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Anthony,
my take is that itīs another way of saying the same, isnīt it?
Markus
----- Original Message -----
From: "Anthony Faragasso" <ajf1111@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, February 21, 2003 6:34 PM
Subject: Re: [amibroker] Writing a "trading system"
> 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, 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=High>HHV(High,25);
> >
> > Sell=Low<LLV(Low,10);
> >
> > Short=Low<LLV(Low,25);
> >
> > Cover=High>HHV(High,10);
> >
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