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cbfrish
Force your exploration to scan more than the 11 periods you need think you
need. It's a good idea to forget that the Explorer tool has a "Minimum
periods" setting because this causes problems with a whole range of
functions. I'm not sure that HHV() is one of them but it sure sounds like
that is your problem, assuming the exploration is set to "current date".
A 10 period moving average will force an exploration to scan a minimum of 10
periods, but this is of little use when your charts use 1000 periods to
construct a 10 period exponential moving average. Using only 10 periods for
an EMA like this will give large errors.
Roy
----- Original Message -----
From: "cbfrish" <cbfrish@xxxxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Saturday, July 26, 2003 3:58 AM
Subject: [EquisMetaStock Group] System Test Works, Exploration Doesn't
> As part of an entry system, I am using the concept of a new
> high close, which I have defined as "C > Ref((HHV,C,10), -1)"
> which, as I understand it, translates into "the latest close
> is higher than the last highest close over the prior 10 day
> period, excluding the latest close". This seems to work
> properly to the extent that it correctly identifies the
> bars where the condition is satisfied.
>
> However, in moving this concept from a system to an exploration,
> trying to find stocks which have the highest close over the last
> 10 periods, the exploration fails to find stocks that satisfy the
> condition and also reports stocks that do not satisfy the condition.
>
> I don't understand why it is not working. Can someone shed some
> light on this?
>
> Thanks in advance.
>
>
>
>
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>
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>
>
>
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