|
PureBytes Links
Trading Reference Links
|
John,
Haven't looked at the indicator but indicators in TS2ki are able to
update each tick and will give the answer before the bar closes while
strategies don't update indicators until the bar has closed. Real
pain in the ...
Best regards,
Jimmy Snowden
mailto:jhsnowden@xxxxxxx
Thursday, November 6, 2003, 4:22:56 PM, you wrote:
jD> This strategy worked great today! However I had to use the indicator
jD> with the alert because the strategy omits some entry signals. I don't
jD> understand why because the signal is made from the indicator. It
jD> should give a buy and sell signal each time the alert is triggered.
jD> It doesn't work every time! Does anyone understand this? Could this
jD> be a tweek? or a software problem? It makes me wonder about the
jD> accuracy of some of the other strategies I have backtested. If anyone
jD> has a clue here I would appreviate it!
jD> Thanks John
jD> inputs: Length(5), BarsPlus(7);
jD> vars: TSF(0);
jD> TSF = TimeSeriesForecast(Length, BarsPlus);
jD> if CLOSE < TSF and TSF < TSF[1] and TSF[1] >TSF[2] then
jD> Buy MARKET;
if CLOSE >> TSF and TSF > TSF[1] and TSF[1] < TSF[2] then
jD> Sell Market;
Outgoing mail scanned by Norton
|