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<FONT face="Comic Sans MS"
size=2>Markus,
<FONT face="Comic Sans MS"
size=2>
I thought
to throw that at you because at some point you might want the most recent
HH.
So this
will look back 24 days from yesterday (-1) which is 25 days in all and will buy
on
the most
recent HH
<FONT face="Comic Sans MS"
size=2>
<FONT face="Comic Sans MS"
size=2>William
<FONT face="Comic Sans MS"
size=2>
<FONT face=Tahoma
size=2>-----Original Message-----From: funnybiz@xxxxxx
[mailto:funnybiz@xxxxxx]Sent: Friday 21 February, 2003 9:11
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Writing a "trading system"
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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