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Hi Fred,
/*The close 2 days ago ( ref(c,-2) ) is above the Lower Bollinger Band
and the Close yesterday ( Ref(C,-1)) is below the Lower bollinger Band
and the Close yesterday ( ref(c,-1)) is less than the close 2 days ago (
ref(c,-2)) and Todays Close is ** either ** Greater than yesterdays close
(ref(c,-1)) or Todays Close is Less than Yesterdays close ( ref(c,-1)).*/
as stated, Anthony's formula uses "Today" as the latest reference, so
then my success computation routine is IMHO correct.
BTW, I'm currently running the system over 6/1/98 to 9/30/2001.
The results are even much better! I'll send them to you when completely finished.
UM
----- Original Message -----
From: "Fred" <fctonetti@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, May 01, 2003 3:08 PM
Subject: [amibroker] Re: Systems for indices
> I believe the intent of the original Explore that this was posted in
> reference to was to identify BB setups for trading yesterday and then
> checks the results today, but the way I read it, it also looks into
> the future. The CHECK button agrees.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Owen Davies" <owen5819@xxxx> wrote:
> > uenal.mutlu@xxxx 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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