Re: [amibroker] Writing a "trading system"

["IVA GmbH" <funnybiz@xxxxxx>]

Hi William,
 
thanks for the answer.
 
In my case, the answers Jayson and Fred applied to 
my problem.
 
I was looking at a 25 D breakout instead of a 
24.
 
Many thanks for the quick advice!
 
Markus
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  <A title=williampeters1@xxxxxxxxxxxx 
  href="">William Peters 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Friday, February 21, 2003 9:08 
  PM
  Subject: RE: [amibroker] Writing a 
  "trading system"
  
  <FONT face="Comic Sans MS" 
  size=2>Hello,
  <FONT face="Comic Sans MS" 
  size=2> 
  <FONT face="Comic Sans MS" 
  size=2>This<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: <A 
  href="">funnybiz@xxxxxx 
  [mailto:funnybiz@xxxxxx]Sent: Friday 21 February, 2003 8:36 
  AMTo: <A 
  href="">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>><FONT face="Courier New" 
  color=#0000ff>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><<FONT face="Courier New" 
  color=#0000ff>LLV<FONT face="Courier New" 
  color=#6600aa>(<FONT face="Courier New" 
  color=#000000>Low<FONT face="Courier New" 
  color=#6600aa>,10<FONT 
  face="Courier New" color=#6600aa>);<FONT face="Courier New" 
  color=#000000>
  Short=<FONT 
  face="Courier New" color=#000000>Low<FONT face="Courier New" 
  color=#6600aa><<FONT face="Courier New" 
  color=#0000ff>LLV<FONT face="Courier New" 
  color=#6600aa>(<FONT face="Courier New" 
  color=#000000>Low<FONT face="Courier New" 
  color=#6600aa>,25<FONT 
  face="Courier New" color=#6600aa>);<FONT face="Courier New" 
  color=#000000>
  Cover=<FONT 
  face="Courier New" color=#000000>High<FONT face="Courier New" 
  color=#6600aa>><FONT face="Courier New" 
  color=#0000ff>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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