g-strategy/Using_The_Heikin_Ashi_Technique_D_Valcu.pdf
I have not used this indicator, so do your own research. But, yes, it certainly
can be done.
Mike
--- In amibroker@yahoogroups.com, "ford7k" wrote:
>
>
> Hi afl experts with exposure along multiple platforms,
> A friend of mine uses tr
on whether your system is allowed to exit or not.
Mike
--- In amibroker@yahoogroups.com, "palward" wrote:
>
> I am quite puzzled by the following; hope someone can help.
> I am designing a stock system that exits on the close one bar after an
> established open position. Bel
category.
If you want to include your own charts in the report, you can add any
AFL file to the directory \Formulas\Report Charts
For example; You could write your own table chart that displayed the
average trade result for each month rather than the change in equity.
In the example above, every monthly cell in the table would show 50%.
Mike
Herman made a typo in his response, it should have read Howard Bandy, not
Howard Bundy.
You can review the content of his books here:
http://www.blueowlpress.com/#books
Mike
profit/loss %
Winners profit/loss %
Losers profit/loss %
etc.
The only time the values would be different would be if too low an initial
equity prevented you from entering a trade compared to a higher initial equity.
Mike
--- In amibroker@yahoogroups.com, tstudent wrote:
>
> Think to
The important thing to realize is that Ref returns an *array*. The "if"
statement is expecting a *single* boolean value, not an array of booleans.
See common coding mistakes in the user guide:
http://www.amibroker.com/guide/a_mistakes.html
Mike
--- In amibroker@yahoogroups.com,
penpos.Handle ) );
If you have an open ticket, it would be worth adding StrFormat and
_TRACE to the fix request so that they all work for doubles.
Mike
--- In amibroker@yahoogroups.com, "whitneybroach"
wrote:
>
> Just as a follow-up, I heard from Tomasz off-line.
>
> At the m
ht be affecting your trades is that the old backtester
does not recognize scale-in/out, as discussed in the pyramiding section of the
guide:
http://www.amibroker.com/guide/h_pyramid.html
Here are some reporting differences:
http://www.amibroker.com/guide/w_report.html
Mike
--
Try this:
printf (tname + " saw a highest Close of " + WriteVal(HighestV, 1.2) + ", " +
WriteVal(HighestS, 1.0) + "-bars ago on " + NumToStr(ValueWhen(Close ==
HighestV, DateTime()), formatDateTime));
Mike
--- In amibroker@yahoogroups.com, Mubashar Virk wrote:
&
27;ve pointed out, the results would be very misleading.
Mike
--- In amibroker@yahoogroups.com, "bistrader" wrote:
>
> Mike,
>
> I now understand via Tomasz and your replies. Yet, I tried without custom
> backtester code and by that I means that I typed CAR*(10
thematical formula.
In your example you would need to enter CARTimes100LessMdd as the optimization
target in the settings (i.e. the same value passed as the Title argument to
bo.addcustommetric).
Mike
--- In amibroker@yahoogroups.com, "bistrader" wrote:
>
> Mike and others,
Go to the Automatic Analysis window, click on the Settings... button, change to
the Walk Forward tab, change the value for "Optimization target".
Mike
--- In amibroker@yahoogroups.com, "DougOriard" wrote:
>
> When running one of the genetic optimizers, like cmae or
I have no difficulty running scale in, scale out systems, but I need to see
where the scale in scale out points occur, not just the final closed trades.
Anyone have a solution?
Thank you.
Mike
e can also be shown where loser total
loss is less in the sense of being more negative than max system drawdown).
However, if you feel that you've solved your problem, then no need to reply
further.
Mike
--- In amibroker@yahoogroups.com, "michaels_musings"
wrote:
>
>
at the charts for each of the positions
that were open at that date to see which symbols were dragging equity down and
which were pulling it up.
