Howard,
Re your statement:
>the quickest way to evaluate it is to look at the out-of-sample
>equity curve
Sorry but I don't find any value in looking at the equity curve,
since it is only one of an infinite number of journeys (assuming that
the markets will continue to trade indefinitely).
P
Hello Chris,
Yes, I have some thoughts on the subject and a reference or two.
In fact I am probably part of the way towards a decent book on the
subject (presented from a traders point of view) although I doubt
that I will ever write it.
You actually have three topics there:
1) statistics (st
There are a few things wrong with your calculations.
CV is a logic statement and will be 0 or 1, true or false.
CV5 gives the value of C 5 bars ago.
To get the % difference you need to use the formula below and note
the () around the C - CV5. If you don't do this the math is C -
CV5/CV5 which
thanks, tj, your are right.
some times the tree doesn't permit to apreciate the forest :-))
so i work hard to by pass such situations, i've tried a lot
solutions, but finaly this can be the more easier
P = ParamField( "Price field" );
periods = Param("Periods", 15, 1, 200, 1 );
suma=Param ("sum
I'm trying to implement an Exploration that will find those stocks
reaching a 52 week lows and at the same time show the difference from
5 days ago (or any other period one may decide upon). When I run the
Exploration I get the 52 week lows Okay but the % difference for the
5days show up as "-99.0
Thanks Khaleel I will give that a go...
- Original Message -
From: khaleel_sk
To: amibroker@yahoogroups.com
Sent: Wednesday, February 06, 2008 12:50 AM
Subject: [amibroker] Re: Detecting last bar in delisted stocks
Try this
ThisIsLastBar = BarIndex() == LastValue( BarInd
Open Automatic Analysis and select current symbol. under apply to
options
--- In amibroker@yahoogroups.com, jim fenster <[EMAIL PROTECTED]> wrote:
>
> Yes but I would like a summary per symbol, not all the
> trades of each symbol. So if I were to test 100
> symbols in the portolio, I would have
Yes but I would like a summary per symbol, not all the
trades of each symbol. So if I were to test 100
symbols in the portolio, I would have 100 summary
lines as opposed to ALL the trades generated for all
the symbols.
Is that possible?
--- Howard B <[EMAIL PROTECTED]> wrote:
> Hi Jim --
>
> See
I have noticed that when I am running live before the market opens and
collect pre-open data, when I back fill from IB to ensure that my
database is up to date is overwrites the data I collected. What is
happening?
This is an example of what is happening. This morning I was using IBs
paper tr
hi,
does anyone have an opinion how Amibroker compares with SmartQuant?
regards
Hi Jim --
See if this is what you want:
Automatic Analysis > Settings > Report > Trade List > OK
Automatic Analysis > Backtest > Portfolio Backtest
The Results window shows each trade.
These can be exported:
Automatic Analysis > File > Export > select_your_path
Thanks,
Howard
On Feb 4, 200
Hi Chris --
You can do anything you want to in your search for a good trading system.
The data period you work with during that search is the in-sample period.
The results you achieve over the in-sample period have no value in
predicting what the future performance will be. In order to estimate t
Can some one modify this code to run as a scan giving results as
follows:
Highest percentage difference between r1 and close and also r2 and
close- arranged higest difference first.
Thanks in advance
/*Tushar Chande's Range Projection */
/* AFL Code by Prakash Shenoi */
//
//
Av=MA
Try this
ThisIsLastBar = BarIndex() == LastValue( BarIndex() );
Filter=ThisIsLastBar;
AddColumn(ThisIsLastBar,"lastbar");
Cheers
Khaleel
--- In amibroker@yahoogroups.com, "David" <[EMAIL PROTECTED]> wrote:
>
> Hi, does anyone know a way to determine if the last bar has
occurred
> in a deliste
Hi,
I'm trying to backtest a system after reading Howard Bandy's book but
have run into a future leak problem w/ the following code.
Being a beginner in all this I"m not quite sure where the problem and
how to fix it. Any help would be great. TIA.
-Andy
_SECTION_BEGIN("StockbeeTopMovers");
If you are using Vista, it comes with a built in screen capture program.
Microsoft calls it "snipping tool".
- Original Message -
From: Vinay Garg
To: amibroker@yahoogroups.com
Sent: Friday, February 01, 2008 11:44 PM
Subject: RE: [SPAM] Re: [amibroker] screen capture
Anyone has the same problem? Amiquote could not download the EOD data
from msn which showed 'the server returned an invalid or...'. The
problem just happened this weekend.
What is a valid or reasonable number of backtest results to subject to
Optimization?
For general statistics a minimum of 30 or so is needed to start getting
valid StdDevs etc.
If I run a backtest on hourly currency data over three months I get
around 16 -20 tradeable signals per currency.
This
Hi, does anyone know a way to determine if the last bar has occurred
in a delisted stock. I have a database of delisted securities I would
like to test for survivorship bias and would like to force a trade to
close at the closing price if the last bar occurs, otherwise the trade
stays open.
Regar
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