Re: Trendline, in over my head

["wdbaker8" <wdbaker8@xxxx>]

Ara,
thanks, you are correct, I have changed this below.
It still doesn't produce any results on a backtest though,
so still looking for more ideas. If I can get it to produce any 
results, then I can look at that and work from there.

thanks
wdbaker
Filter=TimeNum()>=080000 AND TimeNum()<=150000; 
PositionSize=2500;
s=Peak(Close,.01,3);
t=Peak(Close,.01,2);
slope=(t-s)/(BarsSince(s)-BarsSince(t));
slope2=(C-s)/BarsSince(s);
test1=slope2<slope AND s>t; 
Buy=Filter AND test1;
Sell=TimeNum()>150000;

Short=0;
Cover=0;
--- In amibroker@xxxx, "akaloustian" <ara1@xxxx> wrote:
> Seems like C is generally less than s or t, since s and t are 
defined 
> as peaks, so slope2 will generally be less than slope.
> 
> You may find some otherwise if you use a sizable data set. 
> 
> Suggest you plot the zig-zag function to see where the peaks are to 
> get a feel for what is going on...
> 
> Ara
> 
> --- In amibroker@xxxx, "wdbaker8" <wdbaker8@xxxx> wrote:
> > All,
> > Attempting to figure out how to use the slope between two past 
> points 
> > and then buy when the slope between the farthest point and the 
> > current close becomes less than the slope between the original 
two 
> > points, I'm not getting any errors, just not getting anything at 
> > all. Thought maybe there was an obvious problem.
> > 
> > Thanks for reviewing this and before you ask,
> > I never finished high school so the slope equations etc... could 
be 
> > wrong.
> > 
> > Thanks
> > Bill Baker
> > Filter=TimeNum()>=080000 AND TimeNum()<=150000; 
> > PositionSize=2500;
> > s=Peak(Close,.01,3);
> > t=Peak(Close,.01,2);
> > 
> > slope=(t-s)/(BarsSince(s)-BarsSince(t));
> > slope2=(C-s)/BarsSince(s);
> > test1=slope2>slope AND s>t; 
> > Buy=Filter AND test1;
> > Sell=TimeNum()>150000;
> > 
> > 
> > Short=0;
> > Cover=0;