Mike
--- In amibroker@yahoogroups.com, "michaels_musings"
wrote:
>
> Hi Keith,
>
> I think you missed what the data is say
The drop list from which to choose the metric for optimization is an editable
field. Just type in the name (case sensitive) of your metric instead of
choosing from the default list of metrics.
Mike
--- In amibroker@yahoogroups.com, "Matthias" wrote:
>
>
>
> Hi,
>
le to find the exact pivot points and any backtest
based on looking into the future will give grossly exagerated results.
Try doing a search in the group for keywords such as pivot, etc. to get an idea
of how people are handling a similar problem.
Mike
--- In amibroker@yahoogroups.com, &qu
You're right. Sorry, I was not paying close enough attention. That's a pretty
good reason to experiment with the ApplyStop approach. Though, ApplyStop can be
difficult to understand at times.
Mike
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
>
>
> T
I believe that your understanding of stopTypeLoss is correct. stopTypeTrailing
will move up over time to hang from from new highest highs. So no,
stopTypeTrailing is not tied to the entry bar values.
Mike
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
>
>
> Th
Use Automatic Analysis window to run an Exploration on all quotations of all
symbols. Then use AddColumn to add whatever columns you want.
http://www.amibroker.com/guide/h_exploration.html
You can use the File button to export as a .csv file.
Mike
--- In amibroker@yahoogroups.com, Vishvesh
). However,
Buy = High >= 50;
Sell = 50 > High;
will produce redundant signals (since the price can remain above the threshold
for an extended duration) and using BarsSince will not give you the value at
the time of the original Buy, but rather at the time of the most recent
redundant signal.
e forum.
Using timeframe functions might work here too. But again, I haven't played with
those yet either.
Mike
--- In amibroker@yahoogroups.com, "chuck_win" wrote:
>
> Mike,
>
> If I use 5-m data for intraday trading, how to sell at close on same day?
>
> Thanks.
&g
You could probably just use ApplyStop with a dynamic stop level.
e.g. (untested)
ApplyStop(stopTypeLoss, stopModePoint, BuyPrice - Low, ...);
Alternatively, you could try ValueWhen combined with ExRem
e.g. (untested)
Sell = Low < ValueWhen(ExRem(Buy, Sell), Low);
Mike
--- In amibro
the Harpertown's to shame. So I can't
imagine how incredibly fast that setup would be.
Mike
--- In amibroker@yahoogroups.com, "af_100" wrote:
>
> Hello,
>
> Everybody needs more power
> I've got some unique requirements I have been struggling with.
ortEx.exe for "Command" (e.g. C:\Program
Files\AmiBroker\ReportEx.exe)
Enter Reports\results.rlst for "Arguments".
Enter the path to AmiBroker root directory for "Initial Directory" (e.g.
C:\Program Files\AmiBroker)
Click on Close
Now you can open the Reports anytime
Michael,
Sorry, I believe that I have mislead you. I suspect that I was thinking about
individual backtests, as opposed to individual optimizations.
Mike
--- In amibroker@yahoogroups.com, "michaels_musings"
wrote:
>
> Uhg!
>
> Still can't get this to do this
Ed,
I don't use TWS. But, if TWS is 32 bit, are you running with a 32 bit java?
Likewise for 64 bit java for a 64 bit TWS (if 64 bit TWS even exists).
Mike
--- In amibroker@yahoogroups.com, "Edward Pottasch" wrote:
>
> yes thanks I have checked that before and it even h
High >= BuyStop;
Mike
--- In amibroker@yahoogroups.com, "pcmoxon" wrote:
>
> Sorry, I don't think I explained myself very well. The issue I am having is
> that the BuyStop & SellStop are not being executed in the correct location.
