--- In [email protected], "Edward Pottasch" <[EMAIL PROTECTED]>
wrote:
>
> yes Ref(Buy,-1) basicly shifts all elements of the array Buy 1 bar
forward in time. The close price is used to trigger a signal. In
reality it will be hard to develop a system that enters at the close
except if you follow 1 stock or a few but if you track a few 1000
stocks then the earliest you can enter a position is at the open of
the next bar. See also manual for Ref,
>
> rgds, Ed
>
>
>
>
> ----- Original Message -----
> From: Prashanth
> To: [email protected]
> Sent: Sunday, September 16, 2007 3:10 PM
> Subject: Re: [amibroker] Re: Can someoneplease code up this
simple system
>
>
>
> Buy only if Buy has been trigerred on the previous bar.
>
> Cheers
>
> Prashanth
>
> ----- Original Message -----
> From: mozpet2001
> To: [email protected]
> Sent: Sunday, September 16, 2007 6:24 PM
> Subject: [amibroker] Re: Can someoneplease code up this simple
system
>
>
> --- In [email protected], "Edward Pottasch"
<empottasch@>
> wrote:
> >
> > hi,
> >
> >
> > here is some code, rgds, Ed
> >
> > pds = Optimize("pds",10,2,25,1);
> >
> > CB = LLV(C,pds);
> > CS = HHV(C,pds);
> > mav = TEMA(C,50);
> >
> > Plot(Ref(CB,-1),"Long setup",colorBrightGreen);
> > Plot(Ref(CS,-1),"Short setup",colorRed);
> > Plot(Ref(mav,-1),"MA",colorGold,styleThick);
> >
> > Buy= C < Ref(CB,-1);
> > Buy = Ref(Buy,-1);
> > BuyPrice = O;
> >
> > Sell = C > Ref(CS,-1);
> > Sell = Ref(Sell,-1);
> > SellPrice = O;
> >
> > Buy = ExRem(Buy,Sell);
> > Sell = ExRem(Sell,Buy);
> >
> > SetChartOptions(0, chartShowDates);
> > GraphXSpace = 5;
> > Plot(C,"C",1,64);
> >
> > PlotShapes(IIf(Buy,shapeSmallUpTriangle,0),colorWhite, layer
= 0,
> yposition = BuyPrice, offset = 0 );
> > PlotShapes(IIf(Sell,shapeDownArrow,0),colorYellow, layer = 0,
> yposition = SellPrice, offset = 0 );
> >
> >
> >
> > ----- Original Message -----
> > From: mozpet2001
> > To: [email protected]
> > Sent: Sunday, September 16, 2007 5:22 AM
> > Subject: [amibroker] Can someoneplease code up this simple
system
> >
> >
> > 10 Day High/Low System
> >
> > The 10 Day High/Low system works on the simple principle that
when the
> > markets are at 10-day relative highs or lows, the trend will
change
> > direction, at least temporarily. a 10-day low happens when
the close
> > is lower than the close of the last 10 days and usually
results in a
> > strong bounce in prices within 5 days. A 10-day high happens
when the
> > close is higher than the close of the last 10 days.
> >
> > http://stockweblog.com/free/markettimer/shortterm
> >
> > So I want to buy at 10 lows and sell at 10 day highs
> >
> > Thanks in advance
> >
> Thanks Ed, Could you please explain this line
>
> Buy = Ref(Buy,-1);
>
> Regards
>
> Maurice
>
Does that mean that the Portfolio backtester passes up the stock if
there is no room to purchase. Conversly if you remove Ref(Buy,-1), is
the stock purchased when the portfolio allows this. Ref(Buy,-1) seems
to impact the performance of the portfolio backtest. To tell you the
truth this is the 1st piece of code I've seen this used.
