|
PureBytes Links
Trading Reference Links
|
The following is not tested but it shows one way to do what
you want.
cross10x20 = Cross (EMA(Close, 10 ),EMA(Close, 20));
cross20x50 = Cross (EMA(Close, 20 ),EMA(Close, 50));
last5daycross20x50 = sum(cross20x50,5) > 0 ;
BUY = cross10x20 AND last5daycross20x50 ;
That should do it (if I have understood what you want).
The "Sum" function is used to determine if there was 1 (or
more) 20x50 crosses in the last 5 days.
By 5 days I assume you mean the same day as the 10x20 cross
plus 4 more days. If you want 5 days not counting the 10x20
cross day, then use 6 as the look back period for the sum
function. However, if you do NOT want to enter if the 10x20
and 20x50 cross on the same day use this:
BUY = cross10x20 AND cross20x50 AND ! cross20x50;
b
--- thorstef2003 <thorstef2003@xxxxxxxxx> wrote:
> I want to backtest a double EMA crossover.
>
> Buy=Cross (EMA(Close, 10 ),EMA(Close, 20)) AND
> Cross (EMA(Close, 20 ),EMA(Close, 50));
>
> except that I would like to check if the 2nd crossover
> has occurred
> anytime during the previous 5 days. It is non
> simultaneous.
> 1 How do I check for 20-50 crossABOVE on any day upto 5
> days ago?
> 2 How to sell automatically after 10 days are over?
> Found a danningham.afl that uses vbscript. I'm pretty OK
> with VB so can
> anyone point me to a tutorial on using VB from AFL?
>
>
>
>
__________________________________
Yahoo! FareChase: Search multiple travel sites in one click.
http://farechase.yahoo.com
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|