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<FONT face=Arial color=#0000ff
size=2>Ed,
<FONT face=Arial color=#0000ff
size=2>if <FONT face="Courier New" color=#000000
size=3>Buy = Cross(RSI(),30);
then
ref(buy,-1) would be the previous time that that RSI and 30 crossed. Is
that what you want? Since you have replaced buy with ref(buy,-1) you are testing
a buy that you could not have possibly made..... Perhaps you want Buy =
Cross(RSI(),30); but also want to set trade delay=1 to implement the buy on the
next day?
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: ed2000nl
[mailto:pablito@xxxxxxx]Sent: Monday, September 29, 2003 12:31
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
help with trading systemJayson,yes I
have.if I run the foolowing code:// overide default
settingsSetTradeDelays(0,0,0,0);// make a simple trading
systemBuy = Cross(RSI(),30);// buy the next day at the open//
use Ref(Buy -1) because the Ref function returns a value// so the "1"
numbers inside the Buy array are moved forward this way.Buy = Ref(Buy,
-1);// define the BuyPriceBuyPrice = ValueWhen( Buy,
Open);SellCond1 = C > BuyPrice * 1.02; SellCond2 = C <
BuyPrice * 0.96; SellCond3 = Cross( BarsSince(Buy), 5 ); Sell =
SellCond1 OR SellCond2 OR SellCond3;SellPrice = (SellCond1 *
C);SellPrice = SellPrice + (SellCond2 * C);SellPrice = SellPrice +
(SellCond3 * C);Buy = ExRem(Buy,Sell);Sell =
ExRem(Sell,Buy);for the stock CHKP I get as result in the backtester
(last 2 trades):CHKP
Long 7/3/2002
12.0800 7/5/2002
14.2600 18.0%
2029.25 18.0%
930.847 11244.6
3273.88 2
9.02%CHKP Out
7/5/2002 14.2600
10/4/2002 13.4600
-5.6% 0.00
0.0% 0
0 3273.88
64 0.00%CHKP
Long 10/4/2002
13.4600 10/10/2002
13.9900 3.9%
522.67 3.9%
986.172 13273.9
3796.55 5
0.79%CHKP Out
10/10/2002 13.9900
9/26/2003 16.6500
19.0% 0.00
0.0% 0
0 3796.55
242 0.00%the trade started at 7/3/2002
should be sold the same day at the close. I must have made some error
somewhere, maybe in the code?thanks,Ed--- In
amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:>
Ed,> Do you have "Allow same bar exit" checked?> >
Regards,> JaysonSend
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