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

[Yuki Taga <yukitaga@xxxxxxxxxxxxx>]

Ah, Tomasz.  You are such a gem.  ^_-

Yuki

Tuesday, February 18, 2003, 7:30:40 PM, you wrote:



TJ> Helloo,

TJ> Yes there is a way 

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

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

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

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




TJ> Best regards,
TJ> Tomasz Janeczko
TJ> amibroker.com
TJ> ----- Original Message ----- 
TJ> From: "Yuki Taga" <yukitaga@xxxxxxxxxxxxx>
TJ> To: "Yuki Taga" <amibroker@xxxxxxxxxxxxxxx>
TJ> Sent: Tuesday, February 18, 2003 11:18 AM
TJ> 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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>> 

TJ> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
TJ> (Web page: http://groups.yahoo.com/group/amiquote/messages/)

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Best,

Yuki

mailto:yukitaga@xxxxxxxxxxxxx


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