> It seems that as soon as a
://finance.groups.yahoo.com/group/amibroker/message/114784
Mike
--- In amibroker@yahoogroups.com, "raymondpconnolly"
wrote:
>
>
>
> Mike,
>
> thanks for the info I've spent a week trying to get to the bottom of these
> property relationships and unless I missed somethin
One thing to keep in mind is that open position gains are not added to the Cash
property and are thus not available for taking additional positions (i.e. the
taking of positions is dependent upon the availability of Cash).
http://finance.groups.yahoo.com/group/amibroker/message/148014
Mike
A reply that I made to an earlier thread might be helpful. Note that despite
the verbal description in the link below, I seem to recall that AmiBroker
stores bo.MarginLoan as a negative number that gets added to equity.
http://finance.groups.yahoo.com/group/amibroker/message/127764
Mike
Ed,
Try moving the calculation of bi_start inside the CBT code.
if (Status("action") == actionPortfolio)
{
bi_start = ...;
}
Mike
--- In amibroker@yahoogroups.com, "Edward Pottasch" wrote:
>
> hi,
>
> I am working on code that allows for the combination o
ting equity curves to get such information as average
performance, best performance, worst performance, etc.
Mike
--- In amibroker@yahoogroups.com, "Matthias K." wrote:
>
> Hi,
>
>
>
> Indeed this is a very interesting topic. Many thanks go to Howard Bandy, it
Yup, on one of my builds I have a large side panel fan that sits recessed
inside the case pulling air from the outside in. The Thermalright's did not fit
and I had to step down to the Zalmans.
Mike
--- In amibroker@yahoogroups.com, Paul D wrote:
>
> I actually agree that the T
Sounds like an overclock gone bad. I wrote my own IO equivalent and came across
similar errors when running on an 8 core system overclocked to 4.0 Ghz.
Reducing the overclock (and necessary voltages) down to 3.8 Ghz got me back to
the races again :)
Mike
--- In amibroker@yahoogroups.com
://www.thermalright.com/new_a_page/product_page/product_cpu_cooler_1366.html
That was almost 2 years ago, but they were unbeatable then, and one heck of a
lot cheaper than all the $$$ that I poured into liquid cooling! However, I did
have a lot of fun putting together the liquid cooled system ;)
Mike
You can add your own custom metrics and display them with more decimal points.
How to add:
http://www.amibroker.com/guide/a_custommetrics.html
How to control decimal places (sse AddCustomMetric method):
http://www.amibroker.com/guide/a_custombacktest.html
Mike
--- In amibroker@yahoogroups.com
well served by using
ApplyStop function. I believe that a profit target stop and a maximum loss stop
would accomplish what you describe.
http://www.amibroker.com/guide/afl/afl_view.php?id=20
Mike
--- In amibroker@yahoogroups.com, "thomasoxford3rd" wrote:
>
> hello fellow AB
If you do want to do it by scripting, just pass the correct argument to the
Backtest method of the Analysis object and still run against the single
watchlist of all desired symbols.
Mike
--- In amibroker@yahoogroups.com, "Mike" wrote:
>
> You do not need any scripting to do t
You do not need any scripting to do that. Just select a watchlist in the AA
window then click on the arrow of the Optimize button to choose the old
backtester (backtests each symbol one by one, generating unique reports along
the way).
Mike
--- In amibroker@yahoogroups.com, "michaels_mu
want
to first make sure that the previous Low was actually lower than the Open!
Mike
--- In amibroker@yahoogroups.com, "scottr" wrote:
>
> I would like to code a maximum stop loss that is triggered if the low of the
> day hits the low on the day before my entry to a long posi
ur licence on a more
powerful single machine, that happens to be owned by Amazon and accessed (by
one person at a time) over the web, is probably still within the limitations of
the licence.
Mike
--- In amibroker@yahoogroups.com, "michaels_musings"
wrote:
>
> --- In amibr
vendor, some use
VNC others use remote desktop. If that is sufficient for your needs, then it
would be a viable alternative. I don't do real time trading, so can't answer
that.
Mike
--- In amibroker@yahoogroups.com, "Rob" wrote:
>
> But Mike, that would never be real
allel. For that you must purchase license for every
machine you are using simultaneously."
http://www.amibroker.com/kb/2008/07/05/single-license-use-on-multiple-computers/
Mike
--- In amibroker@yahoogroups.com, "michaels_musings"
wrote:
>
> --- In amibroker@yahoogroups.com, &
short = more signals = different positions taken = different redundant
signals skipped = different outcome.
