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Tomasz....can you help us here? We would appreciate any assistance.
EdM
--- 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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