--- In
amibroker@xxxxxxxxxxxxxxx, "alta hob" <altahob@xxx> wrote:
>
> I`m trying to run this code as a simple backtest but get "missing
buy/sell
> variable assignmets" error. Have tried adding
>
> ApplyStop( stopTypeNBar, stopModeBars, 5 );
>
> but still get error. Can someone please advise what I need to do
to run
> as a simple backtest with a trailing bar stop?
>
> thanks
>
> altahob
> ----------
> /* Connors and Raschke Historical Volatility System
> For further explanation, refer to "Street Smarts"
> from Connors and Raschke.
> Ported from Metastock code by Daniel Ervi */
>
> numcolumns = 5;
>
> VolRatio = StDev(Log(C/Ref(C,-1)),5) / StDev(Log(C/Ref(C,-1)),99);
> column0 = VolRatio;
> column0name = "VolRatio";
>
> NR4Day = (H - L) < Ref(LLV(H-L,3),-1);
> column1 = NR4Day;
> column1name = "Nr4Day";
>
> InsideDay = H < Ref(High,-1) AND Low > Ref(Low,-1);
> column2 = InsideDay;
> column2name = "Inside Day";
>
> column3 = High + 0.125;
> column3name = "Buy Stop";
>
> column4 = Low - 0.125;
> column4name = "Sell Stop";
>
> filter = VolRatio < 0.5 AND (NR4Day == 1 AND InsideDay == 1);
>
> buy = filter;
>