I have not read that book.
What are the rules?
-----Original Message-----
From: [email protected] [mailto:[EMAIL PROTECTED]
Behalf Of Louis Préfontaine
Sent: Sunday, March 02, 2008 8:02 AM
To: [email protected]
Subject: Re: [AmiBroker] Re: Detruding... log
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], "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
>
