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Re: [amibroker] Re: Sharpe Ratio??



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Jayson,

I am a bit confused. HLv is used below, but never defined. HLd instead of HLv?

Terry
--

Mark,
I have seen several variations of GHL, here is one monitoring the spread...
 
Regards,

Jayson 

spds=Param("Periods",10,1,50,1);
HLd=IIf(Close>Ref(MA(H,spds),-1),1,IIf(Close<Ref(MA(L,spds),-1),-1,0));
sHLv=ValueWhen(HLd !=0,1);
sHiLo=IIf(HLv=-1,MA(H,spds),MA(L,spds));
lpds=20;//Optimize("pds",7,3,50,2);
lHLd=IIf(Close>Ref(MA(H,lpds),-1),1,IIf(Close<Ref(MA(L,lpds),-1),-1,0));
lHLv=ValueWhen(HLd !=0,1);
lHiLo=IIf(HLv=-1,MA(H,lpds),MA(L,lpds));
Hilospread=shilo-Lhilo;
Plot(Hilospread,"Hilo Spread",IIf(Hilospread>Ref(Hilospread,-1),5,4),2); 



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