Re: [amibroker] an exploration for a volatility based buystop

["Tomasz Janeczko" <amibroker@xxxxxx>]

Helloo,

Yes there is a way 

range = 0.5 * Ref( H-L, -1 );

targetup = O + range;
targetdown = O - range;

Filter = H >= targetup and L <= targetdown;

AddColumn( O, "O" );
AddColumn( H, "H" );
AddColumn( L, "L" );
AddColumn( range, "range" );
AddColumn( targetup, "targetup" );
AddColumn( targetdown, "targetdown" );




Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Yuki Taga" <yukitaga@xxxxxxxxxxxxx>
To: "Yuki Taga" <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, February 18, 2003 11:18 AM
Subject: [amibroker] an exploration for a volatility based buystop


> Tomasz, is there a way to write an exploration that would tell me how
> many times over a given period the target percentage was hit in
> *both* directions on the same bar? This is the biggest drawback to
> back testing this and getting results fairly close to real life.
> There are certainly days when price moves both ways, and I need to
> quantify that.
>  
> Best,
> 
> Yuki
> 
> mailto:yukitaga@xxxxxxxxxxxxx
> 
> 
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