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Hi,
The rules doesn't matter. The goal of the detrending is to verify if a rule has a positive or negative bias. One has to substract the average daily log of a stock from the daily log difference between two days and then apply the rules to the results. It sounds complicated, but I think it is worth the trouble!
Louis
2008/3/2, Mr. Valley <valleymj@xxxxxxxxxxx>:
I have
not read that book.
What
are the rules?
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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