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I don't think that is his problem. I believe he needs to change the
state using Flip i.e. sell=Flip(VSell,VBuy);
John
--- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@xxx>
wrote:
>
> DM,
>
> I don't think it matters if you stipulate Fri or not.
>
> Fri Close is the *default* close for weekly bars.
>
> In 2006 only one week did not close on a Fri (public holiday?) in
the
> US market (4/13/2006 was a Thursday weekly close).
>
> I think that if you accepted the weekly close for all weeks your
> backtests would not be adversely affected.
>
> The only week that is compromised is the current week, so for
> backtesting if you set the range to avoid the current week you
should
> be OK.
>
> If you are in weekly bars that would leave you with:
>
> sell = C < HHC(C,52) * 0.96;
>
> If you are using daily bars:
>
> WC = TimeFrameCompress(Close,inWeekly);
>
> sell = WC < HHV(WC,52) * 0.96;
>
> WC code courtesy of Ami AFL reference.
>
> BrianB2
>
> --- In amibroker@xxxxxxxxxxxxxxx, Dave McLeod <dmcleod1981@> wrote:
> >
> > I am trying to code the Zweig 4% reversal system but I am not
> catching on as to how to limit the buys and sells from each week.
> >
> > Your supposed to buy if the Close drops 4% below the HHV of
the
> last 52 weeks and buy if the Close is greater than the LLV of the
> last 52 weeks based on Fridays close.
> >
> > Here is what I have so far.
> >
> > DOW=DayOfWeek()==5;
> > Hi=HHV(Close,52);
> > Lo=LLV(Close,52);
> > VBuy = Close*1.04>=Ref(Lo,-1) AND DOW;
> > VSell = Close*.96<=Ref(Hi,-1) AND DOW;
> > Buy = ExRem(VBuy,VSell);
> > Sell = ExRem(VSell,VBuy);
> >
> > This buys and then sells each week. I am obviously not using
> exrem correctly and it still buys weekly wether I have DOW in or
out.
> >
> > If someone could point out my mistakes that would be great.
> >
> > Thanks
> > DM
> >
> >
> > ---------------------------------
> > We won't tell. Get more on shows you hate to love
> > (and love to hate): Yahoo! TV's Guilty Pleasures list.
> >
>
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