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RE: [amibroker] Writing a "trading system"



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<FONT face="Comic Sans MS" 
size=2>Hello,
<FONT face="Comic Sans MS" 
size=2> 
This<FONT 
size=+0><SPAN 
class=109440520-21022003> represents the most recent highest 
high.
<FONT face="Comic Sans MS" 
size=2> 
<FONT 
size=2>Buy = H 
> LastValue<FONT 
face="Courier New">( <FONT face="Courier New" 
color=#0000ff>Ref( <FONT 
face="Courier New" color=#0000ff>HHV( H, 
2<FONT 
color=#ff00ff>4 ), -<FONT 
color=#ff00ff>1 ))<FONT 
face="Courier New" size=1>;
<FONT 
size=2><FONT 
face="Comic Sans MS"> 
<FONT 
face="Comic Sans MS" size=2><SPAN 
class=109440520-21022003>William
<FONT 
face="Comic Sans MS" size=2><SPAN 
class=109440520-21022003> 
<FONT 
face="Comic Sans MS" size=2><SPAN 
class=109440520-21022003> 
<FONT 
size=2> -----Original 
Message-----From: funnybiz@xxxxxx 
[mailto:funnybiz@xxxxxx]Sent: Friday 21 February, 2003 8:36 
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] 
Writing a "trading system"
Hello,
 
Iīm trying to write a simple trading system to get 
my feet wet with ABīs 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>);Post 
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