thanks fella but surely that's the same thing?
Cheers, Rich --- In [email protected], "MAVIRK" <mvir...@...> wrote: > > b = ref(stochk(3,2),-1) < 50; //and stochk(3,2) > 50; > > > From: foxblade2000invest > Sent: Friday, February 27, 2009 5:21 PM > To: [email protected] > Subject: [amibroker] simple system coding help.... > > > Could anyone help. > > I'm playing with the following idea. The system should buy if the cci > is above zero, the stochk has risen since yesterday and was below 50 > yesterday, and the close should be above the open. > > My code is as follows; > > a=CCI(40)>0; > b=50>Ref(StochK(3,2),-1); > d=StochK(3,2)>Ref(StochK(3,2),-1); > e=C>O; > > Buy=a AND b AND d AND e; > BuyPrice=C; > Sell=BarsSince(Buy)==1; > > Short = 0; > > Cover = 0; > > Buy=ExRem(Buy,Sell); > Sell=ExRem(Sell,Buy); > > The problem is that when backtested, trades are clearly taken when > the stoch if falling and was above 50 yesterday (breaking the rules). > The only rules being observed are that the cci is positive and the > close is higher than the open (a and e). > > Can anyone suggest what basic mistakes I'm making? > > All contributions welcome. > > Cheers, > Rich >
