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Ken, thanks for the comments.....a question for you and/or anyone
else...does the code match the intent of Mr. Landry's system? That
is, does this code mirror his 2/20 Breakout system? Or, due to my
lack of skills, have I missed the boat? Can someone suggest a better
approach, better code??
Again, thanks in advance..
Ed
--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> 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@x...]
> 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.
>
>
>
>
>
>
>
>
>
>
>
>
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