Re: [amibroker] Writing a "trading system"

[Udo.Harke@xxxxxxxxxxx]

Jayson,
 
correct, but with one data item 
less!
 
Cheers,
 
Udo
 
-----Ursprüngliche Nachricht----- 
<BLOCKQUOTE 
>
  <DIV 
  >Von: 
  <A title=jcasavant@xxxxxxxxxxxx 
  href="">Jayson 
  An: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Gesendet: Freitag, den 21. Februar 2003 
  17:58 Uhr
  Betreff: RE: [amibroker] Writing a 
  "trading system"
  
  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 
  HHV
  <SPAN 
  class=469335016-21022003> 
  <SPAN 
  class=469335016-21022003> 
  <SPAN 
  class=469335016-21022003>buy=high>ref(hhv,h,<FONT 
  color=#ff0000>25),-1) // 
  24
   Jayson 
  <FONT face=Tahoma 
  size=2>-----Original Message-----From: <A 
  href="">funnybiz@xxxxxx 
  [mailto:funnybiz@xxxxxx]Sent: Friday, February 21, 2003 11:36 
  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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