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Stephane is right, you should reverse the order of
arguments in Cross() call that generates a sell signal.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Stephane Carrasset" <nenapacwanfr@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, November 15, 2001 9:27 AM
Subject: [amibroker] Re: why the backtest did not work?
> Hi,
>
> perhaps in the last line you must have
> Sell = Cross( sellstop,SellPrice );
>
> stephane
> > I am not sure I understand this. The following system has only one
> > trade on 4 years of data and with every stock I tried. Something is
> > wrong and I can not figure out why. Any idea?
> >
> > =========
> > BuyStop= ref(HHV(C, 20), -1);
> > SellStop= ref(LLV(C, 20), -1);
> > BuyPrice = max( BuyStop, Low );
> > SellPrice = min( SellStop, High );
> > Buy = Cross( High, BuyStop );
> > Sell = Cross( SellPrice, sellstop);
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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