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corrected:
Thank you Steve for your answer. Thanks to you I have found the
problem. It is my understanding of the cross function.
I thought cross(H,Buystop) was equivalent to H > Buystop AND ref(H,-
1) < Buystop
But actually it is equivalent to:
H > Buystop AND ref(H,-1) < ref(Buystop,-1)
Buystop is dynamic and is changing everyday. If there is a long bar
before my buy rules are true Amibroker will not generate a buy since
ref(H,-1) is higher than ref(Buystop,-1). For the cross to be true
we need that buystop does not change much (upside) from day to day.
Thomas
please confirm.
Oscar
--- In amibroker@xxxxxxxxxxxxxxx, "cagigas00" <cagigas00@xxx> wrote:
>
> Thank you Steve for your answer. Thanks to you I have found the
> problem. It is my understanding of the cross function.
>
> I thought cross(H,Buystop) was equivalent to H > Buystop AND ref
(H,-
> 1) > Buystop
>
> But actually it is equivalent to:
>
> H > Buystop AND ref(H,-1) > ref(Buystop,-1)
>
> Buystop is dynamic and is changing everyday. If there is a long
bar
> before my buy rules are true Amibroker will not generate a bar
since
> ref(H,-1) is higher than ref(Buystop,-1). For the cross to be true
> we need that buystop does not change much from day to day. Thomas
> please confirm.
>
> Oscar
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@> wrote:
> >
> > 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@>
> > 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???
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > 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
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> >
>
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
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