Hi, Do you think the two codes can do what Aronson recommands? I mean: would I be able to backtest the detrended code to see how my rules perform in it? If yes, how would you do it?
Thanks! Louis 2008/3/1, Mr. Valley <[EMAIL PROTECTED]>: > > Like This? > > Detrend = *Close* * > log (Ref(*O*,-2) / Ref(*O*,-1)) - log(MA(*C*/Ref(*C*,-1),BarIndex()-1)); > > Plot > (Detrend,"Detrended Returns",6,1); > > Plot > (0.00,"",2,1); > > -----Original Message----- > *From:* [email protected] [mailto:[EMAIL PROTECTED] > Behalf Of *louisprefontaine > *Sent:* Saturday, March 01, 2008 4:19 PM > *To:* [email protected] > *Subject:* [amibroker] Re: Detrending... log > > Anybody can help? > > Thanks, > > Louis > > --- In [email protected] <amibroker%40yahoogroups.com>, "Louis > Préfontaine" <[EMAIL PROTECTED]> > wrote: > > > > I am trying to build a formula to "detrend" the market. > > > > What I want to set is something like this > > > > Close of day 0 * ( log (open day2/open day 1) - average log > return of > > every day of the data available. > > > > Anybody can do that? > > > > Thanks, > > > > Louis > > > >
