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[system-traders] How to correctly use I:ADX with scan.pl?,
I have encounter the same problem as Alexander 'Sascha' Henkel, the scan.pl
does not work for the Signal "S:Generic:Above {I:ADX} 30", the return result
is empty. Is anyone has the same problem as me, and how to solve this
problem?
Thanks
The following is copied from the post by Alexander 'Sascha' Henkel:
Raphael Hertzog kindly wrote:
There's a generic indicator called "PeriodAgo" that you can use :
S:Generic:Above {I:ADX} {I:Generic:PeriodAgo 1 Indicators:ADX}
(this module is old and thus doesn't use the new syntax yet ...)
Thank you for this one; 'PeriodAgo.pm' works when using following syntax:
S:Generic:Above {I:ADX} {I:Generic:PeriodAgo ADX 1}
I don't know where the problem is, check the value of each "subsignal"
to find out where the problem lies.
Here is an example which shows that something is not not working es
expected with 'ADX.pm':
I have this simple system test in 'adx.sys':
S:Generic:Above {I:ADX} 30
And I have a file with price data in 'SDFG.txt' from Aug. 1st till Oct.
16th (34 quotes in total). When calling './display_indicator.pl I:ADX
SDFG' I get this output (dates before Oct. 15th are cut off):
:
ADX[14,{I:Prices HIGH},{I:Prices LOW},{I:Prices CLOSE}][2003-10-15] =
34.4456
+DMI[14,{I:Prices HIGH},{I:Prices LOW},{I:Prices CLOSE}][2003-10-15] =
32.8290
-DMI[14,{I:Prices HIGH},{I:Prices LOW},{I:Prices CLOSE}][2003-10-15] =
9.2284
DMI[14,{I:Prices HIGH},{I:Prices LOW},{I:Prices CLOSE}][2003-10-15] =
56.1151
ADX[14,{I:Prices HIGH},{I:Prices LOW},{I:Prices CLOSE}][2003-10-16] =
38.0570
+DMI[14,{I:Prices HIGH},{I:Prices LOW},{I:Prices CLOSE}][2003-10-16] =
32.8616
-DMI[14,{I:Prices HIGH},{I:Prices LOW},{I:Prices CLOSE}][2003-10-16] =
9.5912
DMI[14,{I:Prices HIGH},{I:Prices LOW},{I:Prices CLOSE}][2003-10-16] =
54.8148
This shows that the latest two ADX values are 34.4456 and 38.0570; I now
try to apply my simple system test (file 'sdfg' contains one line with
symbol SDFG):
./scan.pl sdfg 2003-10-16 adx.sys
And the output is:
Signal: S:Generic:Equal {I:ADX 14 {I:Prices HIGH} {I:Prices LOW}
{I:Prices CLOSE}} 30
This means, there is no hit. The very strange thing now is that if I
replace signal 'Above.pm' by 'Below.pm' or 'Equal.pm', I still get no
hit, e.g.:
S:Generic:Below {I:ADX} 30 , or
S:Generic:Equal {I:ADX} 30
I don't know what's going wrong. Would you have any hint for me?
Thanks in advance!
Sascha
P.S.: In attached SDFG.txt you'll find my quotes data.
17.19 17.19 17.08 17.15 17721 2003-08-01
17.15 17.30 17.10 17.19 70037 2003-08-04
17.15 17.34 17.06 17.20 48277 2003-08-05
17.20 17.27 17.15 17.20 54493 2003-08-06
17.20 17.25 17.15 17.23 67131 2003-08-07
17.21 17.29 17.19 17.29 36859 2003-08-08
17.16 17.30 17.16 17.20 17350 2003-08-11
17.16 17.30 17.16 17.30 53908 2003-08-12
17.30 17.30 17.16 17.27 67740 2003-08-13
17.30 17.30 17.13 17.25 58316 2003-08-14
17.25 17.30 17.10 17.30 64951 2003-08-15
17.20 17.26 17.10 17.15 59093 2003-08-18
17.15 17.29 17.02 17.19 147693 2003-08-19
17.25 17.25 17.10 17.15 96184 2003-08-20
17.18 17.30 17.15 17.30 62720 2003-08-21
17.30 17.92 17.20 17.70 138112 2003-08-22
17.76 18.00 17.70 17.95 96738 2003-08-25
17.97 17.97 17.60 17.76 40077 2003-08-26
17.74 17.80 17.60 17.60 34832 2003-08-27
17.69 17.77 17.60 17.71 37192 2003-08-28
17.77 17.86 17.61 17.86 45212 2003-08-29
17.90 18.00 17.71 17.75 43980 2003-09-01
17.80 17.89 17.60 17.89 101228 2003-09-02
17.80 17.93 17.74 17.90 79575 2003-09-03
17.90 18.08 17.85 17.99 91551 2003-09-04
18.03 18.47 17.92 18.47 76711 2003-09-05
18.40 18.60 18.25 18.60 84327 2003-09-08
18.50 18.60 18.30 18.40 35563 2003-09-09
18.35 18.40 18.09 18.10 30255 2003-09-10
18.15 18.31 18.03 18.30 42102 2003-09-11
18.31 18.45 18.21 18.28 34463 2003-09-12
18.43 18.54 18.31 18.47 45373 2003-09-15
18.45 18.63 18.40 18.48 35750 2003-09-16
18.55 18.98 18.43 18.91 88614 2003-09-17
18.98 19.19 18.79 19.07 49593 2003-09-18
19.00 19.17 18.70 19.00 56706 2003-09-19
19.00 19.00 18.50 18.65 66098 2003-09-22
18.55 18.70 18.16 18.40 96891 2003-09-23
18.45 18.68 18.25 18.25 60159 2003-09-24
18.35 18.70 18.25 18.70 40701 2003-09-25
18.60 18.78 18.26 18.35 101720 2003-09-26
18.50 18.60 18.30 18.42 28835 2003-09-29
18.68 18.74 18.50 18.60 122489 2003-09-30
18.70 18.70 18.50 18.65 30050 2003-10-01
18.65 18.73 18.60 18.70 68084 2003-10-02
18.70 18.70 18.55 18.65 43337 2003-10-03
18.75 19.67 18.69 19.49 201127 2003-10-06
19.50 19.50 19.02 19.05 86623 2003-10-07
19.03 19.25 18.85 19.25 37955 2003-10-08
19.01 19.70 19.01 19.60 147997 2003-10-09
19.65 20.17 19.65 19.80 192607 2003-10-10
19.90 20.20 19.55 19.85 82537 2003-10-13
19.90 20.00 19.26 19.40 61841 2003-10-14
19.31 19.75 19.31 19.65 57018 2003-10-15
19.50 19.75 19.48 19.60 38204 2003-10-16
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