RE: [amibroker] Sequential higher highs

["Herman van den Bergen" <psytek@xxxxxxxx>]

Try this:

n = Param("Pd",3,1,20,1);
//n = Optimize("Pd",3,1,20,1); // Uncomment this line for optimization
Buy     = Sum(C > Ref(C, -1),n) >= n;
Sell    = Ref(Buy,-n);
Plot(C,"",1,128);

You can copy the following code to a Utility folder in you Chart-Tree and drag it onto your system's code when you want to see the signals and prices. Or just tag it on to the above code.

herman

PricesOnInclude = ParamToggle("Plot Trade Prices","HIDE|SHOW",1);
ArrowsOnInclude = ParamToggle("Plot Trade Arrows","HIDE|SHOW",1);
ShowSignalTitle = ParamToggle("Title Trade info","HIDE|SHOW",0);

if( PricesOnInclude )
        {
        PlotShapes(IIf(Buy,     shapeSmallCircle, shapeNone),5,0,BuyPrice,0);
        PlotShapes(IIf(Sell,    shapeHollowCircle, shapeNone),4,0,SellPrice,0);
        PlotShapes(IIf(Cover, shapeHollowCircle, shapeNone),5,0,CoverPrice,0);
        PlotShapes(IIf(Short, shapeSmallCircle, shapeNone),4,0,ShortPrice,0);
        }
if( ArrowsOnInclude )
        {
        PlotShapes(IIf(Buy,     shapeUpArrow, shapeNone), 5,0,L, -20);
        PlotShapes(IIf(Sell,    shapeDownArrow, shapeNone), IIf(Sell==3, 6, IIf(Sell==2, 7,  4)),0,H, -20);
        PlotShapes(IIf(Short, shapeHollowDownArrow, shapeNone), 4,0,H, -38);
        PlotShapes(IIf(Cover, shapeHollowUpArrow, shapeNone), IIf(Cover==3, 6, IIf(Cover==2, 7, 5)),0,L, -38);
        }

if( ShowSignalTitle )
Title="\nSignals for Selected Bar: \n"+
EncodeColor(colorBlack)+
WriteIf(Buy,"  BUY"+NumToStr(Buy,1.0)+" "+" @ "+NumToStr(BuyPrice,1.2)+ "\n","")+
WriteIf(Short,"SHORT"+NumToStr(Short,1.0)+" "+" @ "+NumToStr(ShortPrice,1.2)+"\n","")+
WriteIf(Sell," SELL"+NumToStr(Sell,1.0)+" "+" @ "+NumToStr(SellPrice,1.2)+"\n","")+
WriteIf(Cover,"COVER"+NumToStr(Cover,1.0)+" "+" @ "+NumToStr(CoverPrice,1.2)+"\n","")+"\n";


-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf Of Keith Osborne
Sent: Sunday, February 19, 2006 5:00 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Sequential higher highs


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



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