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Markus
Only if you trade before the close of that day, I have mostly use EOD
for signals rather than trying to get in just before close as there is
too often a large change after the market (ASX) finishes the normal
trading day at 4pm. They then have an auction type situation for 5
minutes for the privileged few, like a pre-open situation, to determine
the final official close price. Oh I trade from the closing prices, not
highs/lows so my system would be different to the one we were talking
about.
For most part-time traders they can only carry out any explorations
overnight on EOD data.
Just re-read your response, and not certain if you mean something
different. The search originally set up was for buy/sell etc signals
when the last high/low penetrates a recent HHV or LLV. Say the stock is
already trending then you could have a situation where the new highs
have been setting new HHV for many days. I always assume traders want to
get in as early as possible in a trend, so you would set up your signal
for the first day the high makes a new HHV. (or L / LLV depending on
your trade direction)
Now that I have totally confused myself I will send this and confuse
everyone else as to what I was trying to talk about. Are you sure that
Yuki can keep that dumbest trophy in JP, I am certain it must come to
Ozzie land now :o
Cheers,
Graham
-----Original Message-----
From: funnybiz@xxxxxx [mailto:funnybiz@xxxxxx]
Sent: Saturday, 22 February 2003 7:02 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Writing a "trading system"
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
----- Original Message -----
From: Graham
To: amibroker@xxxxxxxxxxxxxxx
Sent: Friday, February 21, 2003 10:23 PM
Subject: RE: [amibroker] Writing a "trading system"
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.
Cheers,
Graham
-----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"
Anthony,
just take a look at my other messages referring to this problem!
Regards,
Udo
-----Ursprüngliche Nachricht-----
Von: Anthony Faragasso
An: amibroker@xxxxxxxxxxxxxxx
Gesendet: Freitag, den 21. Februar 2003 18:34 Uhr
Betreff: Re: [amibroker] Writing a "trading system"
Jayson and Markus,
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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