OK, I'm not sure if this has any legs - but an Amibroker forum has been previously requested. If there's any demand then this thread might be a measure. So I'll start :)....;

The following code is supposed to replicate the rythm pullback system documened in the poor2rich yahoo group. In short, it buys on the first positive day after dip then holds for a set number of days(based on a suppose inherent cycle in the index) before selling.

I've optimised the code for different holding periods, but as that number increases, the exposure decreases...shorely there's shome mistake?:eek:



PB=Optimize("PB",0.995,0.99,0.999,0.001);
Length=Optimize("Length",6,3,15,1);

Cond1=Ref(C,-1)<PB*Ref(C,-2);
Cond2=C>Ref(C,-1);


Buy=Cond1 AND Cond2;
Sell=BarsSince(Buy)==length;
length=BarsSince(Buy);

Short=O;
Cover=O;



Any ideas?

Cheers,
UTB