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If you
are considering single stock trading systems you can solve situations like
this by cascade two trading systems in one single formula.
The first one would give you your reference equity which you use to control
the signals of the second system which gives you the final trading signals.
Remember that only the last signal assignments are used by the
backtester.
best regards,
herman.
Hello,
Yes the
conceptual mistake in your formula is that
buy signal may occur only when
equity is its above 30 day avarage.
But equity will be FLAT line unless
there are any buys, so
it will never cross above 30 day average so no buy
will happen.
Typical chicken and egg problem.
Best
regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Zeno" <lars.oppermann@xxxxxxxx>
To:
<amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, January 10, 2005 2:05
PM
Subject: [amibroker] Equity() in Buy/Sell conditions
>
>
>
> Hi,
>
> I'm just starting to check out
Amibroker, and I wanted to implement a
> system, which would only enter
a position, when the Equity curve was
> above it's 30-day MA.
> If
I use something like
> eq = Equity();
> Buy = (my_rule) AND eq
> MA(eq, 30);
> Sell = ...;
>
> it doesn't work, because
it seems like Equity() would only be
> evaluated correctly, if I use it
after the definition of Buy/Sell,
> Using Ref(Equity(),-1) also does not
help.
>
> I guess I am making some conceptual mistake here - any
suggestions?
>
> Cheers,
> ~Lars
>
>
>
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
>
Check AmiBroker web page
at:
http://www.amibroker.com/
Check
group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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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