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All of the versions are similar so try
them and see if they do what you want.
Bill
----- Original Message -----
Sent: Wednesday, July 09, 2008 7:42
AM
Subject: [amibroker] Re: Not sure how to
create a trigger
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 >
> >> > > >> > > >>
------------------------------------ > > >> > >
>> 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: > > >> http://www.amibroker.com/devlog/ >
> >> > > >> For other support material
please check also: > > >> http://www.amibroker.com/support.html >
> >> Yahoo! Groups Links > > >> >
> >> > > >> > > >> > >
>> No virus found in this incoming message. > >
>> Checked by AVG - http://www.avg.com > >
>> 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: > > > http://www.amibroker.com/devlog/ >
> > > > > For other support material please check
also: > > > http://www.amibroker.com/support.html >
> > Yahoo! Groups Links > > > > > > > >
> > > > >
> >
------------------------------------
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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:
http://www.amibroker.com/devlog/
For other support material please check also:
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