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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);
should read
C < Ref(C,-1) AND Ref(C,-1) < Ref(C,-2) AND Ref(C,-2) < Ref(C,-3) AND
Ref(C,-3) < Ref(C,-4);
wavemechanic schrieb:
>
> *You have too many "Ref". Drop the -5.*
> **
> *Bill*
>
> ----- Original Message -----
> *From:* droskill <mailto:droskill@xxxxxxxxx>
> *To:* amibroker@xxxxxxxxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx>
> *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
> <mailto:amibroker@xxxxxxxxxxxxxxx>, Bob Waits <bobwaits2@xxx> wrote:
> >
> > Very interesting article in WSJ
> >
> > http://bit.ly/cs0ZnU <http://bit.ly/cs0ZnU>
> >
>
>
>
>
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