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Thanks for the clarification and advice Graham. I'll check it out.
Regards,
Bruce
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> One thing is that you could try using the built in AFL indicators
instead of
> writing them long hand.
> Second your buy condition requires the crossing of both the Stoch
and the MA
> on the same bar. Is this correct?
> Your sell cross is in reverse, you want the 70 to cross above the
> Stochastic, so write it Cross(70,RSI(14));
> Hope this helps a little
>
> Cheers,
> Graham
> http://groups.msn.com/ASXShareTrading
> http://groups.msn.com/FMSAustralia
>
> -----Original Message-----
> From: bdsko [mailto:bdsaqa6@x...]
> Sent: Thursday, 20 March 2003 6:58 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Newbie Programming Assistance
>
> Greetings
>
> I had a previous post in which I requested assistance for the AFL
> that would create the following:
>
> Price = 20/40
> Stochastics = 14/4/5
> RSI = 14
>
> The rules were to buy when the stochastics break above 50 & the
price
> clearly breaks above its 20 day EMA.
>
> The sell was generated when the RSI breaks below 70.
>
> The code that I am using is below:
>
> pds = 14;
> slw = 4;
> slwd = 5;
> // Fast Stoch
> FSK = 100*(C-LLV(L,pds))/(HHV(H,pds)-LLV(L,pds));
> // Slow Stoch %K
> FLSK = MA( FSK, slw );
> // Slow Stoch %D
> FLSD = MA( FLSK, slwd );
>
> Buy = Cross( FLSD, 50 ) AND Cross( Close, MA( Close, 20 ) );
>
> Sell = Cross( RSI( 14 ), 70 );
>
> The back test results are inconsistent when I compare it aginst
> backtesting with the data feed which is FT.
> Any suggestions on how I might modify the code is greatly
appreciated.
>
> Tx,
>
> Bruce
>
>
>
>
> Send BUG REPORTS to bugs@xxxx
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