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Re: [amibroker] Re: Back testing Help



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Mike,
This is what I wanted.
 
Thanks,
RN


Mike <sfclimbers@xxxxxxxxx> wrote:
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@xxxxxxxxxps.com, "hotstix101" <hotstix101@...> 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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