Re: [amibroker] DMI Cross then wait for ADXR > 25

["Edward Pottasch" <empottasch@xxxxxxxxx>]

hi James,

well yeah  I'm not sure how to interpret the "second signal" because it does not say explicitly whether ADXR should cross 25. In that case it could be coded like:

// buy entry rules 
period = 8; 
ADXR = ( ADX( period ) + Ref( ADX( period ), -1 * period ) )/2; 

Signal1 = Cross(PDI( period),MDI( period )); 
Signal2 = Cross(ADXR,25); 

Buy = Signal2 AND BarsSince(Signal1) <= 10;   
BuyPrice = Close; 

// chart 
SetChartOptions(0, chartShowDates); 
Plot(C,"C",colorWhite,64); 
PlotShapes(IIf(Buy,shapeUpArrow,0),colorWhite, layer = 0, yposition = BuyPrice, offset = 0 ); 




  ----- Original Message ----- 
  From: James 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Tuesday, January 30, 2007 1:07 PM
  Subject: Re: [amibroker] DMI Cross then wait for ADXR > 25



  Are you sure about this? This appears to me that you would buy when the ADX crosses provided the ADXR has been > 25 for less than 10 days. Which means the ADX could be 26 THEN the ADx could cross it's signal line creating the buy. Seems like what Alex is looking for is more like:

  Buy = Cross(ADX,25) AND PDI( period) > MDI( period ) AND BarsSince(PDI( period) > MDI( period ))<=10. 

  Am I mistaken?


  ----- Original Message ----
  From: Edward Pottasch <empottasch@xxxxxxxxx>
  To: amibroker@xxxxxxxxxxxxxxx
  Sent: Tuesday, January 30, 2007 4:44:25 AM
  Subject: Re: [amibroker] DMI Cross then wait for ADXR > 25



  can be done as follows:


  // buy entry rules 
  period = 8; 
  ADXR = ( ADX( period ) + Ref( ADX( period ), -1 * period ) )/2; 
  //ADXR = ADX( period); 

  Buy = Cross(PDI( period),MDI( period )) AND BarsSince(ADXR > 25) <= 10;   
  BuyPrice = Close; 

  // chart 
  SetChartOptions(0, chartShowDates); 
  Plot(C,"C",colorWhite,64); 
  PlotShapes(IIf(Buy,shapeUpArrow,0),colorWhite, layer = 0, yposition = BuyPrice, offset = 0 ); 






    ----- Original Message ----- 
    From: dralexchambers 
    To: amibroker@xxxxxxxxx ps.com 
    Sent: Tuesday, January 30, 2007 11:15 AM
    Subject: [amibroker] DMI Cross then wait for ADXR > 25


    Hi,

    The system I am backtesting has the following buy rules:

    +DI Cross over -DI (8)

    this is signal day 1

    the second signal must come after the first:

    ADXR > 25

    The buy price is the close of this second signal.

    The point to note is that the second signal may come 1 or a maximum 
    of 10 days after the first signal. After 10 days, the entry is 
    invalid.

    How would I code this in AFL?

    Thanks - alex







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