You have too many "Ref". Drop the -5. Bill ----- Original Message ----- From: droskill To: [email protected] Sent: February 13, 2010 5:03 PM Subject: [amibroker] Re: Wall Steet Journal on System Investing
For some bizarre reason I'm having trouble duplicating his results. It looks, from his example - like his requirements are that: C < Ref(C,-1) AND Ref(C,-1) < Ref(C,-2) AND Ref(C,-3) < Ref(C,-4) AND Ref(C,-4) < Ref(C,-5); And yet, this does not give the entry outlined in AKAM on the date. For reference - here's the description (the picture shows the C < O on all days): Akamai (AKAM). Oct. 28, 2009 (on the close) to Nov. 3, 2009 (on the close) Akamai shares fell four days in a row - from a close of $21.60 on Oct. 22 to to $20.16 on Oct. 28 close where the system enters the position. Then, on Nov. 2 and 3 the stock was up two days in a row, closing at $22.56 on Nov. 3, 2009, where the system exits the position for a gain of 11.71% So I added a condition - a requirement that the close is lower than the open on all days. Buy = C < Ref(C,-1) AND C < O AND Ref(C,-1) < Ref(C,-2) AND Ref(C,-1) < Ref(O,-1) AND Ref(C,-3) < Ref(C,-4) AND Ref(C,-3) < Ref(O,-3) AND Ref(C,-4) < Ref(C,-5) AND Ref(C,-4) < Ref(O,-4); And this still did not get the right entry. I get an entry on 10/26/09 - but looking at the chart I can see the candles in that timeframe have days where C is clearly greater than the O (which should be ignored if I've coded this right). The rules, as he describes them: Rule of the 4×2 System: Buy: If a stock goes down for four days in a row, buy at the close of the fourth day. Sell: If a stock you own in the 4×2 system goes up for two days in a row, sell at the close of the second day. What am I missing? --- In [email protected], Bob Waits <bobwai...@...> wrote: > > Very interesting article in WSJ > > http://bit.ly/cs0ZnU > ------------------------------------ **** IMPORTANT PLEASE READ **** This group is for the discussion between users only. This is *NOT* technical support channel. TO GET TECHNICAL SUPPORT send an e-mail directly to SUPPORT {at} amibroker.com TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at http://www.amibroker.com/feedback/ (submissions sent via other channels won't be considered) For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ Yahoo! Groups Links
