Gerard,
Wouldn't you use backtest settings/trades, with Buy at Open +1 and close at
Close +1?
Nick
Quoting Gerard Carey <[EMAIL PROTECTED]>:
> Hi all
>
> If Condition A is met today, I wish to buy at tomorrow's open and sell
> at tomorrow's close.
> How do I code this?
> After much searchi
Tks for your input Nick
To run a backtest I presume I need Buy & Sell statements.
Buy= Condition A;
Sell=
What do I use for a 'Sell' statement?
I guess that's my problem.
Regds
Gerard
--- In amibroker@yahoogroups.com, [EMAIL PROTECTED] wrote:
>
> Gerard,
>
> Wouldn't you use backtest s
>(Quite some time ago I tried to convince TJ
to offer a new>variable type that persisted for the life of each "RUN"
and then reset>, but TJ did not see the need.)
???
How about AddToComposite
It is doing exactly that - it allows to calculate cumulative
statistics accross the list o
>
> Tks for your input Nick
> To run a backtest I presume I need Buy & Sell statements.
>
> Buy= Condition A;
> Sell=
> What do I use for a 'Sell' statement?
> I guess that's my problem.
>
> Regds
> Gerard
Sell = True;
dale b
Please note that this group is for discussion betwee
Hi all,
about to reformat my c drive.
Had a quick look on the faq's and the help files, so need help, pls.
Which Amibroker files do I need to save to preserve watchlists, trend
lines etc.
cheers
Dennis
Please note that this group is for discussion between users only.
To get supp
Gerard,
I knew you were going to askl me that question! ... and I don't know!
Perhaps try:
Buy =1;
Nick
Quoting Gerard Carey <[EMAIL PROTECTED]>:
> Tks for your input Nick
> To run a backtest I presume I need Buy & Sell statements.
>
> Buy= Condition A;
> Sell=
> What do I use for a '
http://www.amibroker.com/guide/x_files.html
Best regards,Tomasz Janeczkoamibroker.com
- Original Message -
From:
Dennis
To: Amibroker
Sent: Wednesday, May 31, 2006 12:59
PM
Subject: [amibroker] Backing up for
reformat
Hi all,about to reformat my c drive.Ha
SetTradeDelays(1,1,1,1); //Trade the day after your signals
BuyPrice = Open;
SellPrice = Close;
//other SetOption() statements - see Help section
//your analysis code
Buy = Condition A;
Sell = Buy; //Sell the day you Buy
--
Terry
-Original Message-
From: amibroker@yahoogroups.com [mailto
Dennis --
I'll bet you don't want to read through "Files and
directories used by AmiBroker" and
then, more than likely, not get it right.
What I always do is just ZIP the entire AmiBroker directory
(preserving paths). My most recent zip of all of AmiBroker took only
124Meg. If you have "Lo
> How about AddToComposite
I use AddToComposite for more complex things, but for simple
statistical stuff, I'd prefer a simple single pass explore against a
list where I can accumulate some counts and then calculate percentages
or ratios or whatever against the entire list rather than si
Keith,
I'm not sure that I follow you. Do you reinstall AmiB once the drive
is reformatted and then just copy back the entire AmiB directory over
the newly installed Program files?
Do you do the same thing for routine backups? If you have a problem
would you simply copy the backup of the e
Hi,
Does anyone have code to plot both the closed trades equity curve and
the open trades equity curve during a backtest please? Adding them to a
composite?
I would like to see both these on a chart and maybe add a filter to the
open trades equity curve to lock in any open profit if possibl
What is the best way to test a system on multiple symbols? I want to
run a system on 80 different symbols, but I want to see a report and
equity curve for each symbol individually.
Please note that this group is for discussion between users only.
To get support from AmiBroker pleas
Hello,
Has anyone got a breakdown of the CDN markets as to
industries/sectors similar to the breakdown available in the library
of the US markets? I would appreciate very much if you would share it.
