RE: [amibroker] Re: Translating Strategy from Tradecision To AmiBroker

["dbw451" <dbw451@xxxxxxxxxxx>]

Hi Mohammed,

 

I don't know Tradedecision, so here's my interpretation of the strategy
which works in the AB back tester:

 

dADX = ADX(14);

dMA30 = MA(C,30);

dMA60 = MA(C,60);

 

bBuy = dADX < 30 AND Cross(dMA30,dMA60);

bSell = IIf(BarsSince(bBuy) <= 10, L<LLV(L,60), dMA30<dMA60);

 

bShort = dADX < 30 AND Cross(dMA60, dMA30);

bCover = IIf(BarsSince(bShort) <= 10, H>HHV(H,60), dMA30>dMA60);

 

Buy = bBuy;

Sell = bSell;

 

Short = bShort;

Cover = bCover;

 

Regards,

 

David

 

  _____  

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Mohammed
Sent: 02/16/2007 12:36 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Translating Strategy from Tradecision To AmiBroker

 

--- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com> ps.com,
"Mohammed" <softnews2003@xxx> wrote:
>
> 
> Hi All,
> 
> Any one can translate this strategy to Amibroker, This may help to 
study
> and compare with other strategies.
> 
> Entry Long
> return ADX(14) < 30 and CrossAbove(Mov(C, 30, S), Mov(C, 60, S));
> 
> Exit Long
> var
> bc:=ADX(14) < 30 and CrossAbove(Mov(C, 30, S), Mov(C, 60, S));
> end_var
> 
> if BarsSince(bc) <= 10 then return L < Lowest(L,60)\1\;
> return Mov(C,30,S) < Mov(C,60,S);
> 
> Entry Short
> return ADX(14) < 30 and CrossAbove(Mov(C, 60, S), Mov(C, 30, S));
> 
> Exit Short
> var
> sc:=ADX(14) < 30 and CrossAbove(Mov(C, 60, S), Mov(C, 30, S));
> end_var
> 
> if BarsSince(sc) <= 10 then return H > Highest(H,60)\1\;
> return Mov(C, 30, S) >Mov(C, 60, S);
> 
> 
> Regards
>

No one can Help in this?

 


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