Comment on algoZ- a simple example

Nithin Kamath commented on 21 Jan 2014, 11:07 AM

Satish sorry about the delay, just saw your email, trying to figure out why I was not getting notification from your post here…

Anyways, in algoZ, we can’t capture the actual buying price or selling price, so what this means is that you can’t really code an exit strategy that says buying price + 0.2 points.. Exit can’t be coded the way you want, but your entry strategies are:

Buy:
(REF(CCI(20, SIMPLE), 1) > CCI(20, SIMPLE)) and (CCI(20, SIMPLE) > 0)

Sell:
(REF(CCI(20, SIMPLE), 1) < CCI(20, SIMPLE)) and (CCI(20, SIMPLE) < 0) Please backtest the strategies to assess the performance before you go live.

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