Mike
--- In amibroker@yahoogroups.com, Keith McCombs wrote:
>
> Ron --
> You are using portfolio back testing. So, when your system goes long,
> it is reinvesting profits f
Bharat,
It's pretty self explanatory. If you're still having trouble, post sample code
or send it to support.
Mike
--- In amibroker@yahoogroups.com, "bharat" wrote:
>
> mike,
> If you have tried it in any of your AFL.pl post it here so that I can
> im
You haven't experimented enough ;)
Start by setting all plots to styleOwnScale.
Mike
--- In amibroker@yahoogroups.com, "bharat" wrote:
>
> I have already experimented with styleOwnScale and styleLeftAxisScale but it
> did not solve my problem so I have posted my
custom metrics for more detail:
http://www.amibroker.com/guide/a_custommetrics.html
Set custom target on WFA settings (applies to regular optimization too, not
just walk forward):
http://www.amibroker.com/kb/2008/02/12/getting-started-with-automatic-walk-forward-optimization/
Mike
--- In
BuyPrice = Close;
SellPrice = High;
Note that what you are asking for is not realistic. You can never know what the
High will be until after it has happened. Any backtest results you get will be
grossly exaggerated.
Mike
--- In amibroker@yahoogroups.com, "prasantaroy36&qu
Read the documentation for Plot and use one of styleOwnScale or
styleLeftAxisScale for one of the Plots such that it does not share the same
scale as the other.
http://www.amibroker.com/guide/afl/afl_view.php?id=114
Mike
--- In amibroker@yahoogroups.com, Infinity Home Loans wrote:
>
>
I agree. I never noticed that page in the guide before. Description of the
parameters at the point of the actual function descriptor would be far more
discoverable.
Mike
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
>
>
> Hello,
>
> A short definition
ng that the period is different at each bar. Compare that to the Fixed
plot which is constant at a level of 5.
Mike
--- In amibroker@yahoogroups.com, "aaryan111" wrote:
>
> I guess, sum() is behaving the ideal way :),
>
> The most important thing here is,
> AMIBROKER
Are you sure that it is not just taking the last value of the array, as opposed
to the corresponding value. All documented usage shows it taking a scaler. You
might want to pay very close attention to what you're getting there.
Mike
--- In amibroker@yahoogroups.com, "aaryan111"
SetOption).
Second, the multiple equity values may be due to beginning and ending equity
for the bar.
Check to see if the position size makes sense using the final equity of the
previous bar in the calculation, in which case that would confirm both points
above.
Mike
--- In amibroker@yahoo
Have a look at the user guide for ROC
http://www.amibroker.com/guide/afl/afl_view.php?id=126
Mike
--- In amibroker@yahoogroups.com, "ford7k" wrote:
>
> Hi afl experts
>
> I run my scan or exploration.
> I get c,close price.
> I cant get % change
> % change
uration of longs.
Same principle for shorts.
Mike
--- In amibroker@yahoogroups.com, "notanaiqgenius" wrote:
>
>
>
>
>
>
> Hi Spacebass,
>
> It depends on whether you are trading multiple symbols. If you are trading
> multiple symbols, then
same bar as a green up arrow.
Plot(Close, "Price", colorDarkGrey, styleBar);
Plot(MAFlag, "MAFlag", colorBlue, styleHistogram | styleOwnScale);
PlotShapes(ExRem(Buy, Sell) * shapeUpArrow, colorGreen);
PlotShapes(ExRem(Sell, Buy) * shapeDownArrow, colorRed);
Mike
--- In amibr
.
3. See the user guide for adding custom metrics on a trade by trade basis:
http://www.amibroker.com/guide/a_custommetrics.html
Mike
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
> Hi Mike,
>
> Your math is obviously correct.
