|
PureBytes Links
Trading Reference Links
|
The trade sounds like finishes on an applystop which is weird. Other
than that you would never sell with
Sell=Cross(Ref(ATR(21),-1),C);
As it is asking for the atr(21) which would currently be in the cents to
be greater than close ( which is currently around $9)
Do you mean
Sell=Cross(Ref(H-ATR(21),-1),C);?
-----Original Message-----
From: bruiserbbq [mailto:bruiserbbq@xxxxxxxxxxxx]
Sent: Thursday, 1 July 2004 10:29 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] What's wrong with this backtest?
Hi gang, I'm still having trouble with my backtest. It's only giving
me one day open and the next day close even though the backtest is
over 1000 days.
Ticker Trade Date Price Ex. date Ex. Price
CTX Long (n-bar) 10/01/2001 2.15 10/01/2001 2.15
Here's the code I'm using:
cond1 = ADX(14) > 20;
cond2 = High > Ref(HHV(H,30),-1);
cond3 = Volume > 200000;
cond4 = Close > 0.15;
Filter = cond1 AND cond2 AND Cond3 AND Cond4;
Buy = cond1 AND cond2 AND Cond3 AND Cond4;
Sell=Cross(Ref(ATR(21),-1),C);
PlotShapes( shapeUpArrow * Buy, colorGreen );
PlotShapes( shapeDownArrow * Sell, colorRed );
AddColumn(Buy,"Buy");
AddColumn(Sell,"Sell");
AddColumn(Open,"Open",1.3);
AddColumn(Close,"Close",1.3);
AddColumn( ADX(14), "ADX", 1.2 );
AddColumn(Volume,"Volume",1.0);
Thanks in advance
Dumb O'l Bruiser
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 --------------------~-->
Yahoo! Domains - Claim yours for only $14.70
http://us.click.yahoo.com/Z1wmxD/DREIAA/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/
|