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The following AFL actually yields 889427747% percent profit when
backtesting on ADBE from 1986-2001.
//------------------------ code start ----------------------
/* Dags Peaker v1.2
v1.1: Changed peak val arg to 6 (from 10)
v1.0: Initial version
*/
pv = peak(close, 6);
buy = cross(close, pv + pv/500);
sell = cross( pv + pv/1000, close);
graph0 = pv;
graph1 = close;
//-------------------------- code end --------------------
>From what I've gathered, the peak(..) function uses data in the
future to generate answers.. That means the peak(..) (and ZigZag??)
function is useless to generate realistic buy/sell signals...
Can you confirm this Tomasz??
Feel free to copy and paste the afl into the auto-analysis trading
rules definition...
Best regards,
Dag Erlandsen
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