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hopefully understood what you wanted
MAshort = MA(C,10);
MAdiff = MAshort - C;
MAlong = MA(C,200);
Buy = Sum(C<MAshort,10)==10 AND C > MAlong AND L<ref(LLV(L,9),-1) AND
MAdiff>ref(HHV(MAdiff,9),-1);
Sell = C > MA(C,5);
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2008/5/11 droskill <droskill@xxxxxxxxx>:
> Guys,
>
> For some reason I'm having trouble translating the following rules
> into a system:
>
> 1)It has closed below its 10-day moving average for at least 10 days.
> 2) It is above its 200-day moving average. 3) It made its lowest low
> of the recent selloff today. 4) It closed stretched further below its
> 10-day moving average than it has on any day of the recent selloff.
>
> Here's some of the code I have - but I think my approach is completely
> wrong:
>
>
> MAdiff = C - MA(10,C);
> MAlong = MA(200,C);
>
> MAdays = Ref(C,-10) < Ref(MA(C,10),-10) AND Ref(C,-9) <
> Ref(MA(C,10),-9) AND Ref(C,-8) < Ref(MA(C,10),-8) AND Ref(C,-7) <
> Ref(MA(C,10),-7) AND Ref(C,-6) < Ref(MA(C,10),-6) AND Ref(C,-5) <
> Ref(MA(C,10),-5) AND Ref(C,-4) < Ref(MA(C,10),-4) AND Ref(C,-3) <
> Ref(MA(C,10),-3) AND Ref(C,-2) < Ref(MA(C,10),-2) AND Ref(C,-1) <
> Ref(MA(C,10),-1) AND C < MA(C,10);
>
> Buy = MAdays AND LLV(C,10) AND C > MAlong AND HHV(MAdiff,10);
> Sell = C > MA(C,5);
------------------------------------
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