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Thanks for the clarification.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> wrote:
>
> 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@> 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@>
> >>> 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
> >>>>
> >>>>
> >>>>
> >>>> ------------------------------------
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> >>>
> >>>
> >>>
> >>> ------------------------------------
> >>>
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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/
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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 ****
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