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<SPAN
class=197310522-21022003>Udo,
If we
agree that it is impossible for today's H to exceed the 25 day HHV then to find
if today's high exceeds the most recent (yesterdays) HHV. We must look at
yesterdays value (ref,-1). While I follow your logic I think perhaps we can
further simplify the buy signal to be
<SPAN
class=197310522-21022003>
<SPAN
class=197310522-21022003>buy=h==hhv(h,25) which translates to "Today is
the NEW HHV"
<SPAN
class=197310522-21022003>
<SPAN
class=197310522-21022003>actually this may have been suggested by someone some
where along the way today...... :))
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Udo.Harke@xxxxxxxxxxx
[mailto:Udo.Harke@xxxxxxxxxxx]Sent: Friday, February 21, 2003 4:11
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Writing a "trading system"
Jayson,
correct, but with one data item
less!
Cheers,
Udo
-----Ursprüngliche Nachricht-----
<BLOCKQUOTE
>
<DIV
>Von:
<A href=""
title=jcasavant@xxxxxxxxxxxx>Jayson
An: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>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
color=#000000 face="Courier New">High<FONT color=#6600aa
face="Courier New">><FONT color=#0000ff
face="Courier New">HHV<FONT color=#6600aa
face="Courier New">(<FONT color=#000000
face="Courier New">High<FONT color=#6600aa
face="Courier New">,<FONT color=#ff00ff
face="Courier New">25<FONT color=#6600aa
face="Courier New">);
Sell=<FONT
color=#000000 face="Courier New">Low<FONT color=#6600aa
face="Courier New"><<FONT color=#0000ff
face="Courier New">LLV<FONT color=#6600aa
face="Courier New">(<FONT color=#000000
face="Courier New">Low<FONT color=#6600aa
face="Courier New">,<FONT color=#ff00ff
face="Courier New">10<FONT color=#6600aa
face="Courier New">);
Short=<FONT
color=#000000 face="Courier New">Low<FONT color=#6600aa
face="Courier New"><<FONT color=#0000ff
face="Courier New">LLV<FONT color=#6600aa
face="Courier New">(<FONT color=#000000
face="Courier New">Low<FONT color=#6600aa
face="Courier New">,<FONT color=#ff00ff
face="Courier New">25<FONT color=#6600aa
face="Courier New">);
Cover=<FONT
color=#000000 face="Courier New">High<FONT color=#6600aa
face="Courier New">><FONT color=#0000ff
face="Courier New">HHV<FONT color=#6600aa
face="Courier New">(<FONT color=#000000
face="Courier New">High<FONT color=#6600aa
face="Courier New">,<FONT color=#ff00ff
face="Courier New">10<FONT color=#6600aa
face="Courier New">);Post AmiQuote-related
messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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href="">Yahoo! Terms of Service.
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