PureBytes Links
Trading Reference Links
|
It looks like my chart image didn't work so I am putting a link to
the image here.
<a
href=http://www.ethingamajigs.com/Chart.jpg>www.ethingamajigs.com/Char
t.jpg</a>
I don't know if this will work. If it doesn't, just go to
www.ethingamajigs.com/Chart.jpg
--- In amibroker@xxxxxxxxxxxxxxx, "professor77747" <professor@xxx>
wrote:
>
> When I backtest my formula, all the buys and sells are shown
> correctly except one. I cannot figure out what is wrong. Here is
the
> buy and sell code:
> //Buy Signals
>
> Condition1 = C > Dropline AND Ref(C,-1) < Ref(Dropline,-1);
> Cond1=StochK() - Ref(StochK(),-1) >1;
> Cond2=MACD() > Ref(MACD(),-1);
> Cond6=StochD()<25;
> Cond7=BarsSince(Cond6) <=7;
>
>
> //Sell Signals
>
> Condition10 = C < Increase AND Ref(C,-1) > Ref(Increase,-1);
> Cond11=StochK() - Ref(StochK(),-1) < 1;
> Cond12=MACD() < Ref(MACD(),-1);
> Cond16=StochD()>75;
> Cond17=BarsSince(Cond16) <=7;
>
> //Buy and Sell orders
>
> Buy = BarsSince(Condition1) <=5 AND Cond1 AND Cond7;
> Sell = BarsSince(Condition10) <=5 AND cond11 AND Cond17;
>
> //Short and Cover conditions
>
> Short = Sell;
> Cover=buy;
>
> Graham wrote the code for the Condition1 and Condition10. It plots
an
> arrow on the graph so I know that it works. I have checked the
> stochastic and macd for the buy in question and these are the
> figures:
>
> 3/10 Stok = 20.06
> 3/13 Stok = 26.42
> 3/14 Stok = 34.98
>
> 3/13 Macd = -1.74
> 3/14 Macd = -1.54
> 3/14 Green up arrow
>
> The formula should have covered my short and placed a buy.
>
> It held my short and did not place a buy.
>
> Everything else is perfect except that one day. I have backtested
> from 9/2/05 and have 12 trades.
>
> Thanks,
> Tom
>
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.15.16/582 - Release Date: 12/11/2006 4:32 PM
|