IMHO, buying on bottons and selling on tops is a much simple strategy
for any trading system, YMMV.
One may try to short on tops and cover on bottons, but everybody knows
that short selling is a more risky strategy and thus should be used only
by advanced traders.
loveyourenemynow escreveu:
>
Hi.
I think that he was referring to flexibe *levels*. Currently AB has only
a finite set of levels, e.g. 0, 20/80, 30/70 etc.
Yes it's possible to add arbitrary custom levels. Just right click the
pane anc click "Edit formula". Then append the following lines to the
formula:
Plot(30, "",
Hi.
I had this problem fixed just yesterday. The problem was triggered by
the following line:
PositionSize = (pct_equity * -1) * (BuyPrice / Stop);
(As you can see, I use fixed percent risk model.)
Notice that depending on the value of the Stop variable, the formula
above can generate larg
Hi all.
I'm trying to determine the rate-of-change of an array since some event
occured.
I intuitively tried "ROC(array, BarsSince(event))" buy AB says that
argument #2 [of ROC()] has incorrect type. In fact, the help says that
ROC expect an value as second parameter, but BarsSince() returns a
transform the position size from a negative whole
> value to a positive fraction before multiplying against the equity.
>
> http://www.amibroker.com/guide/a_custombacktest.html
>
> Mike
>
> --- In amibroker@yahoogroups.com, Flávio Veloso <[EMAIL PROTECTED]> wr
ar++) {
> for (sig = bo.GetFirstSignal(bar); sig; sig =
> bo.GetNextSignal(bar)) {
> if (sig.IsEntry() && sig.PosSize > 100) {
> sig.PosSize = floor(sig.PosSize/100) * 100;
> }
> }
>
> bo.ProcessTradeSignals(bar);
> }
>
> bo.PostProcess();
> }
>
&g
Hi all.
Is it possible to use different round lot sizes (e.g. by setting
RoundLotSize variable) depending on the number of shares that are going
to be bought/short?
Basically all I want is RoundLotSize = 100 for any position size that
results in more than 100 shares to be bought/short, and Rou
Null );
>
> I do not believe there is applystop for this
> stopline = IIf( InTrade, HighestSince( Ref(Buy,-budl), High - TS ), Null );
>
> --
> Cheers
> Graham Kav
> AFL Writing Service
> http://www.aflwriting.com <http://www.aflwriting.com>
>
> 2008/
to-plot-a-trailing-stop-in-the-price-chart/>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> - Original Message -
> From: "Flávio Veloso" <[EMAIL PROTECTED] <mailto:flavso%40gmail.com>>
> To: mailto:amibroker%40yahoogroups.com>>
> S
Hi all.
Anybody cared to test this???
Is anyone trailing stops manually on the broker
matchingApplyStop(stopModeTrailing...) behavior?
If so, how are you doing it? I.e. how do you know the exact value to set
your stops at?
Flávio Veloso escreveu:
> Hi all.
>
> I'm tryi
Hi all.
I'm trying to plot the trailing stop used by the ApplyStop() function
but had no success so far. Consider this simple system:
-snip---
SetOption("InitialEquity", 10);
BuyPrice = SellPrice = Open;
SetTradeDelays(1, 1, 1, 1);
Buy = Cross(Signal(),
Hello all.
I'm trying to design my first system and stumbled upon a discrepancy on
AB profits calculation on the backtester report that is driving me nuts.
I searched Google, foruns, AB help files and could find an answer for
this issue: is AB doing the math right? Is my math wrong? Or maybe
t
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