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g,
You certainly can but you will need to figure out what you mean by "up"
or "down". Is it Close - Open on the following day or is it based on
some trailing stop or a profit target. Read the Amibroker manual on
backtesting which will give you some ideas. The backtester will give you
some statistics. You can do further analysis by exporting the data to
Excel.
Michael
-----Original Message-----
From: gordinshumway [mailto:gordinshumway@xxxxxxxxx]
Sent: Thursday, 24 June 2004 2:00 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] statistical info
hello,
i am looking to find any statistical information on the following:
can i generate a report to find how often and how much the price of
a security went up after the stochrsi crossed the 30 threshhold and
how often and how much a security went down after the stochris
crossed the 70 threshhold?
i am looking for cumulative values of 1. if the price went up or
down and 2. how much the price went up or down.
any assistance would be appreciated. sorry if this is a beginners
question but i am .. well .. a beginner ;)
br
g
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