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william,
exactly!
Cheers,
Udo
<BLOCKQUOTE
>
-----Ursprüngliche Nachricht-----
<DIV
>Von:
<A title=williampeters1@xxxxxxxxxxxx
href="">William Peters
An: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Gesendet: Freitag, den 21. Februar 2003
21:08 Uhr
Betreff: 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
> LastValue<FONT
face="Courier New">( <FONT face="Courier New"
color=#0000ff>Ref( <FONT
face="Courier New" color=#0000ff>HHV(
H, 2<FONT
color=#ff00ff>4 ), -<FONT
color=#ff00ff>1 ))<FONT
face="Courier New" size=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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