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yes, Dimitri,
it is not perfect for backtesting...
I am thinking these days to write a trendline plugin ( or in AFL with
the loops) that we can backtest.( without peak or Trough functions).
1 year ago I was a little disapointed with the performance of some
variations of DARVAS Box and I have abandoned the idea of backtesting
a trendline BO.
Stephane
> Stephane,
> Unfortunately this dip is plotting the extension of the trendline.
> Try
> slope=
> (Trough(L,7,2) - Trough(L,7,1)) /
> (TroughBars(L,7,1) - TroughBars(L,7,2));
> dip=
> Trough(L,7,1) + slope * TroughBars(L,7,1);
> Plot(dip,"",4,1);Plot(C,"",(TroughBars(L,7)==0)*4+1,64);
> to see it.
> Dimitris Tsokakis
> PS
> My problem is with epi conditions. Peaks and troughs are
interchanged
> one by one. Epi conditions do not
> --- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
> <nenapacwanfr@xxxx> wrote:
> > All codes with lastvalue CAN'T be backtested.
> > an Afl soulution could be
> > a better solution is possible with loops.
> >
> > stephane
> >
> > /*
> > x=cum(1);
> > startbar = LastValue( x-start );
> > endbar = LastValue(x- end );
> > Slope = (endval-startval)/(endbar-startbar);
> > line = Slope * (x-startbar) + startval;
> > endbar-startbar=x-end -(x-start)=start-end
> > */
> > slope=
> > (Trough(L,7,2) - Trough(L,7,1)) /
> > (TroughBars(L,7,1) - TroughBars(L,7,2));
> > dip=
> > Trough(L,7,1) + slope * TroughBars(L,7,1);
> > Plot(dip,"",4,1);
> >
> > /********Pic***********/
> > slope=
> > (Peak(H,7,2) - Peak(H,7,1)) /
> > (PeakBars(H,7,1) - PeakBars(H,7,2));
> > pic=
> > Peak(H,7,1) + slope * PeakBars(H,7,1);
> > Plot(pic,"",5,1);
> > Plot(Close,"",1,64);
> >
> > Buy=Cross(C,pic);
> > Plot(Buy*C,"",colorBlue,2);
> >
> >
> > > Any solution?
> > >
> > >
> > >
> > >
> > > X=Cum(1);
> > > D=1;// CHANGE 1 WITH 2, 3 etc
> > > for( d = 1; d <= 2; d++ )
> > > {
> > > bc=d+40;
> > > bc1=d+41;
> > > 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);
> > > condT=Ref(L,-2) >= Ref(L,-1) AND L>Ref(L,-1) AND Ref(L,-1)<Ref
> > (Close,-
> > > 3);
> > > T=Ref(CondT,1)*(X!=LastValue(X));
> > > Plot(C,"",4*P+3*T+1,64);
> > > endtT= LastValue(ValueWhen( T, x, D ));
> > > endST = LastValue(ValueWhen( T, L, D ) );
> > > starttT=LastValue(ValueWhen( T AND L<endsT AND X<ENDTT, x, 1 ));
> > > startST = LastValue( ValueWhen( T AND L<endsT AND X<ENDTT, L,
> 1 ));
> > > dtST =endtT-starttT;
> > > aST = (endST-startST)/dtST;bST = endST;
> > > tHT = aST * ( x -endtT ) + bST;
> > > tH1T=IIf(X>STARTTT-30,tHT,-1E10);
> > > Plot(tH1T,"",bc1,1);
> > >
> > > }
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