Oops, made a mistake in my editing. Change
> Buy = Ref(setup, -1) AND Low <= (Ref(Close, -1) * .90); > BuyPrice = min(Open, myPrice); To read myPrice = (Ref(Close, -1) * .90); Buy = Ref(setup, -1) AND Low <= myPrice; BuyPrice = min(Open, myPrice); --- In [email protected], "Mike" <[EMAIL PROTECTED]> wrote: > > Hi, > > One note, Your entry price would actually have to be the lesser of > the Open and 90% of the previous Close, since the Open might be less > than your limit order and would thus result in a fill. Also, I'm > assuming that you don't want to apply your rule to indexes, only > stocks. > > I don't have AmiBroker on this machine and am going from memory, so > you'll have to double check all this code. But it should give you a > running start... > > lowRSI = Sum(Ref(RSI(10), -1) < 30, 5) == 5; > highClose = Close > 10; > highVol = MA(Vol, 30) > 150000; > > setup = lowRSI AND highClose AND highVol AND NOT IsIndex(); > > // Buy based on yesterday's setup, but only if today's low > // drops below 90% of yesterday's close (i.e. limit entry). > // Note that lesser of Open and limit price is used as entry. > > Buy = Ref(setup, -1) AND Low <= (Ref(Close, -1) * .90); > BuyPrice = min(Open, myPrice); > > ... > > --- In [email protected], "hotstix101" <hotstix101@> wrote: > > > > > > I would like to enter a position only if it drops more than 10% > from > > yesterday close. > > I want my entry price in the back testing to be (Close 1 day ago - > 10%) > > Example if close 1 day ago = 10 the entry price would be 9. > > I want also RSI(10) from 1 day ago to be below 30 for last 5 days > and > > close > 10 and average volume (30) > 150000 > > > > Thanks, > > > > RNR > > >
