Hello, It is much easier: Expression = ... your expression here... FirstTickInBar = Open == High && Open == Low; AlertIf( Expression AND FirstTickInBar,...
Hello, One comment: if you are using versions older than 4.31 instead && operator use AND: FirstTickInBar = Open == High AND Open == Low; AlertIf( Expression...
Hi Fred, just a question to your analysis: which of the 5 results have you used in the analysis? Which of them is more realistic; ie. the difference among them...
Peter, Peter, A simple solution was to create in EXCEL a new ticker like <TICKER>,<DDMMYYY>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL> CALCOUNTER,1/1/2000,1,1, 1,1,1 ...
Peter, A simple solution was to create in EXCEL a new ticker like <TICKER>,<DDMMYYY>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL> CALCOUNTER,1/1/2000,1,1, 1,1,1 ...
Chuck, Amibroker Group collection gives 127 references for the interesting word "detrending", like http://groups.yahoo.com/group/amibroker/message/8298 for...
Hi Anthony, I tried to interpret the results your code gives, and also tried to use it for decision making. Either I haven't fully understood it or I did...
UM, Disregarding trading costs I like #4 the best. It has the smoothest equity curve, the lowest DD's and a roughly equal CAR to MaxDD that #2 does. It would...
Fred Tonetti
ftonetti@...
May 1, 2003 11:15 am
39390
Yassas Dimitris, While your code is shorter you would have to maintain the CALCOUNTER ticker daily. This should get you where you want to go without the ...
Folks, has it already been discussed how one can reference to a weekly or monthly chart when using AFL such as h=hhv(high,5) or else? Many thanks Markus...
IVA GmbH
funnybiz@...
May 1, 2003 12:33 pm
39392
... Do you really want that "success" statement to look into the future? If not, those Ref statements need a minus sign before the 1: "Ref(C,-1)". Owen...
Hi Owen, I think it is ok here, because we want test if the decision made today was successful or not. The decision was already made in the Filter line (ie....
I believe the intent of the original Explore that this was posted in reference to was to identify BB setups for trading yesterday and then checks the results...
Hi Fred, /*The close 2 days ago ( ref(c,-2) ) is above the Lower Bollinger Band and the Close yesterday ( Ref(C,-1)) is below the Lower bollinger Band and the...
Uenal, I think what Anthony is trying to do in his explore is based on those first three conditions from one bar ago and two bars ago he would establish a...
Hi: would someone review with me the seemingly simple task of showing next days signals. What I mean is that a system that buys/sells/shorts/cover with 1 day...
Chuck, I do not how useful you will find this bur here is the detrended Price Oscillator (DPO).... Pds=Param("PDS",10,1,200,1); dpo=C-(MA(C,(pds/2)+1)); ...
Ken, Not to intentionally not answer your question but can't you test with a stock that you know has a buy on some particular open by setting the day back one...
Peter, You may create my CALCOUNTER ticker once, say from 1/1/2000 till 31/12/2010 and update it by the 1st of 2011, supposed we will be healthy and happy [and...
Ken You can get trade signals with either scan or explore. SCAN will show you an open trade - you may have to set preferences for including open trades - I'm...
Fred: thanks for the reply....I have tried what you suggest and I *think* that the Scan shows the signals on the current day for the next day in simple systems...
Ken, If you have delay set to one then you will see the signals on the day following the trigger. This allows you to system test based on buying the next...
Hello, There is no magic about this. Scan LISTS *RAW* buy/sell/short/cover signals. Backtest shows processed TRADES. No delays, no stops etc are applied. ... ...
Stephan, thanks for pointing this out! IŽll take a hard look at it! Have a great day Markus ... From: "elstephel" <carli2@...> To:...
IVA GmbH
funnybiz@...
May 1, 2003 2:55 pm
39407
Hello, To avoid misunderstanding: Scan LISTS *RAW* buy/sell/short/cover signals. Backtest shows processed TRADES. No delays, no stops etc are applied IN SCAN...
