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Hello,
I´m trying to write a simple trading system to get
my feet wet with AB´s backtest ability.
I want to buy when the high is higher than the
highest high of the last 25 days and sell and the low is lower then the last 10
days.
On the short side, I want to short when the low is
lower than the lowest low ofthe preceeding 25 days and cover the position when
the high is higher than the highest high ofthe last 10 days.
Why does this NOT work:
Buy=<FONT
face="Courier New" color=#000000>High<FONT face="Courier New"
color=#6600aa>>HHV<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#000000>High<FONT face="Courier New"
color=#6600aa>,25<FONT
face="Courier New" color=#6600aa>);<FONT face="Courier New"
color=#000000>
Sell=<FONT
face="Courier New" color=#000000>Low<FONT face="Courier New"
color=#6600aa><LLV<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#000000>Low,<FONT
face="Courier New" color=#ff00ff>10<FONT face="Courier New"
color=#6600aa>);
Short=<FONT
face="Courier New" color=#000000>Low<FONT face="Courier New"
color=#6600aa><LLV<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#000000>Low,<FONT
face="Courier New" color=#ff00ff>25<FONT face="Courier New"
color=#6600aa>);
Cover=<FONT
face="Courier New" color=#000000>High<FONT face="Courier New"
color=#6600aa>>HHV<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#000000>High<FONT face="Courier New"
color=#6600aa>,10<FONT
face="Courier New" color=#6600aa>);
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