|
Hi all,
i
recently read a few posts here in the forum and learnt about the function
"positionscore".As a non programer i find the forum very usefull.
From those posts i've tried to follow a
similar line and test a day trading system,,,like many of my ideas and notions
though it may bare no cash flow.
What i tried to do was look for a break out and
then buy the open next day and sell the close as a true day trade no money
down.Here's what i attempted
//Day Trade
positionscore = ROC(c,1) / ROC(C,10); //looking for
a big move compared to the last 2 weeks
Filter = Positionscore and Close > Open;
//looking for the biggest move on an up day.
Buy = Filter;
Buyprice = Open;
Sell = close;
settradedelays = (1,0,0,0); // Explore today trade
tomorrow (?)
positionsize = 5000;
addcolumn(positionscore,"score"); //lets me see the
score values in an exploration
//I've got maxtrades set to 1 within settings
When i explore from 18/9/08 to 18/9/08 i get stock
abc.asx for example but when i backtest from 19/9/08 to 19/9/08 i'm not getting
the same ticker that i expected to see traded with the Buy delay set to
1.
If anyone could advise on the above idea i
would appreciate the help,,,
i also tried this with no
luck,,,,,,,,,,,
positionscore = ROC(C,1) / ROC(C,10);
cond1 = c > o;
longsetup = postionscore and cond1;
filter = ref(longsetup,-1);
buy = filter ;
buyprice = open;
sell = close;
settradedelays = (0,0,0,0);
positionsize = 5000;
addcolumn(positionscore,"score");
__._,_.___
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
![]()
__,_._,___
|