[amibroker] Re: Translating a simple system

["Mike" <sfclimbers@xxxxxxxxx>]

Hi,

What about something like the following:

DownTenDays = Sum(C < MA(C, 10), 10) == 10;
Above200 = C > MA(C, 200);
LowestLow = AlmostEqual(LLV(C, 10), C);
Delta = MA(C, 10) - Close;
BiggestDrop = AlmostEqual(HHV(Delta, 10), Delta);

Buy = DownTenDays AND Above200 AND LowestLow AND BiggestDrop;
Sell = C > MA(C, 5);

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@xxx> wrote:
>
> 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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