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rick,
Thanks for your reply. recently I decided to use
Amibroker and almost quit MS.
I scanned all the help pdf file but
I feel I need a better source for learning how to backtest. Do you any other
source? Is it worthwhile to learn _javascript_?
Would you like to help me with
coding my system? I am stuck!
/* my idea is to:
Buy (pdi>mdi) or Short
(mdi>pdi) when ADX was under 20 and crosses this line.
The sell trigger would be if:
a) The adx line is under 30 and the adx(14) ref(-1) is higher than actual
value (downward trend). b) The SMA(20) is higher than close or open. c) two
consecutive low values are equal or below SMA(20).
The cover trigger would be if:
a) The adx line is under 30 and the adx(14) ref(-1) is higher than actual
value (downward trend). b) The SMA(20) is lower than close or open. c) two
consecutive high values are equal or below SMA(20).
Once a trade is closed the system
has to wait to the Adx to go below 20 and then a cross above will trigger
another trade.
Special case: if there was a sell or
buy trigger and the adx goes beyond 30. A sell or cover signal is executed, and
the adx line stays above 30 and ref(-1) is lower than actual adx value, a sell
(if mdi>pdi) or long (if pdi>mdi) trade is executed.
This is what i've done..
<FONT
color=#008000>*/
Buy =
IIf(Cross(<FONT
color=#0000ff>ADX(14),<FONT
color=#ff00ff>20) AND PDI(<FONT
color=#ff00ff>14)>MDI(<FONT
color=#ff00ff>14),1,<FONT
color=#ff00ff>0);
<FONT
size=3>
<FONT
size=3>Sell = <FONT
color=#0000ff>IIf(Cross(<FONT
color=#0000ff>MA(Close,<FONT
color=#ff00ff>20),Close) OR L<<FONT
color=#0000ff>MA(Close,20),<FONT
color=#ff00ff>1,IIf(<FONT
color=#0000ff>ADX(14)><FONT
color=#0000ff>Ref(ADX(<FONT
color=#ff00ff>14),-1),<FONT
color=#ff00ff>0,1));
Short = <FONT
color=#0000ff>IIf(Cross(<FONT
color=#0000ff>ADX(14),<FONT
color=#ff00ff>20)AND PDI(<FONT
color=#ff00ff>14)<MDI(<FONT
color=#ff00ff>14),1,<FONT
color=#ff00ff>0);
Cover = <FONT
color=#0000ff>IIf(ADX(<FONT
color=#ff00ff>14)>40,<FONT
color=#ff00ff>1,0);
I would appreciate very much any
help.
thanks
JB
----- Original Message -----
<BLOCKQUOTE
>
<DIV
>From:
<A title=RickParsons@xxxxxxxxxxxxxxx
href="">Rick Parsons
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, June 10, 2003 8:09
PM
Subject: RE: [amibroker] developing
system
Try Buy =
ADX(14) > 20...
<FONT color=#000080
size=2>
This will
remain true as long as it is above 20 as opposed to cross which is only true
when it crosses.
<FONT face="Vladimir Script" color=#000080
size=5>Rick
<FONT face=Tahoma
size=2>-----Original Message-----From: emarco
[mailto:emarco@xxxxxxxxxxxxxxx]Sent: Tuesday, June 10, 2003 1:06
PMTo: <A
href="">amibroker@xxxxxxxxxxxxxxxSubject:
[amibroker] developing system
<FONT face="Courier New"
color=#000000 size=3>Tomasz & Forum, I am developing a
system in Amibroker.
<FONT face="Courier New"
color=#000000 size=3>My buy signal is:
<FONT face="Courier New"
color=#000000 size=3>
Buy = <FONT
face="Courier New" color=#0000ff size=1>IIf<FONT face="Courier New"
size=1>(<FONT face="Courier New" color=#0000ff
size=1>Cross(<FONT
face="Courier New" color=#0000ff size=1>ADX<FONT face="Courier New"
size=1>(14<FONT
face="Courier New" size=1>),<FONT face="Courier New" color=#ff00ff
size=1>20) AND <FONT
face="Courier New" color=#0000ff size=1>PDI<FONT face="Courier New"
size=1>(14<FONT
face="Courier New" size=1>)><FONT face="Courier New" color=#0000ff
size=1>MDI(<FONT
face="Courier New" color=#ff00ff size=1>14<FONT face="Courier New"
size=1>),1<FONT
face="Courier New" size=1>,<FONT face="Courier New" color=#ff00ff
size=1>0);
<FONT face="Courier New"
color=#000000 size=3>when the system crosses adx> 20 i would like to keep
a record that Adx has crossed 20 until <FONT face=Batang
color=#0000ff size=2><FONT face="Courier New" color=#000000
size=3>adx<20.
<FONT face="Courier New"
color=#000000 size=3>So i will enter a new long/short position if
ADX has crossed below
20. thanks JuanSend
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