|
PureBytes Links
Trading Reference Links
|
Panos,
You can backtest for a buy signal which occurs before an event by using the
ref() function with a positive paramater.
eg buy = ref(cross( macd(), signal()) ,3) provides buy signals 3 days prior
to the macd crossing the signal line.
Note: this formula does not try to predict that the macd will cross the
signal line in three days time but looks to see what actually happened three
days ahead. As such it has limits to its usefulness.
Richard
----- Original Message -----
From: "Panos Boufardeas" <akaraman@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, June 04, 2001 12:26 AM
Subject: [amibroker] looking forward
> Hi AB users
>
> Usually most of the formulas that we make are looking backward , but I
> like if some one has an example formula for the future 3,4 days
> forwardlooking for example macd() ?
> For sure will not work correctly but some time in market will be useful I
> think . when you see buy=cross( macd(), signal() ) 3-4 days before the
> market reach the buy signal
>
>
>
>
> ///---------------------------------\\\
> Panagiotis Boufardeas
> akaraman@xxxx
>
> UNI #ICQ 28735786
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
|