[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Sequential higher highs



PureBytes Links

Trading Reference Links

Here is one way. I am sure you will see ways to modify it.

p1 = optimize("period1",1,1,5,1);// 1 day to 1 week
p2 = p1*2 ; // builds on p1 
p3 = p2*2 ; // builds on p2

Buy = 
C > Ref(C, -p1) AND 
Ref(C, -p1) > Ref(C, -p2) AND
Ref(C, -p2) > Ref(C, -p3);

// When p1=1, p2=2 and p3=4
// When p1=2, p2=4 and p3=8
// etc.
// When p1=5, p2=10 and p3=20 

--- Keith Osborne <kosborn3@xxxxxxxxxxxxxx> wrote:

> Hi, the following gives me a buy condition if there are 3
> successive 
> higher highs.
> 
> Buy = C > Ref(C, -1)  AND Ref(C, -1) > Ref(C, -2) AND
> Ref(C, -2) > 
> Ref(C, -3); /* 3 increased closes in a row */
> 
> What I would like to do is optimize or param this so that
> I can backtest 
> over a shorter/longer lookback, say 2 to 6 periods. How
> can I do this 
> other than by a long string of Ref(c, -X) type
> conditions. Do I have to 
> enter the world of loops (something I can't do).
> 
> TIA.........Keith
> 
> 


__________________________________________________
Do You Yahoo!?
Tired of spam?  Yahoo! Mail has the best spam protection around 
http://mail.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/