Re: [amibroker] dual EMA backtest system

[Graham <kavemanperth@xxxxxxxxx>]

why not create one, which is quite straightforward for EMA's. 
Unless the eprson supplying it to you trades exactly the same as you
the optimums would be useless.
Here is a hint to get you started

PerLong = Optimize( "Long", 50, 30, 100, 1 );
PerShort = Optimize( "Short", 10, 2, 29, 1 );
Buy = Cross( EMA( C, pershort ), EMA( C, perlong ) );
Sell = Cross( EMA( C, perlong ), EMA( C, pershort ) );

So now all you need to do is optimize it yourself. Check the help
screens for backtesting and optimizing

On 7/2/05, Bill <nospam123@xxxxxxxxxxxx> wrote:
> Hello
> 
> Does anyone have an AFL for a dual EMA backtest system?
> 
> Ideally I would use this against a stock or index to obtain the
> optimum dual EMA (cognizant that the past does not mean it works in
> future...)
> 
> THANK YOU
> 
> 
> 
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> 
> Yahoo! Groups Links
> 
> 
> 
> 
> 
> 
> 


-- 
Cheers
Graham
http://e-wire.net.au/~eb_kavan/


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