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RE: [amibroker] array question



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Your ref command, similar to metastock should be minus not plus.  That is
looking into the future.
 
Cheers, Dave
 

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of paulradge
Sent: Sunday, 7 January 2007 10:34 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] array question



i've been trying to turn a swing exploration into a backtest and need a 
little advise as i'm learning my way.

buy=filter and ref(high,1) > ref(high,0);

within "settings/trades/long" i have buy today's high,,,,,in my mind with a 
cfd order i can buy today's high tomorrow if the high gets broken with a 
"park" order or atleast 1 tic above quite often.

and again within "settings/trades/long" i have sell today's close 
selected,,cause once again in my mind i can often sell today's close 
tomorrow,,,,

sell=high>hhv(ref(high,3),3);

i thought that command would sell at greater than the high of 3 days past 
but it is not selling at that high,,,,can some one please tell me how the 
software is reading my sell command,,,,

i'm not quite at a 50/50 strike rate but it is making money,,i just need to 
know what i've done with the sell command please,,

cheers
Paul



 


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