To everyone, I have removed the condition1 and condition10 so that the buy, sell, short, and cover are now. //Buy and Sell orders
Buy = Cond1 AND Cond7; Sell = Cond11 AND Cond17; //Short and Cover conditions Short = Sell; Cover=buy; I still do not get a cover or buy on 3/15 when I backtest. Therefore, the problem is with these 2 conditions. It just dawned on me that it could be because I didn't use barssince. I will check it out. Thanks, Tom ----- Original Message ----- From: Dave To: [email protected] Sent: Monday, December 11, 2006 4:30 AM Subject: RE: [amibroker] Help with buy formula Place your increase statement above your condition statements. -----Original Message----- From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of M. Smith Sent: Monday, 11 December 2006 1:46 PM To: [email protected] Subject: Re: [amibroker] Help with buy formula I loaded this formula and it gave me an error message. "condition 10=c<increase AND Ref(c,-1)>ref increase. Message was variable 'increase' used without having been initialized. Can you help me out, Please. Marshall ----- Original Message ----- From: professor77747 To: [email protected] Sent: Sunday, December 10, 2006 3:23 PM Subject: [amibroker] Help with buy formula 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 ------------------------------------------------------------------------------ I am using the free version of SPAMfighter for private users. It has removed 570 spam emails to date. Paying users do not have this message in their emails. Try SPAMfighter for free now!
