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i dont understand why you have a filter in with a buy and sell
command but then i dont understand alot - seems like your mixing a
back test with an exploration - but go ahead and tell me how empty
my head is
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Almond" <steve2@xxxx> wrote:
> So,
>
> Did anyone make a winning system from this?
>
> Steve
> ----- Original Message -----
> From: kk2628
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Wednesday, December 10, 2003 10:07 AM
> Subject: [amibroker] Need help
>
>
> Hi,
>
> I just try to test out an article by Larry Connors "Do You Buy
Breakouts? Think Again" 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.
> newhigh=Cross(H,Ref(HHV(H,10),-1));
>
> newlow=Cross(Ref(LLV(L,10),-1),L);
>
> MAavg=MA(C,10);
>
> PlotOHLC(O,H,L,C,"close",colorWhite,styleCandle);
>
> Plot(MAavg,"ma",colorYellow,styleLine);
>
> nbuy=newlow;
>
> nSell=Cross(C,MAavg);
>
> Buy=ExRem(nBuy,nSell);
>
> Sell=ExRem(nSell,nBuy);
>
> Count=SellPrice-BuyPrice;
>
> PlotShapes(Buy*shapeDownArrow,colorGreen);
>
> PlotShapes(Sell*shapeUpArrow,colorRed);
>
> Plot(Count,"count",colorBlue,styleLine);
>
> Filter=1;
>
> AddColumn(BuyPrice,"bp",1.3);
>
> AddColumn(SellPrice,"sp",1.3);
>
> AddColumn(Count,"c",1.3);
>
> KK
>
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