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see the help screens for Pyramiding (scaling in/out) and mutliple
currencies in the portfolio backtester
On 5/16/05, Andre <SGSTAndre@xxxxxxx> wrote:
> This sounds so basic, yet, I can't figure out how to do it:
>
> I want to keep buying when today's price crosses yesterday's high plus
> a "fudge factor", Alpha:
>
> BuyPrice = Ref(High,-1)+ Alpha ;
> Buy = Cross(High, BuyPrice) ;
>
> This works on the FIRST day after a downtrend, as today's high crosses
> yesterday's high, but it does not work on the following day, as the
> uptrend continues, as at that point we stay "above" the crossing point.
> How do I create a construction that keeps buying every day of an
> uptrend at yesterday's high?
>
> Thx,
>
> Andre
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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>
> 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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