Re: [amibroker] Writing a "trading system"

[Udo.Harke@xxxxxxxxxxx]

Anthony,
 
just take a look at my other messages 
referring to this problem!
 
Regards,
 
Udo
 
<BLOCKQUOTE 
>
  -----Ursprüngliche Nachricht----- 
  <DIV 
  >Von: 
  Anthony Faragasso 
  
  An: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Gesendet: Freitag, den 21. Februar 2003 
  18:34 Uhr
  Betreff: 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);AnthonyJayson 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, 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 AmiQuote-related messages 
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