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For those who have Amibroker
The entry condition (one line of code) will be disclosed so others can evaluate the simple entry condition. The buy condition (the code) is nothing special by itself & I don't use it in any of my systems. The code "Buy condition" is used for the exercise that's all. As I remarked in many previous posts, getting into a trend is not that difficult. I'll supply the line of code with two backtests to demonstrate how the entry condition can affect the outcome of a system when wrapped in different "buy filters".

How do we use or incorporate a buy condition?
The entry trigger will be the constant between the two systems. Wrapping the entry trigger in a series of "buy conditions" can completely change the backtest results.

Backest results
1. The first backtest will have a stock standard "Index Filter" (buy filter) to keep you out of the market when the Index falls below its simple moving average of a nPeriod.
2. The second Backtest will also have a buy condition that incorporates a "Relative Strength Line" in relation to the "Index" being traded.

Skate.

<blockquote data-quote="Skate" data-source="post: 1180249" data-attributes="member: 57364">For those who have AmibrokerThe entry condition (one line of code) will be disclosed so others can evaluate the simple entry condition. The buy condition (the code) is nothing special by itself &amp; I don&#039;t use it in any of my systems. The code &quot;Buy condition&quot; is used for the exercise that&#039;s all. As I remarked in many previous posts, getting into a trend is not that difficult. I&#039;ll supply the line of code with two backtests to demonstrate how the entry condition can affect the outcome of a system when wrapped in different &quot;buy filters&quot;. How do we use or incorporate a buy condition? The entry trigger will be the constant between the two systems. Wrapping the entry trigger in a series of &quot;buy conditions&quot; can completely change the backtest results. Backest results1. The first backtest will have a stock standard &quot;Index Filter&quot; (buy filter) to keep you out of the market when the Index falls below its simple moving average of a nPeriod. 2. The second Backtest will also have a buy condition that incorporates a &quot;Relative Strength Line&quot; in relation to the &quot;Index&quot; being traded. Skate.</blockquote>

[QUOTE="Skate, post: 1180249, member: 57364"] [B]For those who have Amibroker[/B] The entry condition (one line of code) will be disclosed so others can evaluate the simple entry condition. The buy condition (the code) is nothing special by itself & I don't use it in any of my systems. The code "Buy condition" is used for the exercise that's all. As I remarked in many previous posts, getting into a trend is not that difficult. I'll supply the line of code with two backtests to demonstrate how the entry condition can affect the outcome of a system when wrapped in different "buy filters". [B]How do we use or incorporate a buy condition? [/B] The entry trigger will be the constant between the two systems. Wrapping the entry trigger in a series of "buy conditions" can completely change the backtest results. [B]Backest results[/B] 1. The first backtest will have a stock standard "Index Filter" (buy filter) to keep you out of the market when the Index falls below its simple moving average of a nPeriod. 2. The second Backtest will also have a buy condition that incorporates a "Relative Strength Line" in relation to the "Index" being traded. Skate. [/QUOTE]

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