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Hi Herman,
If I only wanted to ENTER trades if the equity curve is greater then a
moving average of it, both actual systems being the same.
Would this be right please?:
----------------8<-----------------
// System ONE code here
E1 = Equity(1);
// System ONE code here
Buy = Buy and E1 > MA(E1,30);
----------------8<-----------------
...or I if wanted to simply tighten a trailing stop when the equity curve is
less then a moving average of it:
----------------8<-----------------
// System ONE code here
E1 = Equity(1);
// System ONE code here
Sell = IIf(E1 > MA(E1,30), use "loose" trailing stop, use "tight" trailing
stop)
----------------8<-----------------
TIA.
Cheers Glenn
--- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen"
<psytek@xxxx> wrote:
> You can cascade as many systems as you like, even different ones,
and use
> the Equity from the previous one as a parameter in the next system. I
know
> this can be done with the old backtester and think it should also work
in
> the new PF tester.
>
> // system one code here
> E1 = Equity(1);
>
> // System two code here
> Buy = Buy and (some function of E1);
> E2 = Equity(1);
>
> // System three code here
> Buy = Buy and (some function of E2);
> E3 = Equity(1);
> etc.
>
> You essentially redefine the buy signal as often as needed (afl
executes
> line after line and never looks back), the last definition will be what
> determines your results.
>
> Herman
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