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You have too many "Ref". Drop the
-5.
Bill
----- Original Message -----
Sent: February 13, 2010 5:03 PM
Subject: [amibroker] Re: Wall Steet
Journal on System Investing
For some bizarre reason I'm having trouble duplicating his
results. It looks, from his example - like his requirements are
that:
C < Ref(C,-1) AND Ref(C,-1) < Ref(C,-2) AND Ref(C,-3) <
Ref(C,-4) AND Ref(C,-4) < Ref(C,-5);
And yet, this does not give the
entry outlined in AKAM on the date.
For reference - here's the
description (the picture shows the C < O on all days):
Akamai
(AKAM). Oct. 28, 2009 (on the close) to Nov. 3, 2009 (on the
close)
Akamai shares fell four days in a row - from a close of
$21.60 on Oct. 22 to to $20.16 on Oct. 28 close where the system enters the
position. Then, on Nov. 2 and 3 the stock was up two days in a row, closing at
$22.56 on Nov. 3, 2009, where the system exits the position for a gain of
11.71%
So I added a condition - a requirement that the close is lower
than the open on all days.
Buy = C < Ref(C,-1) AND C < O AND
Ref(C,-1) < Ref(C,-2) AND Ref(C,-1) < Ref(O,-1) AND Ref(C,-3) <
Ref(C,-4) AND Ref(C,-3) < Ref(O,-3) AND Ref(C,-4) < Ref(C,-5) AND
Ref(C,-4) < Ref(O,-4);
And this still did not get the right
entry.
I get an entry on 10/26/09 - but looking at the chart I can see
the candles in that timeframe have days where C is clearly greater than the O
(which should be ignored if I've coded this right).
The rules, as he
describes them:
Rule of the 4×2 System:
Buy: If a stock goes
down for four days in a row, buy at the close of the fourth day.
Sell:
If a stock you own in the 4×2 system goes up for two days in a row, sell at
the close of the second day.
What am I missing?
--- In amibroker@xxxxxxxxxxxxxxx, Bob
Waits <bobwaits2@xxx> wrote: > > Very interesting article in
WSJ > > http://bit.ly/cs0ZnU >
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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)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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