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Hi,
Do you think the two codes can do what Aronson recommands? I mean: would I be able to backtest the detrended code to see how my rules perform in it? If yes, how would you do it?
Thanks!
Louis
2008/3/1, Mr. Valley <valleymj@xxxxxxxxxxx>:
Like
This?
Detrend = Close * log (Ref(O,-2) /
Ref(O,-1)) -
log(MA(C/Ref(C,-1),BarIndex()-1));
Plot (Detrend,"Detrended Returns",6,1);
Plot (0.00,"",2,1);
Anybody can help?
Thanks,
Louis
--- In amibroker@xxxxxxxxxxxxxxx,
"Louis Préfontaine" <rockprog80@xxx>
wrote:
>
> I am
trying to build a formula to "detrend" the market.
>
> What I
want to set is something like this
>
> Close of day 0 * ( log
(open day2/open day 1) - average log
return of
> every day of the
data available.
>
> Anybody can do that?
>
>
Thanks,
>
> Louis
>
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