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Re: [amibroker] Connors' Anti Breakout Article (WAS: Need help)



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Hi Yuki,

Thank you very much for your very prompt reply and your reminder to use a
meaningful subject line. Will remember this next time I post. (After 2 hours
of struggle to code with such a simple strategy and no success, my mind was
just full of "Need Help") ;).

I have tried to work on it after I sent the email and I can use AA windows
now by having only 1 contract using Positionsize = buyprice.

Very interesting, from the result (not yet verified all the signals), I see
there are profits made in Question 1 and Question 3. Question 3 has much
larger profit though.

Many thanks
KK


----- Original Message -----
From: "Yuki Taga" <yukitaga@xxxxxxxxxxxxx>
To: "kk2628" <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, December 10, 2003 6:47 PM
Subject: [amibroker] Connors' Anti Breakout Article (WAS: Need help)


> Hi kk2628,
>
> Wednesday, December 10, 2003, 7:07:58 PM, you wrote:
>
> k> However, I have been struggle with the AFL code to  find out the
> k> total points as described in the article (I do not expect the same
> k> figure but should be close enough). There are two ways I can do it
> k> (I assume), one is the easier way using AA backtester but I faced
> k> the challenge to fix the number of contract to 1. The number of
> k> contract get increase and decrease along the way and I have played
> k> with the Positionsize but no success.
>
> Try this:
>
> 1) Set up a variable: NumberOfContractsToBuy.  Set it up like this:
> NumberOfContractsToBuy = IIf(Name() == "Put your contract symbol here
> between the quotes", 1, 5); file://This says if the symbol matches what
> you put between the quotes, buy 1, otherwise buy 5.
>
> 2) Now you command PositionSize to = NumberOfContractsToBuy.
>
> The only trick here is that PositionSize has to be set *after* you
> set Buyprice (lower in the code than the Buyprice statement).
>
> For your low and high, I would not use cross.  Perhaps someone can
> make it work that way, but I would say this:
>
> NewLow = L < LLV(L,10);
>
> See how you get with this much.
>
> Yuki
>
> P.S. Notice how I have changed the subject line.  TJ maintains a
> database for this list, and it is searchable.  A subject line that
> actually describes what we are talking about is much more helpful for
> searching purposes than "Need help" which would apply to almost every
> message ever posted here, and gives us no real information about
> anything being discussed.
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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>
>
>


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