|
PureBytes Links
Trading Reference Links
|
Jayson and Markus,
Wouldn't it Be this:
Buy=High > Ref(HHV(H,25),-1);
Sell=Low < Ref(LLV(Low,10),-1);
Short=Low < Ref(LLV(Low,25),-1);
Cover=High > Ref(HHV(High,10),-1);
Anthony
Jayson wrote:
> 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 HHVbuy=high>ref(hhv,h,25),-1) Jayson
> -----Original Message-----
> From: funnybiz@xxxxxx [mailto:funnybiz@xxxxxx]
> Sent: Friday, February 21, 2003 11:36 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [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=High>HHV(High,25);
>
> Sell=Low<LLV(Low,10);
>
> Short=Low<LLV(Low,25);
>
> Cover=High>HHV(High,10);
>
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
>
> Yahoo! Groups Sponsor
ADVERTISEMENT
>
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|