|
PureBytes Links
Trading Reference Links
|
Hi All,
Could someone let me know where I'm going wrong.
This system is supposed to go long when certain criteria are met but
it's making trades while the criteria is not present.
The 200 day moving average is supposed to be greater than the 200 day
moving average from 50 days ago by a factor of 5 times the ATR (200).
Then there is to be a negative gradient in the 3 day moving average
within the last 3 days inclusive.
Price must then make a new high.
Can anyone see any glaring mistakes?
Gradient = MA(C,200) - Ref(MA(C,200),-50);
GradientB = 5 * ATR(200);
Buy = Gradient > GradientB
AND BarsSince(MA(C,3) - Ref(MA(C,3),-1) < 0) <= 3
AND
H > Ref(HHV(H,1),-1);
Buy = Open > Ref( Low , -1 );
Sell = Close < Ref( LLV( Low , 3 ),-1);
cheers
Deam
------------------------------------
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|