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If you just use the > sign you will get a trade signal that could be
late, and the high may have become the new HHV anywhere in the past 25 days if
it is already trending. By using the Cross function you will get a signal on
the actual day that today’s high actually became the new HHV value.
<font size=3 color=teal
face="Times New Roman">Cheers,
Graham
<span
>-----Original Message-----
From: Udo.Harke@xxxxxxxxxxx
[mailto:Udo.Harke@xxxxxxxxxxx]
Sent: Saturday, 22 February 2003
5:14 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Writing a
"trading system"
<font size=2
face="Times New Roman">
<span
>Anthony,
<font size=2
face="Times New Roman">
<span
>just take a look at my other
messages referring to this problem!
<font size=2
face="Times New Roman">
<span
>Regards,
<font size=2
face="Times New Roman">
<span
>Udo
<font size=2
face="Times New Roman">
<span
>-----Ursprüngliche Nachricht-----
<font
size=2 face=Arial>Von: <a
href="" title="ajf1111@xxxxxxxx">Anthony Faragasso
<span
>An:<font
face=Arial> <a
href="" title="amibroker@xxxxxxxxxxxxxxx">amibroker@xxxxxxxxxxxxxxx
<span
>Gesendet:<font
face=Arial> Freitag, den 21. Februar 2003 18:34
Uhr
<span
>Betreff:<font
face=Arial> Re: [amibroker] Writing a
"trading system"
<font size=2
face="Times New Roman">
<font size=2
face="Courier New">Jayson and Markus,<font
face="Courier New">
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);
Anthony
Jayson 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);
>
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