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Ed: Interesting code. It shows some good annual % profit in the
regular (old) backtester on several of my watchlists (using 6/5/2002 to
present, just because that was set from some other work I had been
doing).
Interestingly, clicking on the new portfolio backtester (without any
PositionScore formula) and I get miserable results on same watchlist and
same dates.
Can someone remind me about the ranking that occurs when there is NO
PositionScore statement.
As I have been playing with a different breakout setup, the whole idea
of what score statement is a critical and non-obvious one. One other
thing....the ramp from March of this year to almost the present makes
any number of stocks look good on various breakout criteria. The proof
of a good breakout system is to have it perform in previous years.
Ken
-----Original Message-----
From: Ed [mailto:reach1136@xxxxxxxxx]
Sent: Wednesday, November 26, 2003 8:13 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Dave Landry 2/20 Breakout
Hello to all.
I'm trying to code this Swing Trade system by Dave Landry...any
comments on my code (at the bottom)will be appreciated.
Thanks, EdM
Buy alert: If today's low and yesterday's low is greater than the 20-
day EMA. This signal remains valid until the low touches or falls
below the 20-day EMA.
Long exit: Place a stop equal to the 20-day EMA. Continue to update
this stop daily to form a trailing stop.
Sell alert: If today's high and yesterday's high is less than the 20-
day EMA. This signal remains valid until the high touches or rises
above the 20-day EMA.
Short exit: Place a stop equal to the 20-day EMA. Continue to update
this stop daily to form a trailing stop.
This is my code so far:
Buy = Ref( Low, -1 ) > Ref( EMA( Close, 20 ), -1 )
AND Low > EMA( Close, 20 );
Sell = Ref( High, -1 ) < Ref( EMA( Close, 20 ), -1 )
AND High < EMA( Close, 20 );
Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
Filter=Buy OR Sell;
AddTextColumn( FullName(), "Full name", 77 , colorDefault, IIf( Close
< 10, colorLightBlue, colorDefault ) );
AddColumn (Buy,"Buy");
AddColumn (Sell, "Sell");
AddColumn( Close, "Close " );
AddColumn( Open, "Open " );
AddColumn( High, "High " );
AddColumn( Low, "Low " );
AddColumn( Volume, "Volume " );
Comments/ Criticism?
Thanks again.
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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