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thank you dimitris, i will work with this
bt
g
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx> wrote:
> When you say "after" do you mean the next bar ?
> If positive, then the
> Cum(IIF(Ref(cross...,-1),up,0)
> would give you the cumulative up for the whole history of your
stock.
> The above Cum divided by the Cum(1) would produce statistics
> The respective Sum(...,100) would give the sum of ups for the last
> 100 bars.
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "gordinshumway"
> <gordinshumway@xxxx> wrote:
> > 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
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