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Graham,
just a thought: won´t you be late anyways if you
use end-of day data?
I assume the ideal solution would be to calculate
the proper highest high of the last 25 day (or lowest low) and then set an alert
if this price is being penetrated.
Otherwhise, one would always be running late by a
day.
Markus
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=gkavanag@xxxxxxxxxxxxxx
href="">Graham
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, February 21, 2003 10:23
PM
Subject: RE: [amibroker] Writing a
"trading system"
<SPAN
>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.
<SPAN
>
<FONT face="Times New Roman" color=teal
size=3><SPAN
>Cheers,<FONT
color=teal size=3><SPAN
>Graham
<SPAN
>
<SPAN
>-----Original
Message-----From: <A
href="">Udo.Harke@xxxxxxxxxxx
[mailto:Udo.Harke@xxxxxxxxxxx] <SPAN
>Sent: Saturday, 22 February 2003 5:14
AMTo:
amibroker@xxxxxxxxxxxxxxx<SPAN
>Subject: Re: [amibroker] Writing a
"trading system"
<FONT face="Times New Roman"
size=2>
<FONT face="Courier New"
size=2><SPAN
>Anthony,
<FONT face="Times New Roman"
size=2>
<FONT face="Courier New"
size=2>just take a
look at my other messages referring to this problem!
<FONT face="Times New Roman"
size=2>
<FONT face="Courier New"
size=2><SPAN
>Regards,
<FONT face="Times New Roman"
size=2>
<FONT face="Courier New"
size=2><SPAN
>Udo
<FONT face="Times New Roman"
size=2>
<BLOCKQUOTE
>
<SPAN
>-----Ursprüngliche
Nachricht-----
<FONT
face=Arial size=2><SPAN
>Von:<FONT
face=Arial> <A title=ajf1111@xxxxxxxx
href="">Anthony Faragasso
<FONT face=Arial
size=2><SPAN
>An:<FONT
face=Arial> <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
<FONT face=Arial
size=2><SPAN
>Gesendet:<FONT
face=Arial> Freitag, den 21. Februar 2003
18:34 Uhr
<FONT face=Arial
size=2><SPAN
>Betreff:<FONT
face=Arial> Re: [amibroker] Writing a
"trading system"
<FONT face="Times New Roman"
size=2>
<FONT face="Courier New"
size=2>Jayson and
Markus,<SPAN
><FONT
face="Courier New">Wouldn't it Be this:<FONT
face="Courier New">Buy=High >
Ref(HHV(H,25),-1);Sell=Low
< Ref(LLV(Low,10),-1);<FONT
face="Courier New">Short=Low <
Ref(LLV(Low,25),-1);<FONT
face="Courier New">Cover=High >
Ref(HHV(High,10),-1);<FONT
face="Courier New">Anthony<FONT
face="Courier New">Jayson wrote:<FONT
face="Courier New">> 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<FONT
face="Courier New">> -----Original Message-----<FONT
face="Courier New">> From: funnybiz@xxxxxx
[mailto:funnybiz@xxxxxx]>
Sent: Friday, February 21, 2003 11:36 AM<FONT
face="Courier New">> To:
amibroker@xxxxxxxxxxxxxxx>
Subject: [amibroker] Writing a "trading system"<FONT
face="Courier New">>>
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<FONT
face="Courier New">> 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<FONT
face="Courier New">> position when the high is higher than the highest
high ofthe last 10> days.
Why does this NOT work: Buy=High>HHV(High,25);<FONT
face="Courier New">>>
Sell=Low<LLV(Low,10);<FONT
face="Courier New">>>
Short=Low<LLV(Low,25);<FONT
face="Courier New">>>
Cover=High>HHV(High,10);<FONT
face="Courier New">>>
Post AmiQuote-related messages ONLY to:
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