I'd like to create a backtest which uses a close of ^VIX under its 10 day MA as one of the parameters, but I'm having trouble making it work.
I've tried something like - "^vix" < ma(c,"vix",10)... meaning "...when ^vix is less than the 10 day ma of ^vix" , but I get a lot of syntax error messages. What is the best way to express this? Up until recently,I've used AB mostly for charting and a few simple explorations. I'm just beginning to wade into afl and am having a rough time of it so far. I'd appreciate any assistance anyone can give . thanks.
