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Hi Bruiser, I posted a crude code for this on the Amibroker-ts site.
--- In amibroker@xxxxxxxxxxxxxxx, "mozpet2001" <petterlin_m02@xxxx>
wrote:
> --- 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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