RE: [amibroker] Writing a "trading system"

["Jayson" <jcasavant@xxxxxxxxxxxx>]

You 
are trying to find today's high greater than the highest high value. Of course 
this is not possible. Instead see if today's high is > yesterdays 
HHV
<SPAN 
class=469335016-21022003> 
<SPAN 
class=469335016-21022003> 
<SPAN 
class=469335016-21022003>buy=high>ref(hhv,h,25),-1)
 Jayson 
<FONT face=Tahoma 
size=2>-----Original Message-----From: funnybiz@xxxxxx 
[mailto:funnybiz@xxxxxx]Sent: Friday, February 21, 2003 11:36 
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] 
Writing a "trading system"
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 
color=#000000 face="Courier New">High<FONT color=#6600aa 
face="Courier New">><FONT color=#0000ff 
face="Courier New">HHV<FONT color=#6600aa 
face="Courier New">(<FONT color=#000000 
face="Courier New">High<FONT color=#6600aa 
face="Courier New">,25<FONT 
color=#6600aa face="Courier New">);<FONT color=#000000 
face="Courier New">
Sell=<FONT 
color=#000000 face="Courier New">Low<FONT color=#6600aa 
face="Courier New"><<FONT color=#0000ff 
face="Courier New">LLV<FONT color=#6600aa 
face="Courier New">(<FONT color=#000000 
face="Courier New">Low<FONT color=#6600aa 
face="Courier New">,10<FONT 
color=#6600aa face="Courier New">);<FONT color=#000000 
face="Courier New">
Short=<FONT 
color=#000000 face="Courier New">Low<FONT color=#6600aa 
face="Courier New"><<FONT color=#0000ff 
face="Courier New">LLV<FONT color=#6600aa 
face="Courier New">(<FONT color=#000000 
face="Courier New">Low<FONT color=#6600aa 
face="Courier New">,25<FONT 
color=#6600aa face="Courier New">);<FONT color=#000000 
face="Courier New">
Cover=<FONT 
color=#000000 face="Courier New">High<FONT color=#6600aa 
face="Courier New">><FONT color=#0000ff 
face="Courier New">HHV<FONT color=#6600aa 
face="Courier New">(<FONT color=#000000 
face="Courier New">High<FONT color=#6600aa 
face="Courier New">,10<FONT 
color=#6600aa face="Courier New">);Post 
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