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Here is an example of an AFL method for
reversing signals depending on variables that can be optimized.
Of course, this is not the only way to do
it.
See ADJS and <FONT
color=#0000ff>ADJC. The colors work best on a dark background. I quickly
ran this on CBOT wheat to check it...
-CS
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Owen
Davies
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, June 18, 2003 7:11
AM
Subject: Re: [amibroker] Re: Walk-Forward
Out of Sample (OOS) Testing
...There is another issue in his systems, which I should
probably put in amessage of its own, but this unpromising technique has
already taken up moretime than it seems to justify, so: Meyers often
goes long (or short) whenan indicator reverses by a certain optimized
amount from its lowest (orhighest) value during the previous short (or
long) trade. It is not clearto me how one would accomplish this
within AFL, either. Though I haven'tput a lot of thought into it
yet.Owen DaviesSend
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Attachment:
B&S CCI.afl
Attachment:
Description: "Description: Binary data"
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