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I see what you´re saying William.
It all boils down, I guess, what kind of a breakout
you´d want to buy/short.
The turtles to my knowledge used to buy 20 days,
which means price has taken out the prior 20 days.
Analogue to your code, we would be buying a 19 day
breakout which, according the to turtles wouldn´t be statistically as valid as
20 days.
But I see what you were trying to bring
across!
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 9:23
PM
Subject: RE: [amibroker] Writing a
"trading system"
<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: <A
href="">funnybiz@xxxxxx
[mailto:funnybiz@xxxxxx]Sent: Friday 21 February, 2003 9:11
AMTo: <A
href="">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 > <FONT face="Courier New"
color=#0000ff>LastValue( <FONT
face="Courier New" color=#0000ff>Ref(
HHV(<FONT
face="Courier New"> H, <FONT face="Courier New"
color=#ff00ff>24
), -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,
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=<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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