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Hello,
http://groups.yahoo.com/group/amibroker/files/
There are 20 optimized systems in the file section of Yahoo/amibroker,
there is a TRIX system contained in the file. Follow the instructions
concerning the TRIX system, you can use it for backtesting and explore.
//TRIX Moving Average ***Optimized***
//Enters long/short when TRIX crosses its moving average. Exit on
reversing signals only.
//Note: Run Optimization first, insert optimized figure in ( pds= ) and
(pds2=) statements, then ( // ) out optimization line, click on
backtest.
pds=Optimize("pds",12,5,23,3);
pds2=Optimize("pds2",3,3,15,1);
Buy=Trix(pds) > EMA(Trix(pds),pds2);
Sell=Trix(pds) < EMA(Trix(pds),pds2);
Short=Trix(pds) < EMA(Trix(pds),pds2);
Cover=Trix(pds) > EMA(Trix(pds),pds2);
Filter=1;
Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy); Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);
AddColumn(Buy,"Buy");
AddColumn(Sell,"sell");
AddColumn(Short,"short");
AddColumn(Cover,"cover");
Hope this helps
Anthony
pacific5_au wrote:
> Thanks for that johnny,
>
> .....the indicator crossovers look promising.
>
> Could you have a go at writing an AFL exploration code for it as
> well ?
>
> Thank you and regards,
>
>
> pacific
>
>
> --------------------------------------------------------
> --- In amibroker@xxxx, "amitinvest" <amitinvest@xxxx> wrote:
> > hi,
> >
> > graph0=trix(15);
> > graph1=ma(graph0,5);
> >
> > It will work
> >
> > johnny
> >
> >
> >
> >
> >
> >
> >
> > ----- Original Message -----
> > From: "kbennett99" <kbennett@xxxx>
> > To: <amibroker@xxxx>
> > Sent: Sunday, June 23, 2002 6:44 AM
> > Subject: [amibroker] TRIX Indicator
> >
> >
> > >
> > > In my previous charting software the TRIX displayed as an x period
>
> > > line together with an x period signal line used for crossovers -
> for
> > > example 5/15.
> > > In AB,I presume I would use TRIX(15) for the x period line, but
> how
> > > would I set up the 5 period signal line? Would it be an MA5 of the
>
> > > TRIX(15)?
> > >
> > > Keith B
> > >
> > >
> > >
> > >
> > >
> > >
> > > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
> > >
> > >
>
>
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