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Grrr. Sorry, forgot that Yahoo's rich text editor doesn't work from Google's Chrome browser.
What I intended to say was that the formula looks fine. It is helpful to add Plot statements to see what is going on. For example; I have modified your formula a bit for clarity, added Plot statements for visual confirmation, and ran it against X=^DJI, A=JNJ, B=IP using the default AmiBroker database. These symbols were just selected at random.
The two EMA's are charted as lines, the close > Ref(close, -50) is charted as a ribbon at the bottom.
Mike
Buy = Sell = Short = Cover = 0;
x = Foreign( "^DJI","C" );
Fast = EMA( x, 10 );
Slow = EMA( x, 20 );
AbovePrevious = x > Ref( x, -50 );
YourSystemEntrySignal = Cross( Fast, Slow ) AND AbovePrevious;
YourSystemExitSignal = Cross( Slow, Fast ) AND NOT AbovePrevious;
if( Name() == "JNJ" )
{
Buy = YourSystemEntrySignal;
Sell = YourSystemExitSignal;
SetPositionSize( 500, spsShares );
}
if( Name() == "IP" )
{
Short = YourSystemEntrySignal;
Cover = YourSystemExitSignal;
SetPositionSize( 500, spsShares );
}
Plot(Fast, "Fast", colorDarkRed);
Plot(Slow, "Slow", colorDarkGreen);
Plot(x, "X", colorLightGrey);
Plot(1, "AbovePrevious", IIF(AbovePrevious, colorBrightGreen, colorRed), styleOwnScale | styleNoLabel | styleNoTitle | styleArea);
PlotShapes(Buy * shapeUpArrow, colorDarkGreen);
PlotShapes(Sell * shapeDownArrow, colorDarkRed);
PlotShapes(Short * shapeHollowDownArrow, colorDarkRed);
PlotShapes(Cover * shapeHollowUpArrow, colorDarkGreen);
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Alan Nouray" alann@ wrote:
> >
> > Thank you Mike. This is what I wrote but when I do backtest, nothing
> > shows up. Is this correct?
> >
> > x=Foreign("X","C");
> > YourSystemEntrySignal = Cross( EMA(x, 10), EMA(x, 20 ) ) AND x >
> > Ref(x,-50);
> > YourSystemExitSignal= Cross(EMA(x, 20), EMA(x, 10)) AND x < Ref(x,
> -50);
> >
> > if( Name() == "A" )
> > {
> > Buy = YourSystemEntrySignal;
> > Sell = YourSystemExitSignal;
> >
> > SetPositionSize( 500, spsShares );
> > }
> >
> > if( Name() == "B" )
> > {
> > Short = YourSystemEntrySignal;
> > Cover = YourSystemExitSignal;
> >
> > SetPositionSize( 500, spsShares );
> > }
> >
> > Alan
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" sfclimbers@ wrote:
> > >
> > > You were not specific enough in your description for anyone to write
> > > the formula. Do you mean that the Cross happens in the EMA of "X",
> or
> > > of "A", or of "B"?
> > >
> > > In any event, the functions that you will need are as follows:
> > >
> > > 1a. Foreign http://www.amibroker.com/guide/afl/afl_view.php?
> > > name=foreign
> > > or
> > > 1b. SetForeign http://www.amibroker.com/guide/afl/afl_view.php?
> > > name=setFOREIGN
> > > 2. EMA http://www.amibroker.com/guide/afl/afl_view.php?id=44
> > > 3. Cross http://www.amibroker.com/guide/afl/afl_view.php?name=cross
> > > 4. Ref http://www.amibroker.com/guide/afl/afl_view.php?name=ref
> > > 4. How to trade pairs/spreads
> > > http://finance.groups.yahoo.com/group/amibroker/message/134492
> > >
> > > Mike
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Alan Nouray" <alann@> wrote:
> > > >
> > > > Can anybody help me how to write and test the following formula:
> > > >
> > > > when 10 day ema crosses the 20 day ema and the close of "X" fund
> is
> > > > higher than the close 50 days ago, then buy fund "A" and sell
> > > fund "B"
> > > >
> > > > when 20 day ema crosses the 10 day ema and the close of "C" fund
> is
> > > > lower than the close 50 days ago, then sell fund "A" and buy fund
> "B"
> > > >
> > > > Thank you.
> > > > Alan
> > > >
> > >
> >
>
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