponential line. The exceptions are interesting, they occur when the trend is reinforced [point R]

The whole Doji at A [Sept28] was out of the descending parabolic. It was a clear indication for a probable change of the trend. The trading hint was to Buy at next bar Open. The result is already interesting.