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Hi,
One note, Your entry price would actually have to be the lesser of
the Open and 90% of the previous Close, since the Open might be less
than your limit order and would thus result in a fill. Also, I'm
assuming that you don't want to apply your rule to indexes, only
stocks.
I don't have AmiBroker on this machine and am going from memory, so
you'll have to double check all this code. But it should give you a
running start...
lowRSI = Sum(Ref(RSI(10), -1) < 30, 5) == 5;
highClose = Close > 10;
highVol = MA(Vol, 30) > 150000;
setup = lowRSI AND highClose AND highVol AND NOT IsIndex();
// Buy based on yesterday's setup, but only if today's low
// drops below 90% of yesterday's close (i.e. limit entry).
// Note that lesser of Open and limit price is used as entry.
Buy = Ref(setup, -1) AND Low <= (Ref(Close, -1) * .90);
BuyPrice = min(Open, myPrice);
...
--- In amibroker@xxxxxxxxxxxxxxx, "hotstix101" <hotstix101@xxx> wrote:
>
>
> I would like to enter a position only if it drops more than 10%
from
> yesterday close.
> I want my entry price in the back testing to be (Close 1 day ago -
10%)
> Example if close 1 day ago = 10 the entry price would be 9.
> I want also RSI(10) from 1 day ago to be below 30 for last 5 days
and
> close > 10 and average volume (30) > 150000
>
> Thanks,
>
> RNR
>
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