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This
is how I would do it:
Buy =
Ref(CCI(20),-1) < 0 // Previous
Bar CCI Was Less Than 0
AND CCI(20) > 0 // Current Bar CCI(20) is Greater Than 0, 0
Crossover
AND Ref( C , -1) < EMA( C , 30) // Previous Bar
Close is Below 30 Period Exponential Moving Average
AND
C > EMA( C , 30) ; // Current Bar Close Is Above 30 Period
Exponential Moving Average
Sell = Ref(CCI(20),-1) > 0 //
Previous Bar CCI Was Greater Than 0
AND CCI(20) < 0 // Current Bar CCI(20) is Less Than 0, 0
Crossover
AND Ref( C , -1) > EMA( C , 30) // Previous Bar
Close is Above 30 Period Exponential Moving Average
AND C < EMA( C , 30) ; // Current Bar Close Is Below
30 Period Exponential Moving Average
I back tested back to 2000 by running the Automatic
Analysis with this Buy/Sell combo applied to IWM as my "Current
Symbol".
I use
daily bars and base my formulas on the Close price.
It only turned up 14 trades in that
period.
This Chart shows the Buy/Sell
Signals.
This took me about 10 minutes.
Scott
I guess I didn't clarify my buy/sell trigger
points in my original
message. I apologize for my shortcut. Of
course, what you've said
in your message is EXACTLY what I meant and would
employ. That
said, for the benefit of someone who has never coded in
Amibroker
language, but would just like to see how it would look, could
you
show me the scripting (or whatever?) of how I would accomplish
buying and selling the Russell 2000 (IWM as its ETF), with these
parameters:
Buy -- when IWM's price goes up through its 30-day
weighted MA and,
simultaneously, when IWM's price goes upward through its
20-day CCI
(crossing the 0 line upward). Both conditions must be met
before a
buy is implemented.
Sell -- Vice versa.
Thanks in
advance to anyone who can show me. I am considering
buying
Amibroker, but I just want to see what I'm getting myself
into with regard
to programming.
GL Gene
--- In
amibroker@xxxxxxxxxxxxxxx, "jnk1997" <jnk1997@xxxx> wrote:
> First
of all you don't have a buy "trigger", being above the 30
day
> and
positive CCI will result in continuous buy signals (or sell
> signals
if below). You want to initiate a buy if the price
yesterday
> was
below the 30 day and today it crossed above, right?
>
> This will
most certainly help you:
>
>
> http://www.amitools.com/
>
>
>
>
>
>
>
>
>
> --- In
amibroker@xxxxxxxxxxxxxxx, "glgene" <glgene@xxxx> wrote:
> > I
am considering purchasing Amibroker software, but I'm
concerned
>
about
> > the scripting involved. I haven't programmed in 30
years!
Could
> > someone show me, for example, how to set
up a buy/sell signal on
> the
> > Russell 2000, using IWM as
the stock (it's an ETF). Here are
the
> rules
> > I
have in mind.
> >
> > If the IWM stock price is > that
its 30-day weighted MA,
> > and
> > If the IWM CCI (20-day)
is positive ..... Buy
> >
> > Vice versa for a
Sell.
> >
> > How would you script that? How would I
backtest that to see how
> many
> > buy/sell signals would be
invoked, drawdown, etc.?
> >
> > Thanks.
> >
> > GL Gene
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Please note that this group is for discussion between users only.
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