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Tomasz,
That makes sense. It's quite obvious once pointed out. Thank you
for your time.
Bob
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> CROSS( array1, array2 ) function gives "true" result exactly at
bar when array1 crossed above array2
> it gives "false" in all other points.
>
> Your system is using "AND" clause between Cross functions so
> it means that ALL of them MUST cross AT THE SAME BAR.
>
> This is *VERY, VERY, VERY* unlikely
> that all 3 averages (with different periods) will cross the close
price at the same bar.
>
> Short = Cross (Slow, Close) AND Cross (Fast, Close) AND Cross
(Slower, Close);
>
> So I guess you are after something like this instead:
> Short = Slow > Close AND Fast > Close AND Slower > Close;
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "bobnat.rm" <bobnat@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, December 29, 2003 6:34 PM
> Subject: [amibroker] My backtest is bypassing trades. Any idea why?
>
>
> > Hi all,
> >
> > I'm very new to AB and I'm slowly working out the backtesting
> > system. I've been running very simple tests such as the one
below
> > in order to get a grasp on things.
> >
> >
> > Fast = EMA( Close, 10 );
> > Slow = EMA( Close, 20 );
> > Slower = EMA( Close, 40 );
> >
> > Short = Cross (Slow, Close) AND Cross (Fast, Close) AND Cross
> > (Slower, Close);
> > Cover = Cross (Close, Slower);
> >
> >
> > I run this (and a similar one for buys) and when I have the
Actual
> > Trade Arrows appear on say the GBP/USD Forex chart, I see that
> > trades have been missed. It'll go short at the appropriate
close,
> > then exit at the first appropriate close. But then, it'll
bypass
> > trades that qualify for a new short entry. Even the Raw Arrows
do
> > the same thing.
> >
> > Am I missing something fundamental here, such as some sort of
reset
> > for the entry parameter?
> >
> > Any input will be greatly appreciated.
> >
> > Thanks,
> >
> > Bob
> >
> >
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
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> >
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