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Re: [amibroker] Indicator Evaluation



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Hi Whitney --

There are so many ways to use an indicator. 

When I am researching an indicator like the one your link uses:
Result := RSISeries( #Close, 20 );
I write a simple afl system like this:

Buy = Cross(RSIa(C,20),50);
Sell = BarsSince(Buy)>=3;

Thanks,
Howard
www.quantitativetradingsystems.com



On 9/3/07, whitneybroach <WhitneyBroach@xxxxxxxxx> wrote:

How can AB be most easily used to get analytical outputs like this:
<http://tinyurl.com/3aptvc> ? (Function Profile graph is the key output.)

Or like that: <http://tinyurl.com/39vz89>? (See the CMO Filter
Analysis screen shot about halfway down the page.)

I imagine this could use AA Optimize output that could be dumped to
Excel for charting, but is there a way to get the same result in AB?

The idea in each case is to see a plot or distribution that shows
future returns by indicator value.

Maybe some of the Risk/Yield map code could be re-used?


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