|
PureBytes Links
Trading Reference Links
|
Buy when price drops? Too risky for me, I like to trade with
the trend if possible.
Good luck with the system Ed.
Cheers,
Graham
http://e-wire.net.au/~eb_kavan/
<span
>-----Original Message-----
From: ed [mailto:ed2000nl@xxxxxxx]
Sent: Tuesday, May 18, 2004 7:26
PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] reaction
trend system
<font size=2
face="Times New Roman">
<span
>yes I guess for the backtester it is
impossible to find that out. But I could program it using EOD data only
<font size=2
face="Times New Roman">
<span
>see attached chart and look at the
day in May just before the vertical white line. You see 3 signals:
<span
>1) white up arrow
<span
>2) yellow down triangle
<span
>3) yellow down arrow
<font size=2
face="Times New Roman">
<span
>After the opening that day the
price drops in the buy zone/area and the opening trade is a long position
(white arrow). Then the price drops further and it passes the
"breakout" zone and we need to go short. So first the long position
is closed (yellow down arrow) and then we take a "breakout" short
position (yellow down triangle).
<font size=2
face="Times New Roman">
<span
>So I end up with a short position on
the end of the day. I know what the sequence of trades is within that day but
I'll have to program the Equity curve myself. I can't use the backtester for
that,
<font size=2
face="Times New Roman">
<span
>rgds, Ed
<span
>
<span
>Yes you could estimate which
sequence the signals came in, but which one do you trade tomorrow?
<font size=2
face="Times New Roman">
<font size=2
face="Times New Roman">
Send BUG REPORTS to
bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx
(Web page: <a
href="">http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: <a
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|