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Better than giving you the solution, here is how to find
this and many other answers in the future:
Type "ApplyStop" in your code and then hit the "F1" button
- that will give you Amibroker's help info for ApplyStop.
The examples will guide you.
All the best.
b
--- thorstef2003 <thorstef2003@xxxxxxxxx> wrote:
> 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?
> > >
> > >
> > >
> > >
> >
> >
> >
> >
> > __________________________________
> > Yahoo! FareChase: Search multiple travel sites in one
> click.
> > http://farechase.yahoo.com
> >
>
>
>
>
>
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