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When I backtest my formula, all the buys and sells are shown
correctly except one. I cannot figure out what is wrong. Here is the
buy and sell code:
//Buy Signals
Condition1 = C > Dropline AND Ref(C,-1) < Ref(Dropline,-1);
Cond1=StochK() - Ref(StochK(),-1) >1;
Cond2=MACD() > Ref(MACD(),-1);
Cond6=StochD()<25;
Cond7=BarsSince(Cond6) <=7;
//Sell Signals
Condition10 = C < Increase AND Ref(C,-1) > Ref(Increase,-1);
Cond11=StochK() - Ref(StochK(),-1) < 1;
Cond12=MACD() < Ref(MACD(),-1);
Cond16=StochD()>75;
Cond17=BarsSince(Cond16) <=7;
//Buy and Sell orders
Buy = BarsSince(Condition1) <=5 AND Cond1 AND Cond7;
Sell = BarsSince(Condition10) <=5 AND cond11 AND Cond17;
//Short and Cover conditions
Short = Sell;
Cover=buy;
Graham wrote the code for the Condition1 and Condition10. It plots an
arrow on the graph so I know that it works. I have checked the
stochastic and macd for the buy in question and these are the
figures:
3/10 Stok = 20.06
3/13 Stok = 26.42
3/14 Stok = 34.98
3/13 Macd = -1.74
3/14 Macd = -1.54
3/14 Green up arrow
The formula should have covered my short and placed a buy.
It held my short and did not place a buy.
Everything else is perfect except that one day. I have backtested
from 9/2/05 and have 12 trades.
Thanks,
Tom
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