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Hi Guys,
Many thanks for your replies.
I guess where I was looking was in the wrong spot.
I has assumed that you could create a system in AFL for the purpose
of baktesting that would scan from day one looking for an event, like
oversold condition on an indicator - ie RSI < 30.
Once this 1st event occurred then it would look for a second event.
Like a loop where the system doesn't even know of the second event
until it has found the first one.
Once event 1, and then event 2 takes place, a trade is made. When the
trade finally ends at some exit event, the system goes back to the
start again looking for event 1 (RSI < 30) from the day after the
last trade was exited.
in other words the trade itself is not dependant on event 1, only
event 2, but event 2 IS dependant on event 1 occuring
Are what you all suggesting going to do this?
Many thanks
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Graham,
>
> Nicely done. My post would have been better had it
> suggested "...within some predefined period OR since some
meaningful
> event". You captured that perfectly with your code suggestion.
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@> wrote:
> >
> > try this, assuming interpretation of your description is correct
> >
> > MA5 = MA( C, 5 );
> > MA10 = MA( C, 10 );
> > Buy = Cross( MA5, MA10 ) AND LowsetSince( Cross( MA10, MA5 ), RSI
> (14) ) < 30;
> >
> >
> > --
> > Cheers
> > Graham Kav
> > AFL Writing Service
> > http://www.aflwriting.com
> >
> >
> > 2008/7/9 Mike <sfclimbers@>:
> > > Also,
> > >
> > > you may want to rethink your logic to be more restrictive. Just
> > > looking to see if the RSI was less than 30 *ever* is not going
to
> be
> > > very usefull. You might want to adjust your strategy for
trigger1
> to
> > > be RSI < 30 within some predefined time period (e.g. within
last
> 20
> > > bars) giving the following:
> > >
> > > Buy = BarsSince(RSI(14) < 30) < 20
> > > AND Cross(MA(Close, 5), MA(Close, 10));
> > >
> > > If you specifically wanted to measure from the point that the
RSI
> > > *first crossed* below 30 (as opposed to the most recent day at
> which
> > > it was *still* below 30), you would use Cross in the first
> expression
> > > too:
> > >
> > > Buy = BarsSince(Cross(30, RSI(14))) < 20
> > > AND Cross(MA(Close, 5), MA(Close, 10));
> > >
> > > Mike
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <timesarrow@>
> > > wrote:
> > >>
> > >> Sounds like you want something along these lines: barssince
(rsi <
> > > 30) > 1 and (moving average condition).
> > >>
> > >> Bill
> > >>
> > >>
> > >> ----- Original Message -----
> > >> From: tridean34
> > >> To: amibroker@xxxxxxxxxxxxxxx
> > >> Sent: Tuesday, July 08, 2008 8:26 AM
> > >> Subject: [amibroker] Re: Not sure how to create a trigger
> > >>
> > >>
> > >> Hi Guys,
> > >> sorry for not being more specific.
> > >>
> > >> Let's say it is RSI I am using.
> > >>
> > >> If RSI < 30 then look for trigger 2. Let's say trigger 2 is
mav
> > >> crossover. Say 5 and 10
> > >>
> > >> If mav 5 crosses above mav 10 then buy.
> > >>
> > >> As this stands I can have
> > >>
> > >> Buy = RSI < 30
> > >> AND
> > >> MAV 5 > MAV 10; (or something like that)
> > >>
> > >> The problem is, I don't care if the RSI is < 30 when the 5
mav
> > >> actually crosses above the 10 mav, only that it occurred
before
> > > hand.
> > >> The RSI MUST hit or go below 30 before the system looks for
the
> > > mav
> > >> crossover, but once the crossover takes place, the RSI does
NOT
> > > have
> > >> to be at any specific level
> > >>
> > >> And it is this I don't know how to code.
> > >>
> > >> cheers
> > >> Dean
> > >>
> > >>
> > >> ------------------------------------
> > >>
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> only.
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> > >>
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> > >> Version: 8.0.138 / Virus Database: 270.4.6/1539 - Release
Date:
> > > 7/7/2008 6:35 PM
> > >>
> > >
> > >
> > >
> > > ------------------------------------
> > >
> > > Please note that this group is for discussion between users
only.
> > >
> > > To get support from AmiBroker please send an e-mail directly to
> > > SUPPORT {at} amibroker.com
> > >
> > > For NEW RELEASE ANNOUNCEMENTS and other news always check
DEVLOG:
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> > >
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> > >
> > >
> > >
> > >
> >
>
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