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Hello,
The formula for your system should look like this:
CondA = Ref( somethingA, -3 );
CondB = Ref( somethingB, -2 );
CondC = Ref( somethingC, -1 );
buyprice = 1.02 * Open;
// buy only if buyatstop order can be activated during the day ( buyprice <= high )
buy = buyprice <= High AND CondA AND CondB AND CondC;
where somethingA..C represent your conditions that must be met
on days A, B, C. Actual buy stop order is generated one day after (D)
with a buyprice of open + 2% .
Delays in Settings should be set to zero as the formula has implied delay of 1 bar.
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
----- Original Message -----
From: <lemanioc@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, July 29, 2001 1:35 AM
Subject: [amibroker] Is it possible to create such a buy signal ?
> Hi,
> I don't know if this is possible and I wish to have an answer please.
>
> I'd like to create a backtest mechanisme where I will buy with a
> delay 0, on certain criteria concerning days ago A, B , C.
> So I will buy on day D, but, not at the open/close/high/low... I
> would like to set it so the buy will initiate at open+0,2 % on day D.
>
> See what I want to do ? I want to create a backtest system where it
> will be supposed to buy at open+0,2% on Day D, after conditions have
> been met on day previous days A,B,C.
>
> It doesn't need to have intraday tick by tick data. As long as the
> day D's high is superior to open of day D by at least 0,2%, it should
> be enough for the system to consider that it can initiate the trade
> at open+0,2 %.
>
> Of course, this would only be possible on previous day where we know
> the full day trading range for any day D situation.
>
> Is this possible at all ? I see in the system screen that I can set a
> buy with delay at open/close/high/low/average, but I don't see way to
> ask for such a particular condition and wish to know if its possible
> or if it would require a new feature.
>
> Thanks,
> Lemanioc
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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