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Hi Terry,
I'm aware of Boolean logic, have programmed in VB. I'm getiing the
hang of AFL just did'nt know the keywords and mainly syntax problems.
Regards,
Stef
--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
>
> 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@xxxx> 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?
>
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