The fp are the pattern 0=false 1 =true
so even if my pattern is wrong and produce all 1 (true)
all the ticker in the list ended up with the same pattern
but ya the rule is wrong. the forward result (excel) will be ok.
plus i don't remember where i got the pattern
this is just one part of another program that take all the fp and mix and match going 15 bars out and
see what combination will produce 3%+ in 60 bars.
The biggest problem the combination program is my sort it take 30 days to run thru all the combination of 6 fp 8 bars with a min occurrence of 35.
Nick
On 2/9/2016 5:17 PM, portfoliobuilder99@gmail.com [amibroker] wrote:
so even if my pattern is wrong and produce all 1 (true)
all the ticker in the list ended up with the same pattern
but ya the rule is wrong. the forward result (excel) will be ok.
plus i don't remember where i got the pattern
this is just one part of another program that take all the fp and mix and match going 15 bars out and
see what combination will produce 3%+ in 60 bars.
The biggest problem the combination program is my sort it take 30 days to run thru all the combination of 6 fp 8 bars with a min occurrence of 35.
Nick
On 2/9/2016 5:17 PM, portfoliobuilder99@gmail.com [amibroker] wrote:
Nick, I just had a quick look at your code and there may be a small error in either the comments or your code. When calculating fp6, shouldn't the calculation be a Subtraction?
//component 5//Rule: Buy if the Close is higher than the 15-Day average High//minus the 15-Day average Low. Sell on the opposite condition.fp6=Close>(MA(High,15) + MA(Low,15))/2;
In the next section is fp3 meant to be your Buy or Sell Short variable? the value of fp3 will be a 1 if only zero or one of the past three open-to-closes are down. fp3 will be a zero if two or three of the past open-to-closes are down. That may be exactly as you intended, I just did not understand the intent.Best wishes,
Larry
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Posted by: Nick <nickhere@yahoo.com>
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