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A couple of things to consider:
1. Are you using trade delays in your AA settings?
2. If using BarsSince, you should probably get rid of redundancies
first.
3. Avoid ExRem except for charting. Use ExRemSpan in this case (see
doc explicitly describing how to hold for 'x' days after buy).
http://www.amibroker.com/guide/afl/afl_view.php?id=50
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "MAVIRK" <mvirk67@xxx> wrote:
>
> b = ref(stochk(3,2),-1) < 50; //and stochk(3,2) > 50;
>
>
> From: foxblade2000invest
> Sent: Friday, February 27, 2009 5:21 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] simple system coding help....
>
>
> Could anyone help.
>
> I'm playing with the following idea. The system should buy if the
cci
> is above zero, the stochk has risen since yesterday and was below 50
> yesterday, and the close should be above the open.
>
> My code is as follows;
>
> a=CCI(40)>0;
> b=50>Ref(StochK(3,2),-1);
> d=StochK(3,2)>Ref(StochK(3,2),-1);
> e=C>O;
>
> Buy=a AND b AND d AND e;
> BuyPrice=C;
> Sell=BarsSince(Buy)==1;
>
> Short = 0;
>
> Cover = 0;
>
> Buy=ExRem(Buy,Sell);
> Sell=ExRem(Sell,Buy);
>
> The problem is that when backtested, trades are clearly taken when
> the stoch if falling and was above 50 yesterday (breaking the
rules).
> The only rules being observed are that the cci is positive and the
> close is higher than the open (a and e).
>
> Can anyone suggest what basic mistakes I'm making?
>
> All contributions welcome.
>
> Cheers,
> Rich
>
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