I am getting some results that I do not understand
why
Am testing using relative strength... will not
describe system, because I don't beleive the specifics are
relevant.
My issue is that I get significantly better results
with larger watchlists:
Example:
S&P100
> 7.7
Mark,
Many thanks!
Your solution appears to work fine, but i can't for
the life of me understand why. Would someone mind
explaining how/why that second filter statement works?
Tim
--- Mark H <[EMAIL PROTECTED]> wrote:
> I think this may work. If not, you may try to use
> VarSet/VarGet.
>
>
AB works better when integers aer used in optimization due to rounding
issues.
Suggest using:
somevariable = Optimize("somevariable", 95, 93, 97, 01);
myvariable = somevariable / 100;
- Original Message -
From: "intermilan04" <[EMAIL PROTECTED]>
To:
Sent: Saturday, April 29, 2006 5
On Apr 28, 2006, at 12:16 PM, Jeff Springer wrote: John, Thank you so much for replying. I think I understand the principle of what you wrote, I'm just not sure I know how to code it. If you wouldn't mind a few questions? 1) If I don't use loops, how will I iterate through each sector/indust
It has and it has nothing to do with AB.
--- In amibroker@yahoogroups.com, "intermilan04" <[EMAIL PROTECTED]>
wrote:
>
> Tomasz,
>
> I think I've discovered a minor bug. Nothing serious though. Here
is
> the detail:
>
> OS: Windows XP
> Amibroker Version: 4.80.1 (I've witnessed the same
Tomasz,
I think I've discovered a minor bug. Nothing serious though. Here is
the detail:
OS: Windows XP
Amibroker Version: 4.80.1 (I've witnessed the same issue with 4.75.3)
CPU: Athlon XP 2500+
Mem: Corsair 512*2
When I try to optimize my variable with a statement like below,
somevariable
Tony:
The Sharpe ratio is dependent upon timeframe.
You have to choose your timeframe in advance. More trades are generally
going to create better ratios, but there is no guarantee of that. You can
see how I use it on my web site:
http://www.cstrader.com/sharpe_ratio.htm
- O
Jeff,
I am sure there are easier and more efficient ways to code the following
but this might get you started. Adjust the following code to your needs
then do a scan
//Average QRS Rank
sym1="^" + "SP1500" + "Count";
sym2= "^" + "SP1500-" + "RS";
QRS=GetExtraData("QRS");
AddToComposite(1,sy
Hi Guys,
I am trying to project envelopes in future by using LinRegSlope etc.
Although I am successful in doing this, problem is that this
projection
from past changes as new price bars are added daily.
Thus if yesterday's projection based on last 20 price bars was say
at value 100, the pri
I think this may work. If
not, you may try to use VarSet/VarGet.
Filter = 0;
for(i = 1; i
< 6; i++){LoopROC = ROC(C, i);Filter = Filter OR LoopROC >
10;AddColumn(LoopROC,"Loop" + WriteVal( (i),
1.0));}
- Original Message -
From:
timgadd
To: amibroker@yahoogroups.com
Sharpe usually is calculated based on monthly returns.
Using a month return 'averages' the returns and usually gives less deviation.
That usually gives a better Sharpe Ratio.
If the system trades 100x a month it gives a nice averaging effect.
But what if a system only trades 1 time a month or ev
Hi,
do you know what the window "Composites Recalculation Tool" under
Symbol meny does?
I specially wonder about the option "Number of Advancing/Declining
Issues".
I use some indicators that use AdvIssues and DecIssues.
It seems that these indicators plot like they should. At least
they change
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