|
PureBytes Links
Trading Reference Links
|
interesting variation indeed.
Never thought of it that way...
Thanks for sharing!
Markus
----- Original Message -----
From: "Graham" <gkavanag@xxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, February 21, 2003 9:27 PM
Subject: RE: [amibroker] Re: Writing a "trading system"
Or use cross, ie High becomes higher than the HHV value on that day.
Buy=cross(High,HHV(Ref(High,-1),25));
etc
Cheers,
Graham
-----Original Message-----
From: Fred <fctonetti@xxxxxxxxx> [mailto:fctonetti@xxxxxxxxx]
Sent: Saturday, 22 February 2003 12:41 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Writing a "trading system"
Because HHV(High,25) includes todays high and thus High can not be
greater then it.
Try
Buy=High>HHV(Ref(High,-1),25);
Sell=Low<LLV(Ref(Low,-1),10);
Short=Low<LLV(Ref(Low,-1),25);
Cover=High>HHV(Ref(High,-1),10);
--- In amibroker@xxxxxxxxxxxxxxx, "IVA GmbH" <funnybiz@xxxx> wrote:
> 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 ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|