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<SPAN
class=520543918-15122003>Damien,
<SPAN
class=520543918-15122003> Here is a ridiculous example but it should help
you get the idea.
<SPAN
class=520543918-15122003>
<SPAN
class=520543918-15122003>buy=c>10;
<SPAN
class=520543918-15122003>
sell=
rsi(14)<80;
<SPAN
class=520543918-15122003>
Here
you buy if price greater than 10. Your sell triggers when the RSI
drops b-low 80 yet if price is still greater than 10 you would initiate a buy on
the next bar.
<SPAN
class=520543918-15122003>
Now
consider the same rules using cross...
<SPAN
class=520543918-15122003>
<SPAN
class=520543918-15122003>buy=cross(c,10);
<SPAN
class=520543918-15122003>sell=cross(80,rsi(14);
<SPAN
class=520543918-15122003>
now
you buy when c crosses the 10 level from below. Y<FONT
face=Arial color=#0000ff size=2>our sell is
initialized when rsi drops below 80 from above. You will not enter a new
position until price first drops b-low 10 then moves back up. 2 very different
animals......
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: barkand
[mailto:damienb4l@xxxxxxx]Sent: Monday, December 15, 2003 1:32
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Cross
vs. >Can someone help me understand
why Buy = Cross (Close, Threshold)gives substantially
different backtesting results than Buy = Close >
Threshold(with Buy on Open)?I had been using > in Buy and
Sell statements, but then noticed in the AFL Library that usually Cross was
used. So I tried it, expecting that the results would be the same, but they
were substantially different. What accounts for this?
Thanks,DamienSend
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