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Jayson,
thanks. I found the proper buy and sell signals. Still I am
puzzled ... my super simple code does not give proper results. If I
execute this code on CTMI I get 3 trades. However, it not always buys
at the open like I tell it to. Do you agree when looking at the code
below that it *always* should buy at the open?
Below I show the results of the backtest. It does not buy at the
open. The first trade takes the low price, the second trade takes the
open price and the third trade takes some kind of average price as
the price of entry.
How can this be explained?
regards, Ed
//----------------------------------------------------
// overide default settings, set buy delay at 1 bar
SetTradeDelays(1,0,0,0);
// make a simple trading system
Buy = Cross(RSI(),30);
// define the BuyPrice
BuyPrice = ValueWhen( Buy, Open);
// define the sell condition
SellCond1 = C > BuyPrice * 1.02;
SellCond2 = C < BuyPrice * 0.96;
SellCond3 = Cross( BarsSince(Buy), 5 );
Sell = SellCond1 OR SellCond2 OR SellCond3;
// define the SellPrice
SellPrice = ValueWhen( Sell, Close);
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
//----------------------------------------------------
backtest:
CTMI Long 7/25/2002 15.7500 7/25/2002 16.5900 5.3%
533.33 5.3% 634.921 10000 533.333 1 5.33%
CTMI Out 7/25/2002 16.5900 3/14/2003 17.8190 7.4%
0.00 0.0% 0 0 533.333 160 0.00%
CTMI Long 3/14/2003 17.8190 3/14/2003 18.5100 3.9%
408.47 3.9% 591.129 10533.3 941.804 1 3.88%
CTMI Out 3/14/2003 18.5100 8/22/2003 13.1000 -29.2%
0.00 0.0% 0 0 941.804 112 0.00%
CTMI Long 8/22/2003 13.1000 8/26/2003 13.5800 3.7%
400.92 3.7% 835.252 10941.8 1342.72 3 1.22%
CTMI Out 8/26/2003 13.5800 9/26/2003 14.0000 3.1%
0.00 0.0% 0 0 1342.72 22 0.00%
--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> Are you simply double clicking the trade to plot the arrows or have
you
> right clicked then chosen "Show actual trades"??
>
> Try this... create a new indicator with this code.....
>
>
> x = Cross(RSI(),30);
> Plot(RSI(),"",5,1);
> PlotGrid(30,colorWhite);
> Plot(x,"",4,2|styleOwnScale);
>
> The red lines will show the actual cross. Now run this simple
system test...
>
>
> SetTradeDelays(3,0,0,0);
> Buy= Cross(RSI(),30);
> Sell=Cross(30,RSI());
>
> Test over enough days to be sure you get a signal. Next rt click a
trade and
> choose "Show actual trade". I believe you will see the arrow to be
3 days
> after the red line cross..
>
>
>
>
>
> Regards,
> Jayson
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