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Thanks for the input guys, but I still seem to be having problems.
Here's my code, maybe you can provide some more input.
I realize the code is messy but keep in mind I am new at this! If
you've got suggestions for improvement let 'em fly!
By the way, the backtest is based on looking for symmetrical
triangles in uptrends and buying if the price continues up and
exceeds the high of the second to last day of the triangle.
********************
one = IIf (High < Ref (High, -1), 1, 0);
two = IIf (Ref (High, -1) < Ref (High, -2), 1, 0);
three = IIf (Ref (High, -2) < Ref (High, -3), 1, 0);
four = IIf(Low > Ref (Low, -1), 1 , 0);
five = IIf (Ref (Low, -1) > Ref (Low, -2), 1, 0);
six = IIf (Ref (Low, -2) > Ref (Low, -3), 1, 0);
seven = IIf (EMA (Close, 13) > Ref (EMA(Close, 13), -5), 1, 0);
eight = IIf (EMA (Close, 100) > Ref (EMA(Close, 100), -5), 1, 0);
nine = IIf (EMA (Volume, 100) > 25000, 1, 0);
Buy = One == 1 AND two == 1 AND three == 1 AND four == 1 AND five ==
1 AND six == 1 AND seven == 1 AND eight == 1 AND nine == 1;
BuyPrice = ValueWhen(Buy, (Ref (H, -1)+.01)) ;
Sell = RSI (9) > 200;
Buy = ExRem (Buy, Sell);
************************
Thanks,
Chris
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> Just to expand on this answer, you may also need to use exrem
(buy,sell) in
> case you get further buy signals before a sell occurs. The buy
price could
> change with each added buy signal.
>
>
> Buy = YourCondition
> Sell = Yourcondition
> buy = ExRem( buy, sell );
> Buyprice = valuewhen(buy,ref(h,-1));
>
> Cheers,
> Graham
> http://groups.msn.com/ASXShareTrading
> http://groups.msn.com/FMSAustralia
>
>
> -----Original Message-----
> From: Anthony Faragasso [mailto:ajf1111@x...]
> Sent: Sunday, 28 September 2003 9:44 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] buyprice?
>
>
> something like
>
> valuewhen(buy,ref(h,-1));
>
>
> ----- Original Message -----
> From: "indiana0352" <cs_winn@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, September 27, 2003 9:40 PM
> Subject: [amibroker] buyprice?
>
>
> > Ok another question:
> >
> > I'm doing my first backtest. I have my buy criteria set and now
I
> > want to enter my buy price. Rather than just use the open,
close,
> > average etc values, I want to define that my position only get
entered
> > into if the stock rises above the high value of the day PRIOR to
when
> > the buy signal was triggered.
> >
> > How do I do this?
> >
> > Thanks,
> > Chris
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
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