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Hi,
I just try to test out an article by Larry Connors
"Do You Buy Breakouts? Think Again" <A
href="">http://biz.yahoo.com/tm/031208/11017_4.html.
However, I have been struggle with the AFL code to
find out the total points as described in the article (I do not expect the same
figure but should be close enough). There are two ways I can do it (I assume),
one is the easier way using AA backtester but I faced the challenge to fix the
number of contract to 1. The number of contract get increase and decrease along
the way and I have played with the Positionsize but no success. Another way is
to accummulate the different between the sellprice and buyprice and use Explorer
to find out the net total points. But I failed to code in both ways.
Following is the AFL I have tried but failed.
Greatly appreciate your help here to point out my error.<FONT color=#000000
size=1>
newhigh=Cross<FONT color=#000000
size=1>(H,Ref<FONT color=#000000
size=1>(HHV<FONT color=#000000
size=1>(H,10<FONT color=#000000
size=1>),-1<FONT color=#000000
size=1>));
newlow=Cross<FONT color=#000000
size=1>(Ref<FONT color=#000000
size=1>(LLV<FONT color=#000000
size=1>(L,10<FONT color=#000000
size=1>),-1<FONT color=#000000
size=1>),L);
MAavg=MA<FONT color=#000000
size=1>(C,10<FONT color=#000000
size=1>);
PlotOHLC<FONT color=#000000
size=1>(O,H,L,C,<FONT color=#ff00ff
size=1>"close"<FONT color=#000000
size=1>,colorWhite,styleCandle);<FONT color=#0000ff
size=1>
Plot(MAavg,<FONT color=#ff00ff
size=1>"ma"<FONT color=#000000
size=1>,colorYellow,styleLine);<FONT color=#000000
face="Courier New" size=1>
nbuy=newlow;
nSell=Cross<FONT color=#000000
size=1>(C,MAavg);
Buy=ExRem<FONT color=#000000
size=1>(nBuy,nSell);
Sell=ExRem<FONT color=#000000
size=1>(nSell,nBuy);
Count=<FONT color=#000000 face="Courier New"
size=1>SellPrice-BuyPrice<FONT color=#000000
size=1>;
PlotShapes<FONT color=#000000
size=1>(Buy*shapeDownArrow,colorGreen);<FONT
color=#0000ff size=1>
PlotShapes<FONT color=#000000
size=1>(Sell*shapeUpArrow,colorRed);<FONT
color=#0000ff size=1>
Plot(Count,<FONT color=#ff00ff
size=1>"count"<FONT color=#000000
size=1>,colorBlue,styleLine);
Filter=1<FONT color=#000000
size=1>;
AddColumn(BuyPrice,<FONT
color=#ff00ff size=1>"bp",<FONT
color=#ff00ff size=1>1.3);<FONT
color=#0000ff size=1>
AddColumn(SellPrice,<FONT
color=#ff00ff size=1>"sp",<FONT
color=#ff00ff size=1>1.3);<FONT
color=#0000ff size=1>
AddColumn(Count,<FONT color=#ff00ff
size=1>"c",<FONT color=#ff00ff
size=1>1.3);
KK
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