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RE: [amibroker] Re: Backtest with Trendline.dll



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<FONT face=Arial color=#0000ff 
size=2>wdbaker8,
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note 
that trendlines are normally always detected by peaks and troughs and the 
formula is not so intelligent to see which detected peak or trough is important 
and which not.  Sometimes two peaks are very near on x-axis and than the 
formula takes maybe the other one, which is not so 
important.
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So 
from my site a backtest is useless because a real look with the eyes is 
always needed. 
On 
this way such a formula detects sometimes any xy-pattern, while with the correct 
peaks/troughs it shows another pattern.
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But 
there is a software called "Elwave" and as i remember my right, it runs a 
lot of scans with different per's for peaks and troughs and detects on thisway 
the correct patterns and trendlines.
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<A 
href="">http://www.elwave.com/index.html<A 
href=""><A 
href="">
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<FONT face=Arial color=#0000ff 
size=2>Thomas
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<FONT 
face=Tahoma size=2>-----Original Message-----From: wdbaker8 
[mailto:wdbaker8@xxxx] Sent: Sonntag, 20. Oktober 2002 
18:29To: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] 
Re: Backtest with Trendline.dllStephane,Thanks 
for the response although I must say that I find it a little disheartening 
as I respect you as one of the Guru's of this Forum and if you have not 
figured it out then I expect the odds of my doing so have become veryslim 
indeed, none the less I will not give up as I am sure you have not 
either.  It may be that we can't use the trendline.dll but theirmay 
be other ways of accomplishing the same end.Many thanks to all the 
Guru's in this forum past, present, and futurewdbaker8--- In 
amibroker@xxxx, "Stephane Carrasset" <nenapacwanfr@xxxx> wrote:> 
I have not found the solution myself> > stephane> 
> > Is it possible to backtest with trendline.dll?> >It 
appears that it only calculates the last trendline in the data > 
set.> > > > What I would like to be able to do is 
calculate the trendline > between > > to points at at time 
and the buy or sell when a future close > violates > > the 
trendline.  I want to be able to backtest this.> > Any Ideas on 
how to do this???  The trendline.dll works beautiful > on > 
> the hard right edge but can't figure out how to backtest with it.> 
> > > Here is an example of what I tried:> > > 
> Filter=TimeNum()>=080000 AND TimeNum()<=150000; >> 
PositionSize=2500;> > 
//*Buy___________________________________*//> > > > start= 
PeakBars(C,1,2);> > end= PeakBars(C,1,3);> > LineSup 
=scTrendLine(C,C,end,start);> > test1= Close>Linesup;> 
> > > Buy=Filter AND test1;> > 
Sell=TimeNum()>150000;> > 
//*Sell___________________________________*//> > > > 
Short=0;> > Cover=0;> > > > Thanks for your 
help> > Bill BakerPost 
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