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You can not use trendlines for backtesting.
The last trendline is connecting the two last peaks and then is
extended till the last bar.
If we create a peak to peak line for the past history, we will loose
this extension, after the next peak the new trendline will begin.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "epintoem" <epintoem@xxxx> wrote:
> Dimitris,
>
> I copied the code exactly what I currently use in IB
> for your reference here it is:
>
> condP=Ref(H,-1)>=Ref(H,-2) AND Ref(H,-1)>H AND Ref(H,-1)>Ref(C,-3);
> P=Ref(CONDP,1)*(X!=LastValue(X));
> endt= LastValue(ValueWhen( P, x, D ));
> endS = LastValue(ValueWhen( P, H, D ) );
> startt=LastValue(ValueWhen( P AND H>ends AND X<ENDT, x, 1 ));
> startS = LastValue( ValueWhen( P AND H>ends AND X<ENDT, H, 1 ));
> dtS =endt-startt;
> aS = (endS-startS)/dtS;bS = endS;
> tH = aS * ( x -endt ) + bS;
> tH1=IIf(X>STARTT-30,tH,-1E10);
> Plot(tH1,"",bc,1);
>
> It is just that I cannot use this code to backtest.
>
> I know how to calculate the value of th1 for the next day which
would
> be a stop for my short position for the next day.
>
> Thanks for your help
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx>
> wrote:
> > You have had the same question some days ago.
> > Your condP *DOES NOT DEFINE A PEAK*
> > Try the simple
> > condP=Ref(H,-1)>=Ref(H,-2) AND Ref(H,-1)>H AND Ref(H,-1)>Ref(C,-
3);
> > Plot(C,"",CONDP*24+1,64);
> > The condP candles are painted orange and they come *ONE DAY
AFTER*
> > some local peaks.
> > Do you speak for these peaks?
> > If positive, these peaks occur when the cond1 occurs.
> > Try the
> > condP=Ref(H,-1)>=Ref(H,-2) AND Ref(H,-1)>H AND Ref(H,-1)>Ref(C,-
3);
> > cond1=Ref(condP,1);
> > Plot(C,"",COND1*24+1,64);
> > If you have in mind these [green] peaks let me know to see the
rest
> > of your requirement.
> > Note also that cond1 looks into the future by +1 day [you can not
> > know a peak before the next, lower day...]
> > Dimitris Tsokakis
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "epintoem" <epintoem@xxxx>
wrote:
> > > I have the AFL code that automatically draws trend lines but I
> cant
> > > use it in Backtester. Anyone with a work around?
> > >
> > >
> > >
> > > condP=Ref(H,-1)>=Ref(H,-2) AND Ref(H,-1)>H AND Ref(H,-1)>Ref(C,-
> 3);
> > >
> > > The above condition defines a peak.
> > >
> > > In order to draw a trend line I need 4 values
> > >
> > > first Peak= value when condP is met
> > >
> > > second peak= value when condp is met and High greater than
first
> > peak.
> > >
> > > bar1= number of bars between peaks
> > >
> > > bar2= number of bars since first peak.
> > >
> > > Using last value restricts the finding to the last occurrence
> which
> > > then does not allow to back test?
> > >
> > > TIA
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