>
> Nonetheless, I'
= False;
Or to change your settings to be Long only. Same arugment applies for Short
only formulas.
Mike
--- In amibroker@yahoogroups.com, "s.momtaz" wrote:
>
> hi. i am new in amibroker and also amibroker group. today i want to put a
> formula copied from afl library of ami
Buy = Sum(Close > EMA(Close, 50), 5) == 5;
Same idea for Sell.
Mike
--- In amibroker@yahoogroups.com, "jhjh" wrote:
>
> How would I go about creating code to establish that my indicator must be X
> for Y days before having the appropriate output?
>
> Simple e
(i.e. bo.Backtest(1)) since you are
not adding individual trade metrics.
Mike
--- In amibroker@yahoogroups.com, "chuck_win" wrote:
>
> Hi,
>
> What I am doing is:
> 1). count MA(close, 6) < MA(close, 9) at buy when open gap > %x.
> 2). show the count on optim
FL as
g) SetPositionSize(P, spsPercentOfEquity);
I haven't run any testing, so check it for yourself. Check also if AmiBroker
still behaves if P >= 1.
Mike
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
> Mike,
>
> Thanks for your reply (I hope I did not
. including the price multiplier)
and you should get what you are wanting.
Mike
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
>
>
> Taking another look at the results, I've just noticed that Mike's formula
> would "theoretically"
1. SetTradeDelays http://www.amibroker.com/guide/afl/afl_view.php?id=137
2. N-bar stop http://www.amibroker.com/guide/afl/afl_view.php?name=applystop
3. User guide main index (also Help from AmiBroker itself)
http://www.amibroker.com/guide/
Mike
--- In amibroker@yahoogroups.com, "s
this and, I believe, you would have exactly what you're asking for. You
would likely then want to change the names and output strings to refer to MA
instead of ATR. But, there would be no further change in logic other than that
one line.
Mike
--- In amibroker@yahoogroups.com, "chuck_w
exploration:
Filter = buyrule;
AddColumn(MA(Close, 6), "MA(6)");
http://www.amibroker.com/guide/h_exploration.html
Otherwise, add a custom metric to your backtest.
Mike
--- In amibroker@yahoogroups.com, "chuck_win" wrote:
>
> Hi,
>
> I do backtesting, and want t
Also, if you are using a non exhaustive optimizer (e.g. CMAE, Tribes, etc.)
there is no guarantee that the optimal solution will be found.
Mike
--- In amibroker@yahoogroups.com, Howard B wrote:
>
> Hi AJ --
>
> Are the settings the same?
>
> Are the issues being tested the
backtester code.
Read the following thread, including Tomasz's descriptions of static arrays,
for examples:
http://finance.groups.yahoo.com/group/amibroker/message/146164
Mike
--- In amibroker@yahoogroups.com, "chuck_win" wrote:
>
> I try to check MA inside Custom back
, or move the
main initialization above the procedure usage.
http://www.amibroker.com/guide/a_userfunctions.html
Mike
--- In amibroker@yahoogroups.com, "sidhartha70" wrote:
>
> I'm going to shame myself by asking a very simple question... why does the
> following code pro
he AA Settings when rounding.
SetPositionSize(( pctVolaRisk / 100 ) / ( ATR(period) * pointVal ),
spsPercentOfEquity);
Mike
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
> Mike,
>
> Just out of interest (as I've already solved this using CBT):
> Is it poss
And, perhaps more directly to your question:
http://finance.groups.yahoo.com/group/amibroker/message/146164
Though, if using a newer version of AB, you can use static arrays as mentioned
by Tomasz in the the thread.
Mike
--- In amibroker@yahoogroups.com, "Mike" wrote:
>
>
Same answer as 5 hours ago ;)
http://finance.groups.yahoo.com/group/amibroker/message/150894
Mike
--- In amibroker@yahoogroups.com, "pcmoxon" wrote:
>
> Hi, can anyone tell me how to add extra fields to a backtest trade list
> report and results window?
