All of the versions are similar so try them and see if they do what you want.
Bill ----- Original Message ----- From: tridean34 To: [email protected] Sent: Wednesday, July 09, 2008 7:42 AM Subject: [amibroker] Re: Not sure how to create a trigger Hi Guys, Many thanks for your replies. I guess where I was looking was in the wrong spot. I has assumed that you could create a system in AFL for the purpose of baktesting that would scan from day one looking for an event, like oversold condition on an indicator - ie RSI < 30. Once this 1st event occurred then it would look for a second event. Like a loop where the system doesn't even know of the second event until it has found the first one. Once event 1, and then event 2 takes place, a trade is made. When the trade finally ends at some exit event, the system goes back to the start again looking for event 1 (RSI < 30) from the day after the last trade was exited. in other words the trade itself is not dependant on event 1, only event 2, but event 2 IS dependant on event 1 occuring Are what you all suggesting going to do this? Many thanks --- In [email protected], "Mike" <[EMAIL PROTECTED]> wrote: > > Graham, > > Nicely done. My post would have been better had it > suggested "...within some predefined period OR since some meaningful > event". You captured that perfectly with your code suggestion. > > Mike > > --- In [email protected], Graham <kavemanperth@> wrote: > > > > try this, assuming interpretation of your description is correct > > > > MA5 = MA( C, 5 ); > > MA10 = MA( C, 10 ); > > Buy = Cross( MA5, MA10 ) AND LowsetSince( Cross( MA10, MA5 ), RSI > (14) ) < 30; > > > > > > -- > > Cheers > > Graham Kav > > AFL Writing Service > > http://www.aflwriting.com > > > > > > 2008/7/9 Mike <sfclimbers@>: > > > Also, > > > > > > you may want to rethink your logic to be more restrictive. Just > > > looking to see if the RSI was less than 30 *ever* is not going to > be > > > very usefull. You might want to adjust your strategy for trigger1 > to > > > be RSI < 30 within some predefined time period (e.g. within last > 20 > > > bars) giving the following: > > > > > > Buy = BarsSince(RSI(14) < 30) < 20 > > > AND Cross(MA(Close, 5), MA(Close, 10)); > > > > > > If you specifically wanted to measure from the point that the RSI > > > *first crossed* below 30 (as opposed to the most recent day at > which > > > it was *still* below 30), you would use Cross in the first > expression > > > too: > > > > > > Buy = BarsSince(Cross(30, RSI(14))) < 20 > > > AND Cross(MA(Close, 5), MA(Close, 10)); > > > > > > Mike > > > > > > --- In [email protected], "wavemechanic" <timesarrow@> > > > wrote: > > >> > > >> Sounds like you want something along these lines: barssince (rsi < > > > 30) > 1 and (moving average condition). > > >> > > >> Bill > > >> > > >> > > >> ----- Original Message ----- > > >> From: tridean34 > > >> To: [email protected] > > >> Sent: Tuesday, July 08, 2008 8:26 AM > > >> Subject: [amibroker] Re: Not sure how to create a trigger > > >> > > >> > > >> Hi Guys, > > >> sorry for not being more specific. > > >> > > >> Let's say it is RSI I am using. > > >> > > >> If RSI < 30 then look for trigger 2. Let's say trigger 2 is mav > > >> crossover. Say 5 and 10 > > >> > > >> If mav 5 crosses above mav 10 then buy. > > >> > > >> As this stands I can have > > >> > > >> Buy = RSI < 30 > > >> AND > > >> MAV 5 > MAV 10; (or something like that) > > >> > > >> The problem is, I don't care if the RSI is < 30 when the 5 mav > > >> actually crosses above the 10 mav, only that it occurred before > > > hand. > > >> The RSI MUST hit or go below 30 before the system looks for the > > > mav > > >> crossover, but once the crossover takes place, the RSI does NOT > > > have > > >> to be at any specific level > > >> > > >> And it is this I don't know how to code. > > >> > > >> cheers > > >> Dean > > >> > > >> > > >> ------------------------------------ > > >> > > >> 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 > > >> > > >> > > >> > > >> > > >> No virus found in this incoming message. > > >> Checked by AVG - http://www.avg.com > > >> Version: 8.0.138 / Virus Database: 270.4.6/1539 - Release Date: > > > 7/7/2008 6:35 PM > > >> > > > > > > > > > > > > ------------------------------------ > > > > > > 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 > > > > > > > > > > > > > > > ------------------------------------ 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 No virus found in this incoming message. Checked by AVG - http://www.avg.com Version: 8.0.138 / Virus Database: 270.4.7/1541 - Release Date: 7/8/2008 7:50 PM
