corrected: Thank you Steve for your answer. Thanks to you I have found the problem. It is my understanding of the cross function. I thought cross(H,Buystop) was equivalent to H > Buystop AND ref(H,- 1) < Buystop But actually it is equivalent to:
H > Buystop AND ref(H,-1) < ref(Buystop,-1) Buystop is dynamic and is changing everyday. If there is a long bar before my buy rules are true Amibroker will not generate a buy since ref(H,-1) is higher than ref(Buystop,-1). For the cross to be true we need that buystop does not change much (upside) from day to day. Thomas please confirm. Oscar --- In [email protected], "cagigas00" <[EMAIL PROTECTED]> wrote: > > Thank you Steve for your answer. Thanks to you I have found the > problem. It is my understanding of the cross function. > > I thought cross(H,Buystop) was equivalent to H > Buystop AND ref (H,- > 1) > Buystop > > But actually it is equivalent to: > > H > Buystop AND ref(H,-1) > ref(Buystop,-1) > > Buystop is dynamic and is changing everyday. If there is a long bar > before my buy rules are true Amibroker will not generate a bar since > ref(H,-1) is higher than ref(Buystop,-1). For the cross to be true > we need that buystop does not change much from day to day. Thomas > please confirm. > > Oscar > > --- In [email protected], "Steve Dugas" <sjdugas@> wrote: > > > > Hi, > > > > The 2 formulas say different things. Cross function only marks > actual > > crosses - i.e., a bar where H is above Buystop and on the previous > bar it > > was below. Your second method will mark all bars where H is above > Buystop, > > whether a cross just occurred or not. > > > > Steve > > > > ----- Original Message ----- > > From: "cagigas00" <cagigas00@> > > To: <[email protected]> > > Sent: Tuesday, March 21, 2006 9:37 AM > > Subject: [amibroker] non-real simulation? > > > > > > > If you test a system which buys on stop: > > > > > > Buystop=ref(H,-1); > > > buy = [buyrules] and cross(H,Buystop); > > > > > > and gives you nice results try changing to: > > > > > > Buystop=ref(H,-1); > > > buy = [buyrules] and H > Buystop; > > > > > > and you obtain more trades and worse results. I don't understand > > > this since once the day is gone I know the cross only happened > if we > > > had a high above the buystop. In real life the 2 situations are > > > identical, the high exceeded the buystop. > > > > > > from the help: > > > > > > CROSS(ARRAY1,ARRAY2) Gives a "+1" or true on the day that ARRAY1 > > > crosses above ARRAY2. Otherwise the result is "0". > > > > > > What am I missing here, why do we have different results in > > > simulation? > > > > > > do we have a "false" in the CROSS if at the end of the day the > close > > > is below Buystop??? > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Please note that this group is for discussion between users only. > > > > > > To get support from AmiBroker please send an e-mail directly to > > > SUPPORT {at} amibroker.com > > > > > > For other support material please check also: > > > http://www.amibroker.com/support.html > > > > > > > > > Yahoo! Groups Links > > > > > > > > > > > > > > > > > > > > > > > > Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
