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Mike,
Yes, like your example I run my trading logic over the script first
with regular prices, then inverted prices in a second pass (though I
transfer the OHLC to other temp arrays first). I do not use AA in my
systems -- everything is in AFL in indicator mode. I have written my
own multiple back testers that work this way (4 back tester systems
per total system). My systems are simple in that they have just one
symbol (ES), but the trading logic is very complex and runs in realtime.
BR,
Dennis
On Sep 25, 2009, at 8:01 PM, Mike wrote:
> Dennis,
>
> Are you saying that you invert the price arrays within the script,
> or are you producing new inverted symbols and running over the
> inverted symbols?
>
> I'm not following how you would do it in the same script without
> having to repeat the logic over again (based on the inverted arrays)
>
> e.g.
>
> fast = MA(Close, 5);
> slow = MA(Close, 50);
> Buy = Cross(fast, slow);
> Sell = Cross(slow, fast);
>
> temp = H;
> O = -O;
> H = -L;
> L = -temp;
> C = -C;
>
> fast = MA(Close, 5);
> slow = MA(Close, 50);
> Cover = Cross(fast, slow);
> Short = Cross(slow, fast);
>
> Either way, how is that different than using the "Reverse entry
> signal forces exit" setting from AA window?
>
> Thanks,
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> wrote:
>>
>> I have been using this technique for my trading strategies for
>> quite a
>> while. I don't plot upside down charts, but I do handle short
>> strategies by running the long strategy over inverted price arrays.
>> Makes the code shorter and easier to understand and maintain if I
>> don't have to special case shorts vs longs.
>>
>> BR,
>> Dennis
>>
>> On Sep 25, 2009, at 4:31 PM, Tomasz Janeczko wrote:
>>
>>> Don't forget to swap -H with -L because -H is LOWER than -L
>>>
>>> Best regards,
>>> Tomasz Janeczko
>>> amibroker.com
>>> ----- Original Message -----
>>> From: "Mike" <sfclimbers@xxx>
>>> To: <amibroker@xxxxxxxxxxxxxxx>
>>> Sent: Friday, September 25, 2009 10:19 PM
>>> Subject: [amibroker] Re:Inverted (upside-down) chart display
>>>
>>>
>>>> Very creative Herman. Though, I found it easier to visually confirm
>>>> by showing both lines, using the left axis scale for one of
>>>> them.
>>>>
>>>> Plot(C,"Normal Chart",colorGreen,styleBar|styleLeftAxisScale);
>>>> PlotOHLC(-O,-H,-L,-C,"UpsideDown Chart",colorRed,styleBar);
>>>>
>>>> Mike
>>>>
>>>>
>>>>
>>>> ------------------------------------
>>>>
>>>> **** IMPORTANT PLEASE READ ****
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>>>>
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>>>
>>>
>>>
>>> ------------------------------------
>>>
>>> **** IMPORTANT PLEASE READ ****
>>> This group is for the discussion between users only.
>>> This is *NOT* technical support channel.
>>>
>>> TO GET TECHNICAL SUPPORT send an e-mail directly to
>>> SUPPORT {at} amibroker.com
>>>
>>> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
>>> http://www.amibroker.com/feedback/
>>> (submissions sent via other channels won't be considered)
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>>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>>> http://www.amibroker.com/devlog/
>>>
>>> Yahoo! Groups Links
>>>
>>>
>>>
>>
>
>
>
>
> ------------------------------------
>
> **** IMPORTANT PLEASE READ ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> TO GET TECHNICAL SUPPORT send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> http://www.amibroker.com/feedback/
> (submissions sent via other channels won't be considered)
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> Yahoo! Groups Links
>
>
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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