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[amibroker] Re: Index Entry/Exit Rules


  • Date: Fri, 05 Mar 2010 19:21:21 -0000
  • From: "jollypollyanna" <jollypolly999@xxxxxxxxx>
  • Subject: [amibroker] Re: Index Entry/Exit Rules

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I decided to simplify the rule for testing to

1) Open positions when Foreign function is above a moving average
2) Close all positions when Foreign function crosses a moving average

Thus

// Open stock positions //

X = Foreign("^AORD", "Close", 1) ; // AORD close is greater than DEMA
X1 = DEMA(X, 250);
X2 = X > X1;
 
// Close stock positions //

Y = Foreign("^AORD", "Close", 1); // AORD crosses below DEMA
Y1 = DEMA(Y, 250);
Y2 = Cross(Y1, Y);

Hope this helps anyone . =D>


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