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I am having difficulties with this simple formula. I want to have a signal that could be used on the SPY 500...
Buy ...Entry
SPY>21 EXMA SPY has risen 3.5% from the lowest point... SPY> 200 EXMA
Sell _Exit
SPY<21 EXMA SPY has fallen 3.5% from the highest point...
Greatly appreciate it... Andy
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What code have you tried?
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Rank: Member
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Thank you...I got stuck on how to write the rebound or fall of 3.5%..as well as not sure about the 200 EXMA aspect...
Probably this is not right either Mov(C,21,E)>Ref(Mov(C,21,E),-1) AND Ref(Mov(C,21,E),-1)<Ref(Mov(C,21,E),-2)
Mov(C,200,E)>Ref(Mov(C,200,E),-1)
I thought to compare using one moving average is in the above...to 2 moving averages ...for example.. Buy Entry 10EXMA>30EXMA Both are above 200EXMA Price increase >3.5% from lowest close
Sell Entry 10EXMA<30EXMA Price falls>3.5% from highest close
so there are 2 tests...one as in the above...and secondly from the original question... Greatly appreciate your help... Best Andy
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Rank: Member
Groups: Registered, Registered Users
Joined: 3/10/2012(UTC)
Posts: 11
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Thank you for your help... I tried Mov(C,21,E)>Ref(Mov(C,21,E),-1) AND Ref(Mov(C,21,E),-1)<Ref(Mov(C,21,E),-2) but got hung up on the rebound and fall of 3.5% from the highest high or lowest low. As well as the 200EXMA.. So what I would like to see the signals... Buy Entry close>21 EXMA close>200EXMA increase of >3.5% from lowest low Sell Exit close<21 EXMA decrease of >3.5% from highest high..
I also thought to compare this to a double moving average Buy Entry 10EXMA>30 EXMA Close>200EXMA increase of >3.5% from lowest low Sell Exit 10EXMA<30 EXMA decrease of >3.5% from highest high..
Greatly appreciate your help & guidance
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users
Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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Do you need the price rebounding, or an indicator rebounding?
Depending on precisely what you're trying to achieve, you MIGHT find something useful in the Zig(), Peak() and Trough() functions, but be very aware of their limitations and the fact their use in real life trading systems is very limited, and should be used very cautiously in backtesting.
You may be able to define your rebound definitions using HighestSince() and/or LowestSince(), HHV() and/or LLV().
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Rank: Member
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Joined: 3/10/2012(UTC)
Posts: 11
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Thank you again for your response...Sorry I was not overly clear. I want to see the price on the index rebound ( increase 3.5% or decrease 3.5%) Thank you again...
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