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Re: [amibroker] Re: Systems for indices



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uenal.mutlu@xxxxxxxxxxx asked about the following code:


> // calculate the success
> Filter = patUp or patDown2;   //  1;  // totpatUP > 0;
>
> success = (patUp    and (Ref(C,1) > C))
>        or (patDown2 and (Ref(C,1) < C));
>
> AddColumn(cum(Filter),   "#Cases", 1);
> AddColumn(cum(success),  "#Successes", 1);
> AddColumn(cum(success) / cum(Filter) * 100, "%Success", 1.2);

Do you really want that "success" statement to look into the future?  If
not, those Ref statements need a minus sign before the 1:  "Ref(C,-1)".

Owen Davies


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