sorry, I meant to say I'm looking for a close which is at least a
percentage below the 10 ma, say 10% . In other words " close of vix is
at least 10% below the 10ma of vix". I'm looking for a way to use vix
extremes as an entry point. Thanks--- In
amibroker@xxxxxxxxxps.com,
"triangle702000" <jkra70@xxx> wrote:
>
> 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.
>