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Re: [amibroker] Profit Test not Working Correctly


  • To: <amibroker@xxxxxxxxxxxxxxx>
  • Subject: Re: [amibroker] Profit Test not Working Correctly
  • From: "Anthony Faragasso" <ajf1111@xxxxxxxx>
  • Date: Wed, 31 Dec 2003 15:25:23 -0800
  • In-reply-to: <bsvjel+oj5e@eGroups.com>

PureBytes Links

Trading Reference Links

Ernie,

Not sure if I understand what you are asking...but...for you BUY to take
place both condA and condB must be true...

If you want to BUY when either of the two is true, then maybe you should use
OR

Buy=CondA OR CondB;

Anthony


----- Original Message ----- 
From: "ewn87544" <ewn87544@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, December 31, 2003 5:43 PM
Subject: [amibroker] Profit Test not Working Correctly


> Why doesn't the following buy only when CondA it doesn't BUY
> only when the ATR(14) is less than ATR(100) the line appears
> worthless.
>
> // VOLITILITY_BO_Pt
>
> CondA = ATR(14) < ATR(100);
> CondB = C > Ref(C,-1) + (ATR(14)*.8);
> CondC = C < Ref(C,-1) - (ATR(14)*.8);
>
> Buy = CondA AND CondB;
> Buy = ExRemSpan( Buy,8);
> Sell = Ref(Buy,-8);
>
> Short = CondC;
> Short = ExRemSpan(Short,5);
> Cover = Ref(Short,-5);
> Equity(1);
>
> THANKS
> Ernie
>
>
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