[amibroker] Re: what's wrong with this...

["foxblade2000invest" <foxblade@xxxxxxxxxxxx>]

oops - no code attached!;



PB=Optimize("PB",0.995,0.99,0.999,0.001);
Length=Optimize("Length",6,3,15,1);

Cond1=Ref(C,-1)<PB*Ref(C,-2);
Cond2=C>Ref(C,-1);


Buy=Cond1 AND Cond2;
Sell=BarsSince(Buy)==length;
length=BarsSince(Buy);

Short=O;
Cover=O;




--- In amibroker@xxxxxxxxxxxxxxx, "foxblade2000invest" <foxblade@xxx>
wrote:
>
> .....code?
> 
> This system is supposed to buy the first bounce after a dip (an up day
> after a down day of a certain size) then sell after so many bars.
> 
> At first glance it runs ok - but the exposure % is falling when the
> trade length increases during an optiminsation. This doens't make
> sense - is the code wrong?
> 
> All help appreciated.
> 
> Cheers,
> Rich
>



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