I'm trying to look at buying the strongest stocks in the strongest
sectors of the strongest indu
On Wednesday 31 May 2006 12:35 pm, Phsst wrote:
> I very much like the StaticVariable idea, but I tried the following
> code and AFL does not like my version of "somecalculation"...
>
> if( Status("StockNum") == 0 ) StaticVarSet("GapsUp2Pct", 0 );
> CondGap = O >= Ref(H, -1) * 1.02; // Opening
Do you have a web site that has the
info?
d
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of TimSent:
Wednesday, May 31, 2006 7:12 PMTo:
amibroker@yahoogroups.comSubject: [amibroker] re:Canadian
Markets
Hello,Has anyone got a breakdown of the CDN
with the StaticVarSet and Get notation combined with testing
Status("StockNum") == 0, which is obscure at best.>
Dan,
I got the above OK. And yes, after years of working with AB, my brain
got tangled up on the arrays when I tried to combine them with scalers.
Thank you for the 'eye opening'
Wayne --
Yes, just copy back the entire AB directory over the newly installed
files!
Now, I must fess up. I haven't formated a drive in years. I haven't
had the need. However, I usually try all of TJ's betas and sometimes I
go back to an older version. I've also transfered AB from my des
On Wednesday 31 May 2006 08:33 pm, Phsst wrote:
> Thanks for your comments & critique.
Glad to help...
> Here is the sample 'one-pass' code for calculating statistics or
> ratios on an entire watchlist or other defined group of issues: (It
> does give a 'running' report with each issue that
to report the summary one time.>
Or even use the 'last issue' to trigger Filter.
< function incStaticVar(varName, value)
{
StaticVarSet(varName, StaticVarGet(varName) + value);
}
// for example:
incStaticVar("GapsUp2Pct", LastValue(Cum(CondGap)));>
If I'd done this more than once, I'd pro
Has anyone tried changing AB installation to another hard drive on same computer?Does copying the files retain the original drive letter component, or will they just take on the new drive wihtout problem?--
CheersGrahamAB-Write >< Professional AFL Writing ServiceYes, I write AFL code to your re
Tks to Dale, Nick & Nick
I was succesful with
Buy=Condition A;
Sell=True;
Backtester trade delay settings 1,1,1,1, & ticking the box
"Allow same bar exit (single bar trade)" under the General Tab which
I had never needed to use before.
Tks again all
Regds Gerard
--- In amibroker@yahoo
Hello Graham,
I have done that. All links go dead
and one has to re-do everything. Other than that I saw no problem.
Cheers
Prashanth
- Original Message -
From:
Graham
To: amibroker@yahoogroups.com
Sent: Thursday, June 01, 2006 7:25
AM
Subject: Re: [amibroker
Ace --
This is most probably one for TJ. The best way for you to handle it
should be to go to http://www.amibroker.com/feedback/ and leave a
suggestion.
I think TJ has 3 options:
1. Leave it as it is. Live with it!
2. Scale down volume by some fixed number, like 100 or 1000, or maybe
eve
Graham --
I never tried it.
However, PCMAG has a utility called COA2. You can download it,
including source code, from:
http://www.pcmag.com/article2/0,1895,960882,00.asp
Though I have been meaning to for years, I have never tried COA2
either. Also, Win2K is the last OS it seems to work
Hi all,
I have a daytrade system which buys at open, sells at close.
The system has SetTradeDelays(1, 1, 1, 1);
The idea here is I download the market data at night, scan for signals
then place market orders overnight so I will buy at open the next day.
The problem I'm facing is this:
Suppos
I make the
following codes to check the daily trend:
TimeFrameSet(inDaily);
trend_major=MACD(12,26)>Signal(12,26,9);
TimeFrameRestore();
So, if it is 1
then the daily trend is up and if the trend_major is 0, then the daily trend is down. Usually I will
refer the code
Hi intermilan04,
All I can tell you is that "the backtester" doesn't "pick" anything.
You do, via either code, or settings, or both. So you have an error
in settings or code; that's all I can tell you without knowing what
they are. The backtest engine works exactly as designed.
Yuki
Thursda
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