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Re: [amibroker] different results



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Trading Reference Links

you have not used exrem to remove excess signals, so explore will
continue to pick these up


On Mon, 14 Mar 2005 21:41:21 -0000, pennellp2000
<pennellp2000@xxxxxxxxxxxx> wrote:
> 
> 
> When using the following formula the stocks I am getting are
> different when I backtest from those I get when I do an Explore. I am
> testing the ASX top 200. When I do a backtest starting 5th April 2002
> my first three entries are GNS,COA, BOQ. When I do an Explore the
> only stock I get on 5th April 2002 is SIG. It is a weekly system.
> Can someone tell me why the difference? Thanks in advance Phill.
> 
> PositionSize = 20000;
> 
> ATRperc = (ATR(50)/MA(Close,50)) * 100;
> Turnover = MA(Close,4) * MA(Volume,4);
> 
> Filter =Cross(Close, Ref( HHV( High, 3 ), -1 ))
> AND Close >= 1
> AND Close < 10
> AND Close > MA(Close,34)
> AND MA(Close,34) > Ref(MA(Close,34),-5)
> AND MACD(12,26)>0
> AND OBV() > MA(OBV(),21)
> AND HHVBars(Close,30) < 1
> AND ATRperc >= 1
> AND ATRperc <=10
> AND Turnover > 2500000;
> 
> Buy = Filter
> 
> Sell = 0;
> ApplyStop(2,2,3.6*ATR(30),0,True,True);
> ApplyStop(0,2,2*ATR(30),0,True,True);
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> 
> Yahoo! Groups Links
> 
> 
> 
> 
> 


-- 
Cheers
Graham
http://e-wire.net.au/~eb_kavan/


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