[amibroker] Re: Writing a "trading system"

["Fred <fctonetti@xxxxxxxxx>" <fctonetti@xxxxxxxxx>]

Because HHV(High,25) includes todays high and thus High can not be 
greater then it.

Try

Buy=High>HHV(Ref(High,-1),25);

Sell=Low<LLV(Ref(Low,-1),10);

Short=Low<LLV(Ref(Low,-1),25);

Cover=High>HHV(Ref(High,-1),10);

--- In amibroker@xxxxxxxxxxxxxxx, "IVA GmbH" <funnybiz@xxxx> wrote:
> 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=High>HHV(High,25);
> 
> Sell=Low<LLV(Low,10);
> 
> Short=Low<LLV(Low,25);
> 
> Cover=High>HHV(High,10);


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