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Never mind guys - it's pretty clear I should use:
Daysbelow = BarsSince(C < MA(C,10));
Then modify:
...AND MAdiff>Ref(HHV(MAdiff,DaysBelow),-1);
Let me know if you disagree with the approach.
--- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@xxx> wrote:
>
> Ok Graham and Mike - I just got a note from my friend saying I'm not
> interpreting one of the rules correctly - the correct rule is:
>
> The distance from the 10 day ma is the largest since the equity began
> trading below the 10d ma (rather than largest it has been in the last
> 10 days).
>
> So I can't use the sum command in this case because it requires a
> period - could I count the period using code like this?
>
> IIf(C<MAshort,Daysbelow = Daysbelow +1,Daysbelow);
>
> Thoughts appreciated.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@> wrote:
> >
> > That looks like it - appreciate the help as always Graham - I hadn't
> > thought of using sum in that way, and I now realize I need to look one
> > day behind
> to make it work.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@> wrote:
> > >
> > > 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@>:
> > > > 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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