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--- In amibroker@xxxxxxxxxxxxxxx, "bruiserbbq" <bruiserbbq@xxxx>
wrote:
> 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.
>
> try this
Liquidity=MA(V*C,21);
Sig1=Cross(H,Ref(HHV(H,10),-1));
Sig2=H > EMA(C,40);
Sig3=HHVBars(H,70)==0;
Sig4=Liquidity > 500000 AND C < 10.00 AND C > O;
Buy=Sig1 AND Sig2 AND Sig3 AND Sig4;
Sell=Cross(Ref(EMA(L,180),-1),C);
> 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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