>
> For exa
Sorry, the predefined example should have read:
varA = a[i];
varB = b[i];
varC = c[i];
not
varA = a[index];
...
Mike
--- In amibroker@yahoogroups.com, "Mike" wrote:
>
> To get you on your way to the more important stuff, the quick and dirty
> solution would be to just
http://www.amibroker.com/guide/a_custommetrics.html
Mike
--- In amibroker@yahoogroups.com, "chuck_win" wrote:
>
> I try to collect stats of an optimize by adding a custom column to the
> results window.
>
> Thanks very much in advance.
>
> Charles
>
values from file based
on a single optimized variable (e.g. index). This would probably kill
performance though.
Mike
--- In amibroker@yahoogroups.com, "jhjh" wrote:
>
> Suggestions on how to program the following?
>
> "a must be less than b, which must be less tha
entry/exit (e.g. Open). In the first case you would
effectively be entering/exiting at the Low. In the latter case you would be
entering/exiting at perhaps the Open, depending on your settings.
Naturally, this would affect the performance and the availability of funds for
later trades.
Mi
t has
a LoadTemplate function and a Document property. Again, set the Name property
of the Document to change the symbol.
Mike
--- In amibroker@yahoogroups.com, Progster wrote:
>
> Hi.
>
> Using OLE/jscript, I would like to do the following:
>
> 1.Start AB
> 2.C
SetPositionSize((Risk * 0.01) / (ContractSize * ATR()), spsPercentOfEquity);
Mike
--- In amibroker@yahoogroups.com, "pcmoxon" wrote:
>
> Hi,
>
> I am trying to write some AFL so I can backtest various trading systems for
> forex.
>
> One part of the system i
Dubi,
According to Tomasz, CMAE is available in 64 bit.
http://finance.groups.yahoo.com/group/amibroker/message/150820
Mike
--- In amibroker@yahoogroups.com, "dubi1974" wrote:
>
> Hi Mike,
>
> Same machine, same optimization.
> I am using Windows 7x64bit. CPU is
Bruce,
Thanks for the info. I haven't got around to dissecting that optimizer yet.
And, yes, I completely agree that a fixed seed option would be very useful.
Mike
--- In amibroker@yahoogroups.com, "Bruce" wrote:
>
> Mike -
>
> Minor correction and maybe more than
exactly the same number of backtests.
Mike
--- In amibroker@yahoogroups.com, "dubi1974" wrote:
>
> Hi,
>
> I tested it and compared an normal optimization process between 32bit and 64
> bit. On the same formula Amibroker 32-bit took more than 8 hours for the
&g
t was superior to
A, which is not at all the case.
http://www.investorglossary.com/compound-annual-return.htm
Mike
--- In amibroker@yahoogroups.com, "engineering_returns"
wrote:
>
> Hello AmiBroker - Experts,
> often i do test strategies within a specific date range. The st
Unless, of course, the police yell "ExitAtStop set to 2!" In which case that's
exactly what it means :)
"ExitAtStop = 2 - check High-Low prices but exit NEXT BAR on regular trade
price."
Mike
--- In amibroker@yahoogroups.com, Keith McCombs wrote:
>
> '
your backtest with detailed reporting (see AA Settings) and you will get a
bar by bar breakdown of signals, entries, exits and reason for rejections.
Mike
--- In amibroker@yahoogroups.com, "michaels_musings"
wrote:
>
> Anyone know how to get the Backtester and Optimizer to include a
Trade delays apply only to Buy/Sell/Short/Cover, not stops. The exitatstop
argument of ApplyStop dictates the timing of the stop.
