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Ernie,
Would you mind sharing your formula...for further Analysis...
You could send it here or to me privately at: ajf1111@xxxxxxxx
Anthony
----- Original Message -----
From: "ewn87544" <ewn87544@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, December 31, 2003 7:19 PM
Subject: [amibroker] Re: Profit Test not Working Correctly
> Yes that is what I want.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
> wrote:
> > Ernie,
> >
> > You have in your CondA...that you want the ATR(14) to be less than
> ATR(100)
> > for a buy condition....Is that what you want.
> >
> > Your condA statement:
> >
> > CondA = ATR(14) < ATR(100);// ATR(14) less than ATR(100)
> >
> > Anthony
> >
> > ----- Original Message -----
> > From: "ewn87544" <ewn87544@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Wednesday, December 31, 2003 7:11 PM
> > Subject: [amibroker] Re: Profit Test not Working Correctly
> >
> >
> > > Anthony
> > > I want both CondA and CondB to be true but according to my chart
> > > plot of the ATR(14) and ATR(100) the program will buy regardless
> of
> > > the ART(14) being < the ATR(100) at least that is what my plot
> shows
> > > using the following to check the system
> > > Plot(ATR(14),"ATR(14)",colorYellow);
> > > Plot(ATR(100),"ATR(100)",colorOrange);
> > > So there is something wrong and it must be simple.
> > > Thanks
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso"
> <ajf1111@xxxx>
> > > wrote:
> > > > Ernie,
> > > >
> > > > Not sure if I understand what you are asking...but...for you
> BUY to
> > > take
> > > > place both condA and condB must be true...
> > > >
> > > > If you want to BUY when either of the two is true, then maybe
> you
> > > should use
> > > > OR
> > > >
> > > > Buy=CondA OR CondB;
> > > >
> > > > Anthony
> > > >
> > > >
> > > > ----- Original Message -----
> > > > From: "ewn87544" <ewn87544@xxxx>
> > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > Sent: Wednesday, December 31, 2003 5:43 PM
> > > > Subject: [amibroker] Profit Test not Working Correctly
> > > >
> > > >
> > > > > Why doesn't the following buy only when CondA it doesn't BUY
> > > > > only when the ATR(14) is less than ATR(100) the line appears
> > > > > worthless.
> > > > >
> > > > > // VOLITILITY_BO_Pt
> > > > >
> > > > > CondA = ATR(14) < ATR(100);
> > > > > CondB = C > Ref(C,-1) + (ATR(14)*.8);
> > > > > CondC = C < Ref(C,-1) - (ATR(14)*.8);
> > > > >
> > > > > Buy = CondA AND CondB;
> > > > > Buy = ExRemSpan( Buy,8);
> > > > > Sell = Ref(Buy,-8);
> > > > >
> > > > > Short = CondC;
> > > > > Short = ExRemSpan(Short,5);
> > > > > Cover = Ref(Short,-5);
> > > > > Equity(1);
> > > > >
> > > > > THANKS
> > > > > Ernie
> > > > >
> > > > >
> > > > > Send BUG REPORTS to bugs@xxxx
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-----------------------------------------
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