C < Ref(C,-1) AND Ref(C,-1) < Ref(C,-2) AND Ref(C,-3) < Ref(C,-4) AND Ref(C,-4) < Ref(C,-5);
should read C < Ref(C,-1) AND Ref(C,-1) < Ref(C,-2) AND Ref(C,-2) < Ref(C,-3) AND Ref(C,-3) < Ref(C,-4); wavemechanic schrieb: > > *You have too many "Ref". Drop the -5.* > ** > *Bill* > > ----- Original Message ----- > *From:* droskill <mailto:[email protected]> > *To:* [email protected] <mailto:[email protected]> > *Sent:* February 13, 2010 5:03 PM > *Subject:* [amibroker] Re: Wall Steet Journal on System Investing > > For some bizarre reason I'm having trouble duplicating his > results. It looks, from his example - like his requirements are that: > > C < Ref(C,-1) AND Ref(C,-1) < Ref(C,-2) AND Ref(C,-3) < Ref(C,-4) > AND Ref(C,-4) < Ref(C,-5); > > And yet, this does not give the entry outlined in AKAM on the date. > > For reference - here's the description (the picture shows the C < > O on all days): > > Akamai (AKAM). Oct. 28, 2009 (on the close) to Nov. 3, 2009 (on > the close) > > Akamai shares fell four days in a row - from a close of $21.60 on > Oct. 22 to to $20.16 on Oct. 28 close where the system enters the > position. Then, on Nov. 2 and 3 the stock was up two days in a > row, closing at $22.56 on Nov. 3, 2009, where the system exits the > position for a gain of 11.71% > > So I added a condition - a requirement that the close is lower > than the open on all days. > > Buy = C < Ref(C,-1) AND C < O AND Ref(C,-1) < Ref(C,-2) AND > Ref(C,-1) < Ref(O,-1) AND Ref(C,-3) < Ref(C,-4) AND Ref(C,-3) < > Ref(O,-3) AND Ref(C,-4) < Ref(C,-5) AND Ref(C,-4) < Ref(O,-4); > > And this still did not get the right entry. > > I get an entry on 10/26/09 - but looking at the chart I can see > the candles in that timeframe have days where C is clearly greater > than the O (which should be ignored if I've coded this right). > > The rules, as he describes them: > > Rule of the 4×2 System: > > Buy: If a stock goes down for four days in a row, buy at the close > of the fourth day. > > Sell: If a stock you own in the 4×2 system goes up for two days in > a row, sell at the close of the second day. > > What am I missing? > > --- In [email protected] > <mailto:[email protected]>, Bob Waits <bobwai...@...> wrote: > > > > Very interesting article in WSJ > > > > http://bit.ly/cs0ZnU <http://bit.ly/cs0ZnU> > > > > > > > ------------------------------------ > > **** 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/ > <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/ <http://www.amibroker.com/devlog/> > > Yahoo! Groups Links > > > (Yahoo! ID required) > > [email protected] > <mailto:[email protected]> > > > ------------------------------------ **** 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 <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> Your email settings: Individual Email | Traditional <*> To change settings online go to: http://groups.yahoo.com/group/amibroker/join (Yahoo! ID required) <*> To change settings via email: [email protected] [email protected] <*> To unsubscribe from this group, send an email to: [email protected] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
