|
PureBytes Links
Trading Reference Links
|
Just to add some to Graham's answer, you are using Boolean logic in this
statement. Buy becomes either True (= 1) or False (= 0) based on the
truth of the statements that come after it. So your Buy is only True on
the exact day of your 10/20 EMA Cross (it will = 1 on that day) AND when
the SUM of the previous 5 days of 20/50 EMA Cross > 0, meaning that
there was at least one time when 20/50 Cross was True in the last 5
days.
By the way, ANY number except 0 = True. This includes -1, -1234, 2, 5
and so on. You can use this to your advantage. AB does this with Stops.
A regular Sell == 1, a StopLoss == 2, a ProfitStop == 3, and so on. It
can then tell you what kind of Stop by evaluating the number while at
the same time all 3 values == True.
Buy=Cross (EMA(Close, 10 ),EMA(Close, 20)) AND
Sum(Cross (EMA(Close, 20 ),EMA(Close, 50),5));
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of Graham
Sent: Monday, November 07, 2005 22:43
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Double EMA crossover, with a difference
to sell after 10 days from entry use Applystop is the easiest
you can also use
buy=exremspan(BUY,10);
sell=ref(buy,-10);
Cross gives a value of 0 or 1 if false or true. Summing the cross over
anumber of bars gives the number of times that cross was true for that
period.
An alternative to Sum(......., 5 ) would be to use
barssince( Cross( EMA(Close,20 ),EMA(Close, 50) ) ) < 5
On 11/8/05, thorstef2003 <thorstef2003@xxxxxxxxx> wrote:
> Thanks Terry! Could you explain a bit what Sum(Cross (EMA(Close,
> 20 ),EMA(Close, 50),5));does?
> Still need to know how to automatically sell after 10 days?
> Also, any tutorials on using VB from AFL?
> --- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
> >
> > Try:
> > Buy=Cross (EMA(Close, 10 ),EMA(Close, 20)) AND
> > Sum(Cross (EMA(Close, 20 ),EMA(Close, 50),5));
> > --
> > Terry
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
> On
> > Behalf Of thorstef2003
> > Sent: Monday, November 07, 2005 11:42
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Double EMA crossover, with a difference
> >
> > 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?
------------------------ 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/
|