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Hello,
Buy1= C> HHV(ref(c,-1),10);
Buy2=C>ref(c,-1)*1.03;
Buy=Buy1 and Buy2;
sell=ref(exremspan(Buy,5),-5);
>
> still learning the ropes of AB. Here are 2 simple BUY conditions I
> would like to test on a portfolio:
> BUY, if
>
> 1. Close is the highest in 10 days and
> 2. Close is 3% higher than yesterday's Close
>
> Exit at the Close after 5 days.
>
> This is what I tried:
> ------------------------------------
> Close10 = HHV ( Close,10); //defining a variable here
>
> Cond1 = C > (1.03 * Ref(Close,-1)); // this is the first condition
> Cond2 = C > Close10; // this is the 2nd condition
>
> Buy = (Cond1 AND Cond2);
>
> -----------------------------------------
> For EXIT (or SELL) I have defined an EXIT after 5 days under
> SETTINGS, STOPS and put down 5 BARS.
> Obviously there is something wrong. I get an error message:
> "Define BUY / SELL".
>
> Thanks for helping a greenhorn.
>
> Werner
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