Graham, What I am trying to do is to buy when condition1 is met and the Stocashtic K is going up from lower than 25 in the last X days. I am using 5 days now. I eliminated the condition1 and tried this code, but it still didn't signal a buy on 3/14. I have the chart at http://www.ethingamajigs.com/Chart.jpg
//Buy Signals Condition1 = C > Dropline AND Ref(C,-1) < Ref(Dropline,-1); Cond1=StochK() > Ref(StochK(),-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); Cond12=MACD() < Ref(MACD(),-1); Cond16=StochD()>75; Cond17=BarsSince(Cond16) <=7; //Buy and Sell orders Buy = Cond1 AND Cond7; Sell = cond11 AND Cond17; //Short and Cover conditions Short = Sell; Cover = Buy; Thanks, Tom ----- Original Message ----- From: Graham To: [email protected] Sent: Monday, December 11, 2006 5:04 PM Subject: Re: [amibroker] Help with buy formula This is an incorrect expression which could be open to misinterpretation Cond1=StochK() - Ref(StochK(),-1) >1; What it is saying is StochK() - (Ref(StochK(),-1) >1) which breaks down to either StochK() - 1 or StochK() -0 If StochK()==1 then it would return false, otherwise true Try this, although I do not quite understand the logic of this condition Cond1= ( StochK() - Ref(StochK(),-1) ) >1; which means current bar StochK is more than 1 unit above previous value Are you wanting the StochK to be rising? Cond1= StochK() > Ref(StochK(),-1); -- Cheers Graham AB-Write >< Professional AFL Writing Service Yes, I write AFL code to your requirements http://www.aflwriting.com On 12/12/06, M. Smith <[EMAIL PROTECTED]> wrote: Dave, would you write that out, I have tried and it still gives me an error, but the error now is related to my change. Please. Thanks. Masrhall ----- Original Message ----- From: Dave To: [email protected] Sent: Monday, December 11, 2006 6:30 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!
