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Hi Dimitris,
excuse the ignorance, but I presume "Cover=Ref(Short,-d);" is saying "cover if d
amount of days since last short"? If so, is this shorthand explained in the AB help files,
or is it something a programmer conversant with AFL just "knows"?
BTW, with a little tweak it works OK on FX, on both buy & sell.
cheers
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, November 15, 2004 8:03 PM
Subject: [trading] [amibroker] Excellent ^N225 statistics
>
>
> The
>
> y=StochD();
> z=BarsSince(y<Ref(y,-1));
> Short=z==5 AND y>Optimize("y",77,70,90,1);
> d=Optimize("d",7,5,10,1);
> Cover=Ref(Short,-d);
> Plot(C,"",1,64);
> PlotShapes(shapeDownArrow*Short,colorRed);
> PlotShapes(shapeUpArrow*Cover,colorBrightGreen);
>
> gives excellent winners/losers ratio [12:2, 15:1 etc] for the last
> ^N225 years.
>
> Dimitris
>
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