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Hi,
The 2 formulas say different things. Cross function only marks actual
crosses - i.e., a bar where H is above Buystop and on the previous bar it
was below. Your second method will mark all bars where H is above Buystop,
whether a cross just occurred or not.
Steve
----- Original Message -----
From: "cagigas00" <cagigas00@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, March 21, 2006 9:37 AM
Subject: [amibroker] non-real simulation?
> If you test a system which buys on stop:
>
> Buystop=ref(H,-1);
> buy = [buyrules] and cross(H,Buystop);
>
> and gives you nice results try changing to:
>
> Buystop=ref(H,-1);
> buy = [buyrules] and H > Buystop;
>
> and you obtain more trades and worse results. I don't understand
> this since once the day is gone I know the cross only happened if we
> had a high above the buystop. In real life the 2 situations are
> identical, the high exceeded the buystop.
>
> from the help:
>
> CROSS(ARRAY1,ARRAY2) Gives a "+1" or true on the day that ARRAY1
> crosses above ARRAY2. Otherwise the result is "0".
>
> What am I missing here, why do we have different results in
> simulation?
>
> do we have a "false" in the CROSS if at the end of the day the close
> is below Buystop???
>
>
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>
> 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
>
>
>
>
>
>
>
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