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Cordell,
Try this for starters (the results seem to match the
article--73% winners). Annual return since 1993 is
17%, max drawdown is 28%. Nothing stellar, but I'm
sure there's room for dramatic improvement. It does
have 92% winners during the bull run this year, so I
think adding a simple trend filter would help
(although buy and hold would have outperformed this
year).
Walid
// Buying pullbacks
// Buy on a new 10-day low, and exit when prices cross
above
// the 10-day MA
// assumes a moc order if it looks like close will be
// a new 10-day low
// Try on ^NDX, ^SPX, or QQQ
// Set settings for long only
Buy=C<Ref(LLV(C,10),-1);
BuyPrice=C;
Sell=C>MA(C,10);
SellPrice=C;
SetTradeDelays(0,0,0,0);
--- ct1942 <ct1942@xxxxxxxxx> wrote:
> Hello,
>
> Larry Conners of Trading Markets.com recently wrote
> a couple of
> intresting articles on buying pullbacks:
>
> http://biz.yahoo.com/tm/031208/11017_4.html
> http://biz.yahoo.com/tm/031216/11054_3.html
>
> I was wondering if anybody has coded this in AFL.
> And, if so, would
> you mind sharing it?
>
> Thanks,
>
> Cordell
>
>
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