Hello Kevin, What is the performance like using Buy = L <= BuyPrice instead of the Buy = L < BuyPrice?
In HF-RT trading using < would give inflated results. happy newyear, herman -----Original Message----- From: [email protected] [mailto:[EMAIL PROTECTED] Behalf Of kevinoversby Sent: December 31, 2006 4:00 AM To: [email protected] Subject: [amibroker] Very profitable DOW system SetTradeDelays(0,0,0,0); BuyPrice = Ref(C,-1) - 50; Buy = L < BuyPrice; Sell = 1; SellPrice = C; Try this long only on ^DJI with same bar exit enabled (daily timeframe). Nets around 5000 points a year in recent years with low drawdowns. Subtract 1 point per day per contract for commisions (IB rate for mini-dow). $5K per contract gives acceptable drawdowns and 100% account increase per 1000 points on the YM. Any comments, improvements or other suggestions would be welcomed. Kevin 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links
