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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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amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check
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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:
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For other support material please check also:
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