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RE: [AmiBroker] Re: Detruding... log



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I have not read that book.
What are the rules?
 
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf Of Louis Préfontaine
Sent: Sunday, March 02, 2008 8:02 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [AmiBroker] Re: Detruding... log

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@xxxxxxxxnet>:

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);
-----Original Message-----
From: amibroker@xxxxxxxxxps.com [mailto:amibroker@xxxxxxxxxps.com]On Behalf Of louisprefontaine
Sent: Saturday, March 01, 2008 4:19 PM
To: amibroker@xxxxxxxxxps.com
Subject: [amibroker] Re: Detrending... log

Anybody can help?

Thanks,

Louis

--- In amibroker@xxxxxxxxxps.com, "Louis Préfontaine" <rockprog80@x..>
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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