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Dimitris,
I am only looking for the value of the two peaks and the bars between
them(so that I can calculate the slope). For the value of the
trendline today, I can calculate it by using Barssince(lastpeak) and
apply the slope to calculate the value for the next day. Is that
possible.
Thanks for your help
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> 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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