RE: [amibroker] Zweig 4% Rule/System

["Paul Ho" <paultsho@xxxxxxxxxxxx>]

This statement doesnt look right

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. 

1. Is the first buy a sell?

2. Does the second buy have a 4% limit somewhere, or do you just want to buy anytime when its greater than its 52weeks low which is just about all the time.

 

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From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Dave McLeod
Sent: Friday, 2 March 2007 4:10 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Zweig 4% Rule/System

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

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