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Hi darrinm81,
One way is to separate each of your Buy conditions; eg:
a) you need a lookback period in which the new High is to be detected;
so, you could do something like:
lookback=50;
buy_condition1 = H > HHV(H,lookback);
b) you need to specify the amount of retracement for your Retracement
Day; something like:
retrace_amount = .5;
buy_condition2 = L < retrace_amount * Ref(L,-1);
And then after specifying all your Buy conditions:
Buy = buy_condition1 AND buy_condition2 AND etc;
-john
----- Original Message -----
From: "darrinm81" <fmarx@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, August 04, 2004 6:46 PM
Subject: [amibroker] IF criteria met, then buy x% above if price rises
I am trying to run a back test that measures the success rate of a
swing trading system.
Basically, if several conditions are met, a buy order is place above
a reaction day (pull back).
IF Price creates new high
AND Price has retraced (Retracement Day)
THEN Only Buy IF
Price rises x% above Retracement Day close
Is this just a simple If then statement? I am still working how to
implement this.
Any help will be greatly appreciated!
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