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Hi Mr. IVA GMBH,
this is what you really want to
do:
<FONT face="Courier New" color=#009300
size=1>
// The AFL library functions HHV() and LLV() consider the current bar as well
as the preceding ones and
// therefore you must(!) use the equal to operator, ==:<FONT
face="Courier New" color=#00008b size=1><FONT face="Courier New"
color=#ff6820 size=1>
buy =
HHV<FONT
face="Courier New" color=#00008b size=1>(<FONT face="Courier New"
color=#ff6820 size=1>high<FONT face="Courier New" color=#00008b
size=1>, 25<FONT
face="Courier New" color=#00008b size=1>) == <FONT face="Courier New"
color=#ff6820 size=1>high<FONT face="Courier New" color=#00008b
size=1>;
sell =
LLV<FONT
face="Courier New" color=#00008b size=1>(<FONT face="Courier New"
color=#ff6820 size=1>low<FONT face="Courier New" color=#00008b
size=1>, 10<FONT
face="Courier New" color=#00008b size=1>) == <FONT face="Courier New"
color=#ff6820 size=1>low<FONT face="Courier New" color=#00008b
size=1>;
short =
LLV<FONT
face="Courier New" color=#00008b size=1>(<FONT face="Courier New"
color=#ff6820 size=1>low<FONT face="Courier New" color=#00008b
size=1>, 25<FONT
face="Courier New" color=#00008b size=1>) == <FONT face="Courier New"
color=#ff6820 size=1>low<FONT face="Courier New" color=#00008b
size=1>;
cover =
HHV<FONT
face="Courier New" color=#00008b size=1>(<FONT face="Courier New"
color=#ff6820 size=1>high<FONT face="Courier New" color=#00008b
size=1>, 10<FONT
face="Courier New" color=#00008b size=1>) == <FONT face="Courier New"
color=#ff6820 size=1>high<FONT face="Courier New" color=#00008b
size=1>;
// This filter is very convenient for the exploration
mode:
filter =
buy<FONT
face="Courier New" color=#00008b size=1> <FONT face="Courier New"
color=#ff6820 size=1>OR
sell<FONT
face="Courier New" color=#00008b size=1> <FONT face="Courier New"
color=#ff6820 size=1>OR
short<FONT
face="Courier New" color=#00008b size=1> <FONT face="Courier New"
color=#ff6820 size=1>OR
cover<FONT
face="Courier New" color=#00008b size=1>;<FONT face="Courier New"
color=#009300 size=1>
// Now you can see more data of a chosen stock received from the first
filter:
// filter = 1;<FONT face="Courier New" color=#00008b
size=1>
AddColumn<FONT face="Courier New" color=#00008b
size=1>(<FONT face="Courier New" color=#ff6820
size=1>buy,
"buy"<FONT
face="Courier New" color=#00008b size=1>, format = <FONT
face="Courier New" color=#ff00ff size=1>1.0<FONT face="Courier New"
color=#00008b size=1>);<FONT face="Courier New" color=#800080
size=1>
AddColumn<FONT face="Courier New" color=#00008b
size=1>(<FONT face="Courier New" color=#ff6820
size=1>sell,
"sell"<FONT
face="Courier New" color=#00008b size=1>, format = <FONT
face="Courier New" color=#ff00ff size=1>1.0<FONT face="Courier New"
color=#00008b size=1>);<FONT face="Courier New" color=#800080
size=1>
AddColumn<FONT face="Courier New" color=#00008b
size=1>(<FONT face="Courier New" color=#ff6820
size=1>short,
"short"<FONT
face="Courier New" color=#00008b size=1>, format = <FONT
face="Courier New" color=#ff00ff size=1>1.0<FONT face="Courier New"
color=#00008b size=1>);<FONT face="Courier New" color=#800080
size=1>
AddColumn<FONT face="Courier New" color=#00008b
size=1>(<FONT face="Courier New" color=#ff6820
size=1>cover,
"cover"<FONT
face="Courier New" color=#00008b size=1>, format = <FONT
face="Courier New" color=#ff00ff size=1>1.0<FONT face="Courier New"
color=#00008b size=1>);
Have fun IVA!
Best regards,
Udo
<BLOCKQUOTE
>
-----Ursprüngliche Nachricht-----
<DIV
>Von:
IVA GmbH
An: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Gesendet: Freitag, den 21. Februar 2003
17:36 Uhr
Betreff: [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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