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so you
can run either the backtest or the exploration (try it) without having to modify
your code.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>d
<FONT
face=Tahoma size=2>-----Original Message-----From: emptyhead_77
[mailto:gms_clan@xxxxxxxxxxx] Sent: Wednesday, December 10, 2003
6:06 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Re: Need helpi 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" <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.>
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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