Everyone has a NEED, bub. Tomasz' analogy is spot on - sounds like you want to fly before you can crawl. You're using borrowed code and trying to scale positions and you've been using AB how long ? Get over yourself -if it were easy everyone would be doing it. G
[EMAIL PROTECTED] wrote: > *Tomasz,* > > *that is certainly not the answer I was expecting.I am making a diligent > effort to learn the coding and I have a specific NEED....Perhaps you > didnt bother to read my prior message to the board* > > *I posted the code that I was working with and can NOT get the results > expected from the code descriptions.It is not like I asked the board to > code me a system.I supplied the system which I copied from either the > manual or a user file.I had no problems whatsoever,but when I went into > the detailed trade report and went over the output,I discovered that > the supposed scale out of 50% was not occuring.but rather 86%.After > spending several hours on it,I thought that I may find some help* > > "/I don't have any experience as a pilot but please give me simple > one-page instruction how to fly jumbo-jet from New York to London" > Sorry but this is NOT doable"/ > > *Tomasz,your analogy is way off base and I really dont appreciate it.* > > ** > > *Allan* > > ** > > ** > > ** > > ** > > *----- Original Message -----* > > *From*: Tomasz Janeczko <[EMAIL PROTECTED]> > > *Date*: Saturday, July 15, 2006 8:49 am > > *Subject*: Re: [amibroker] Re: I am lost > > > Hello, > > > > What you are asking for can be compared to: > > . > > It takes time and effort to learn how to fly as it takes time and > > effort to learn how to use any tool more sophisticated than a hammer. > > > > Sorry guys but of you have no experience you should start with > > something simple and make your system > > simple not using pyramiding and such stuff. Then go slowly > > learning AFL. THere is a plenty of material posted to this list, > > in the knowledge base and in the manual. > > > > Best regards, > > Tomasz Janeczko > > amibroker.com > > ----- Original Message ----- > > From: [EMAIL PROTECTED] > > To: amibroker@yahoogroups.com > > Sent: Saturday, July 15, 2006 2:04 PM > > Subject: Re: [amibroker] Re: I am lost > > > > > > > > Thanks OT, > > > > I will take you up on your offer.Ami is great program,but is in > > desparate need of a simplied" Dummy" manual for those that have > > very little programming experience. > > > > As I did not write this code,and was using it to learn "AFL",I > > am having a difficult time pinpointing what is causing an 86% > > scale out,when it should be 50%.. > > > > If there are any power users who have a simple code that > > involves "scaling in/out of positions"and replacing stops,or a > > pyramyiding example would really appreciate seeing it. > > > > Allan > > > > > > > > > > > > ----- Original Message ----- > > > > > > From: orionsturtle <[EMAIL PROTECTED]> > > > > Date: Friday, July 14, 2006 10:20 pm > > > > Subject: [amibroker] Re: I am lost > > > > > > > I don't have the expertise in programming but I have been > > > struggling > > > with this same bit of code for the past 2 weeks. I have made > > it > > > work > > > on the long only side and would be glad to send you the EOD > > sys > > > file > > > I have that works. Between the detail log and the trade report > > you > > > should be able to see what is going on and make adjustments to > > > suite > > > your needs. The switches in the backtest settings will screw > > you > > > up > > > if not set properly and may account for your weird results. > > make > > > sure in the backtest settings>portfolio tab, that the limit > > trade > > > size as % of entry bar is set to zero and just the "Trade size > > > limit > > > when..." is the only thing checked. i have my max positions > > set to > > > one for now until I get the code fully to my liking. If you > > want > > > the > > > SYS file reach me at [EMAIL PROTECTED] > > > > > > peace > > > > > > OT > > > > > > --- In amibroker@yahoogroups.com, "matrix10014" <[EMAIL PROTECTED]> > > wrote: > > > > > > > > Hi, > > > > Been playing with a code that I copied to familairize myself > > > with > > > > some of the functionality of Amibroker...As you can see,the > > > entry > > > is > > > > a simple moving average crossover,that exits 50% of the > > position > > > up > > > > 20% and the remaining 50% up 30%.There is also a trailing > > stop.. > > > > > > > > When i check a detailed log of the trade,I get very bizzare > > > results. > > > > > > > > An example is HANS..On 10/31/2005 I go long 205 shares of > > HANS@ > > > 48.59 > > > > > > > > On 11/3,I scale out of 176 [EMAIL PROTECTED] is 86% of my > > > > position,when i am supposed to scale out of half.As its not > > my > > > > code,and i am trying to learn Ami code,i really dont know > > what > > > went > > > > wrong.. > > > > > > > > > > > > > > > > > > > > 10/31/2005 > > > > Enter Long, HANS, Price: 48.59, Shares: 205, > > > > Commission: 0, Rank: 1, Equity 100000, Margin Loan: 0, Fx > > rate: 1 > > > > > > > > > > > > 11/3/2005 > > > > Exit signals:HANS=Scale-Out, > > > > Scale-Out Long HANS, Price 59.74, Shares 176, Fx Rate 1, > > > > Number of shares - Current: 29, Exited: 176, Max: 205, Avg. > > > Entry > > > > Price 48.59, Avg. Exit Price 59.74, Avg Fx. Rate Entry 1, > > Exit > > > 1, > > > > > > > > > > > > > > > > The code is as follows > > > > > > > > Buy = Cross(C, MA( C,21) ); > > > > Sell = 0; > > > > > > > > // the system will exit > > > > // 50% of position if FIRST PROFIT TARGET stop is hit > > > > // 50% of position is SECOND PROFIT TARGET stop is hit > > > > // 100% of position if TRAILING STOP is hit > > > > > > > > FirstProfitTarget = 20; // profit > > > > SecondProfitTarget =30; // in percent > > > > TrailingStop = 50; // also in percent > > > > > > > > > > > > priceatbuy=0; > > > > highsincebuy = 0; > > > > > > > > exit = 0; > > > > > > > > for( i = 0; i < BarCount; i++ ) > > > > { > > > > if( priceatbuy == 0 AND Buy[ i ] ) > > > > { > > > > priceatbuy = BuyPrice[ i ]; > > > > } > > > > > > > > if( priceatbuy > 0 ) > > > > { > > > > highsincebuy = Max( High[ i ], highsincebuy ); > > > > > > > > if( exit == 0 AND > > > > High[ i ] >= ( 1 + FirstProfitTarget * 0.01 ) * > > > > priceatbuy ) > > > > { > > > > // first profit target hit - scale-out > > > > exit = 1; > > > > Buy[ i ] = sigScaleOut; > > > > } > > > > > > > > if( exit == 1 AND > > > > High[ i ] >= ( 1 + SecondProfitTarget * 0.01 ) * > > > > priceatbuy ) > > > > { > > > > // second profit target hit - exit > > > > exit = 2; > > > > SellPrice[ i ] = Max( Open[ i ], ( 1 + > > > SecondProfitTarget > > > * > > > > 0.01 ) * priceatbuy ); > > > > } > > > > > > > > if( Low[ i ] <= ( 1 - TrailingStop * 0.01 ) * > > highsincebuy > > > ) > > > > { > > > > // trailing stop hit - exit > > > > exit = 3; > > > > SellPrice[ i ] = Min( Open[ i ], ( 1 - TrailingStop > > * > > > > 0.01 ) * highsincebuy ); > > > > } > > > > > > > > if( exit >= 2 ) > > > > { > > > > Buy[ i ] = 0; > > > > Sell[ i ] = exit + 1; // mark appropriate exit code > > > > exit = 0; > > > > priceatbuy = 0; // reset price > > > > highsincebuy = 0; > > > > } > > > > } > > > > } > > > > > > > > SetPositionSize( 10, spsPercentOfEquity ); > > > > SetPositionSize( 50, spsPercentOfPosition * ( Buy == > > > > sigScaleOut ) ); // scale out 50% of position > > > > > > > > > > > > > > > > > > > > > > > > > > > ------------------------------------------------------------------------ > > No virus found in this incoming message. > Checked by AVG Free Edition. > Version: 7.1.394 / Virus Database: 268.10.1/389 - Release Date: 14/07/2006 Please note that this group is for discussion between users only. 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