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Udo,
Markus said in his post among other things:
" 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."
So, Isn't he actually saying that if Today's high is... greater than...
the Highest High value of the High from the Preceeding 25 days.....which
to me is:... Buy=High ( todays high ) > Ref(HHV(H,25),-1);....we are
looking for the Highest High from the preceeding 25 days...starting
yesterday....
Please explain to me how you read your formula.....
buy = HHV(high, 25) == high;
Thank you
Anthony
Udo.Harke@xxxxxxxxxxx wrote:
> 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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