Re: [amibroker] Re: Writing a "trading system"

[Udo.Harke@xxxxxxxxxxx]

Fred,
 
consider one data item less if you want to 
put stress on the periods of time:
 
change <FONT 
color=#ff0000>25 to <FONT 
color=#008000>24
 
and <FONT 
color=#ff0000>10 to <FONT 
color=#008000>9
 
to accommodate to the correct 
periods!
 
Cheers,
 
Udo
<BLOCKQUOTE 
>
  -----Ursprüngliche Nachricht----- 
  <DIV 
  >Von: 
  Fred 
  <fctonetti@xxxxxxxxx> 
  An: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Gesendet: Freitag, den 21. Februar 2003 
  17:41 Uhr
  Betreff: [amibroker] Re: Writing a 
  "trading system"
  Because HHV(High,25) includes todays high and thus High can 
  not be greater then it.TryBuy=High><FONT 
  color=#ff0000>HHV(Ref(High,-1),<FONT 
  color=#ff0000>25); // 
  Nope, one data item less namely <FONT 
  color=#008000>24!Sell=Low<<FONT 
  color=#ff0000>LLV(Ref(Low,-1),<FONT 
  color=#ff0000>10); // Interchange 
  also the nested functions: Ref(LLV(low, 9), -1) 
  etc.Short=Low<<FONT 
  color=#ff0000>LLV(Ref(Low,-1),<FONT 
  color=#ff0000>25);Cover=High><FONT 
  color=#ff0000>HHV(Ref(High,-1),<FONT 
  color=#ff0000>10);--- In <A 
  href="">amibroker@xxxxxxxxxxxxxxx, "IVA 
  GmbH" <funnybiz@x...> wrote:> 
  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 
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