|
PureBytes Links
Trading Reference Links
|
Yuki,
How can the close be less than the Low of the day..am I missing
something...
Ref(C,-1) < Ref(L,-1)
Anthony
Yuki Taga wrote:
> Hi William,
>
> Sunday, February 23, 2003, 3:23:32 PM, you wrote:
>
> WP> There is an Option in Backtester Settings named "Allow same bar
> WP> exit (Single bar trade", ensure that is checked.
>
> WP> This works for me with a backtest but not a scan.
> WP> Post again if you still have problems.
>
> I see. Okay, now some simple code works correctly, but not all. For
> example, here is another stupid variation, but a variation that I
> cannot get to work properly, although I think it should:
>
> //an outside day with a down close, buying on the next open if the
> //open is lower than the previous day's close
>
> //Buystop = Open < Ref(C,-1);
>
> Buy = Ref(H,-1) > Ref(H,-2) AND Ref(L,-1) < Ref(L,-2) AND Ref(C,-1) <
> Ref(L,-1) AND Open < Ref(C,-1);
>
> Sell= 1;
>
> SetTradeDelays(0,0,0,0);
>
> BuyPrice = Open;
>
> SellPrice = Close;
>
> I also tried using the commented-out 'buystop' variable. In both
> cases, no buy ever takes place. And it's not because the condition
> is never present. ^^_^^
>
> Best,
>
> Yuki
>
> mailto:yukitaga@xxxxxxxxxxxxx
>
>
> Yahoo! Groups Sponsor
ADVERTISEMENT
>
> 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 the Yahoo! Terms of Service.
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/
|