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



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Hi, tried both and they have syntax errors. Try them.  Nice, but will not run. Marshall
----- Original Message -----
From: James
Sent: Tuesday, January 30, 2007 7:07 AM
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@xxxxxxxbe>
To: amibroker@xxxxxxxxxps.com
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( 
 
 
 
 
 
----- Original Message -----
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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