|
PureBytes Links
Trading Reference Links
|
Hi Russell
You wrote:
> Take a look at the first figure in the First "Sum"
> column(0.07). That figure should be 0.14 - the sum of
> the "DN Pen" column. This is the problem resulting
> from Y1.
The lookback period is 10 bars; the first 0.07 has been dropped from
the calculation.
Also:
You have downside penetration when todays low is lower than
yesterdays low. You´ve got it the other way around.
Y=IIf(B>B1,B-B1,0); should be Y=IIf(B<B1,B1-B,0);
consequently Y2=IIf(B1<B,1,0); should be Y2=IIf(B<B1,1,0);
Finally Y5=B-(2*Y4); should be Y5=B1-(2*Y4); - The stop must be
applied to yesterdays low or Y5 will always be lower than todays low
and you will never be stopped out.
Best regards JS
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Make Money Online Auctions! Make $500.00 or We Will Give You Thirty Dollars for Trying!
http://us.click.yahoo.com/yMx78A/fNtFAA/i5gGAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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/
|