Thanks Mike.
I'm not using trade delays but I am using exrem.
However, the
barssince funcion was only used to remove more complicated
sell rules
to try and isolate the fault. It is still buying when the stoch
is
falling or above 50 - and surely the code as is should re ruling this
out?
You say avoid Exrem - is this in all cases or just for fixed
bar
exit? Unless I'm exiting after a fixed period, is exremspan
better?
I'm really confused....:-(
Thanks for any further
advice....anyone?
Rich
--- In amibroker@xxxxxxxxxps.com,
"Mike" <sfclimbers@...> wrote:
>
> 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@xxxxxxxxxps.com,
"MAVIRK" <mvirk67@> 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@xxxxxxxxxps.com
> > 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
>
>
>