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Hi gang, I would like to backtest a trend trading/breakout
system....but the code I have is in Metastock. I would prefer to
backtest the system in AB (of course) as I'm led to believe that the
Metastock tester leaves a lot to be desired. So with that
said...here's the Metastock code and the system explanation.
ENTRY Exploration:
Cross(H,Ref(HHV(H,10),-1)) AND H > Mov(C,40,E) AND HHVBars(H,70)=0
AND Fml("Liquidity") > 500000 AND C < 10.00 AND C > O
IN INDICATOR BUILDER
name it Liquidity
Mov(V * C,21,S)
EXIT
Cross(Ref(Mov(L,180,E),-1),C)
In English.
(1) Cross(H,Ref(HHV(H,10),-1)) When todays high crosses the last
Highest High over the last 10 periods AND
(2) H > Mov(C,40,E)The high is greater than the 40 day exponential
Moving Average AND
(3) HHVBars(H,70)=0 Todays high is the highest high for 70periods
AND
(4) Fml("Liquidity") > 500000 The $ value of trading in the Share
is greater than $500K AND
(5) C < 10.00 The close is less than $10 AND
(6) C > O. The close is higher than the open.
Hope someone can convert this for me, as I still can't get the grasp
of this coding lerk!
Cheers dumb ol'Bruiser
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