I'd like to create a backtest which uses a close of ^VIX under its 10
day MA as one of the parameters, but I'm having trouble making it
work.
I've tried something like - "^vix" <
ma(c,"vix",10)...
meaning "...when ^vix is less than the 10 day ma
of ^vix" , but I get a
lot of syntax error messages. What is the best way
to express this?
Up until recently,I've used AB mostly for charting and
a few simple
explorations. I'm just beginning to wade into afl and am
having a rough
time of it so far. I'd appreciate any assistance anyone can
give .
thanks.