|
PureBytes Links
Trading Reference Links
|
up = close-ref(close,-1) // positive
down = close-ref(close,-1) // negative
sorry for the confusion. thanks for your suggestion but i have not
seen any method of what i am trying to accomplish. any other
suggestions are welcome
br
g
--- In amibroker@xxxxxxxxxxxxxxx, "Janos, Michael"
<michael.janos@xxxx> wrote:
> 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@x...]
> 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
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
------------------------ Yahoo! Groups Sponsor --------------------~-->
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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:
http://docs.yahoo.com/info/terms/
|