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Thanks b159b, your post was spot on. Now can you tell me how to do an
automatic sell after 10 days are over?
Can't do the backtest without it.
--- In amibroker@xxxxxxxxxxxxxxx, b <b519b@xxxx> wrote:
>
> 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@xxxx> 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?
> >
> >
> >
> >
>
>
>
>
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