Mike
--- In amibroker@yahoogroups.com, "graphman27" wrote:
>
> Keith: Well, let's say for example that I use exchange-traded funds that
>
Try this:
SetTradeDelays( 1, 1, 1, 1 );
SetPositionSize(2, spsPercentOfEquity);
BuyPrice = O;
SellPrice = O;
Buy = mtRandomA() <= 0.4; // 40% chance of buy
Sell = mtRandomA() <= 0.2; // 20% chance of sell
Mike
--- In amibroker@yahoogroups.com, "spacebass5000" wr
/
Probably not much to be gained by doing so. There are examples of older
software that did not perform well in a multi core environment, in which case
setting the affinity was the solution.
More info:
http://en.wikipedia.org/wiki/Processor_affinity
Mike
--- In amibroker@yahoogroups.com, "Rob&qu
Have a look at this link:
http://finance.groups.yahoo.com/group/amibroker/message/133629
Mike
--- In amibroker@yahoogroups.com, "michaels_musings"
wrote:
>
> Hi Dave,
>
> As I understand it, you can't.
>
> The number of bars defines how large any array can
http://www.amibroker.com/guide/h_portfolio.html
Mike
--- In amibroker@yahoogroups.com, "rus" wrote:
>
> Hello there AB people,
>
> Could anyone point out the difference between raw and actual signals
> generated by the backtest code?
>
> Thanks,
> Dre
>
L Library which may be useful:
http://www.amibroker.com/members/library/detail.php?id=1225
Mike
--- In amibroker@yahoogroups.com, "Matthias" wrote:
>
> Keith and Mike,
>
> thank you very much for your helpful postings. Looks like I'll have a long
> weekend :).
a master exploration that #include each of the multiple rule
sets.
Worse case scenario; remove the ApplyStop functionality from your existing
script and keep running it in the backtester for signal generation. Just be
sure to use the revised one for actual backtesting when doing system analysis
blem.
If you want to run an Exploration each night to see what you should be
trading the next day, just use AddColumn to output the values of
BuyTrigger and SellTrigger instead of Buy and Sell respectively.
Mike
--- In amibroker@yahoogroups.com, "graphman27" wrote:
>
> I want to simp
e.g.
SetTradeDelays(0, 0, 0, 0);
Trigger = ...;
Buy = Ref(Trigger, -1);
BuyPrice = Close;
Your signal still shows up Monday night. But, you don't act on it until Tuesday
Close. That's what you're doing in real life anyway, so just make your code
show the same.
Mike
--- In amibr
No. Order doesn't make a difference.
Function declarations must come first, before they can be used. Backtesting
code does not suffer the same restriction.
Mike
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
>
>
> Ok - one last question (sorry ;-) ) - I&#
It keeps the old value.
Mike
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
> For my better understanding of OOP:
>
> When I copy an object property...
>
> e. g.
>
> CurrentEquity = bo.Equity;
>
> ... if the bo.Equity property changes afterw
ar )
);
// units = CurrentEquity * ( systemMMVolatilityPercent / 100 ) /
Test[bar];
// sig.PosSize = sig.Price * units;
}
}
bo.ProcessTradeSignals( bar );
}
bo.PostProcess();
}
Mike
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
> Thank you Mike.
>
> My knowledge of th
I think that you're asking for this:
firstbar = Status("firstvisiblebar");
Plot(Close / Close[firstbar], "Buy & Hold", colorDarkGrey, styleLine);
Mike
--- In amibroker@yahoogroups.com, "Chris DePuy" wrote:
>
>
>
> I'm trying to plot t
.
Mike
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
> Thank you Mike.
>
> My knowledge of the custom backtester is still pretty limited (my first
> try), although I have been readining everything I could get my hands on.
>
> Now the ticker symbols the
).
Mike
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
> Hello,
>
> I'm *slightly* frustrated here, as I am trying to implement correct Percent
> Volatility Position Sizing into AB (let alone Percent Risk Position Sizing
> which should be even harder to cod
actual usage would be a far more useful contribution to the forum.
Mike
--- In amibroker@yahoogroups.com, "Anthony Faragasso" wrote:
>
> I agree...all are freely availableThere are other(s) doing the same
> thing...
>
> Do you think any monetary considerations are
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