Thanks for the clarification. Mike
--- In [email protected], Dennis Brown <se...@...> wrote: > > Mike, > > Yes, like your example I run my trading logic over the script first > with regular prices, then inverted prices in a second pass (though I > transfer the OHLC to other temp arrays first). I do not use AA in my > systems -- everything is in AFL in indicator mode. I have written my > own multiple back testers that work this way (4 back tester systems > per total system). My systems are simple in that they have just one > symbol (ES), but the trading logic is very complex and runs in realtime. > > BR, > Dennis > > On Sep 25, 2009, at 8:01 PM, Mike wrote: > > > Dennis, > > > > Are you saying that you invert the price arrays within the script, > > or are you producing new inverted symbols and running over the > > inverted symbols? > > > > I'm not following how you would do it in the same script without > > having to repeat the logic over again (based on the inverted arrays) > > > > e.g. > > > > fast = MA(Close, 5); > > slow = MA(Close, 50); > > Buy = Cross(fast, slow); > > Sell = Cross(slow, fast); > > > > temp = H; > > O = -O; > > H = -L; > > L = -temp; > > C = -C; > > > > fast = MA(Close, 5); > > slow = MA(Close, 50); > > Cover = Cross(fast, slow); > > Short = Cross(slow, fast); > > > > Either way, how is that different than using the "Reverse entry > > signal forces exit" setting from AA window? > > > > Thanks, > > > > Mike > > > > --- In [email protected], Dennis Brown <see3d@> wrote: > >> > >> I have been using this technique for my trading strategies for > >> quite a > >> while. I don't plot upside down charts, but I do handle short > >> strategies by running the long strategy over inverted price arrays. > >> Makes the code shorter and easier to understand and maintain if I > >> don't have to special case shorts vs longs. > >> > >> BR, > >> Dennis > >> > >> On Sep 25, 2009, at 4:31 PM, Tomasz Janeczko wrote: > >> > >>> Don't forget to swap -H with -L because -H is LOWER than -L > >>> > >>> Best regards, > >>> Tomasz Janeczko > >>> amibroker.com > >>> ----- Original Message ----- > >>> From: "Mike" <sfclimbers@> > >>> To: <[email protected]> > >>> Sent: Friday, September 25, 2009 10:19 PM > >>> Subject: [amibroker] Re:Inverted (upside-down) chart display > >>> > >>> > >>>> Very creative Herman. Though, I found it easier to visually confirm > >>>> by showing both lines, using the left axis scale for one of > >>>> them. > >>>> > >>>> Plot(C,"Normal Chart",colorGreen,styleBar|styleLeftAxisScale); > >>>> PlotOHLC(-O,-H,-L,-C,"UpsideDown Chart",colorRed,styleBar); > >>>> > >>>> Mike > >>>> > >>>> > >>>> > >>>> ------------------------------------ > >>>> > >>>> **** IMPORTANT PLEASE READ **** > >>>> This group is for the discussion between users only. > >>>> This is *NOT* technical support channel. > >>>> > >>>> TO GET TECHNICAL SUPPORT send an e-mail directly to > >>>> SUPPORT {at} amibroker.com > >>>> > >>>> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > >>>> http://www.amibroker.com/feedback/ > >>>> (submissions sent via other channels won't be considered) > >>>> > >>>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > >>>> http://www.amibroker.com/devlog/ > >>>> > >>>> Yahoo! Groups Links > >>>> > >>>> > >>>> > >>> > >>> > >>> > >>> ------------------------------------ > >>> > >>> **** IMPORTANT PLEASE READ **** > >>> This group is for the discussion between users only. > >>> This is *NOT* technical support channel. > >>> > >>> TO GET TECHNICAL SUPPORT send an e-mail directly to > >>> SUPPORT {at} amibroker.com > >>> > >>> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > >>> http://www.amibroker.com/feedback/ > >>> (submissions sent via other channels won't be considered) > >>> > >>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > >>> http://www.amibroker.com/devlog/ > >>> > >>> Yahoo! Groups Links > >>> > >>> > >>> > >> > > > > > > > > > > ------------------------------------ > > > > **** IMPORTANT PLEASE READ **** > > This group is for the discussion between users only. > > This is *NOT* technical support channel. > > > > TO GET TECHNICAL SUPPORT send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > http://www.amibroker.com/feedback/ > > (submissions sent via other channels won't be considered) > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > Yahoo! Groups Links > > > > > > >
