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Thank you Mike. I should have read this post sooner...
Backtester works fine now !
Best regards
Mike a écrit :
>
> Rich,
>
> Re: ExRem
> http://finance.groups.yahoo.com/group/amibroker/message/125451
> <http://finance.groups.yahoo.com/group/amibroker/message/125451>
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>,
> "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
> <mailto:amibroker%40yahoogroups.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
> <http://www.amibroker.com/guide/afl/afl_view.php?id=50>
> > >
> > > Mike
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.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@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.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
> > > >
> > >
> >
>
>
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