[amibroker] Re: simple system coding help....

["Mike" <sfclimbers@xxxxxxxxx>]

Rich,

Re: ExRem
http://finance.groups.yahoo.com/group/amibroker/message/125451

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "foxblade2000invest" <foxblade@xxx> 
wrote:
>
> 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@xxxxxxxxxxxxxxx, "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@xxxxxxxxxxxxxxx, "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@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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