shift = Param("shift", 1, 1, 5, 1);
CompressedArray = TimeFrameCompress( Ref( Close, -shift), inWeekly);
Plot( Close, "Close", colorBlack );
Plot( Ref( TimeFrameExpand( CompressedArray , inWeekly ), shift), "expanded",
colorRed);
Title = "Day of week: " +DayOfWeek();
--- In amibroker@yahoogr
t; > then do it
> > > > > > > > again for EOD day 2 and apply the resulting 500 tickers
> > > > to day
> > > > > > > > 3, etc.?
> > > > > > > > That would be awesome!
> > > > > > > >
> >
ting so when I test my strategy I am not using 8000 tickers but
> "only" the 500 closest to HHV based on their daily(yesterday) EOD
close.
>
> Thanks all for your help. I really feel like this is going somewhere!
>
> Louis
>
>
> 2008/7/13 glennokb <[EMA
If I understand what you are trying to do, maybe this method - Osaka!
It creates a composite which you can reference in your system for
backtesting
Note that the 500 may not be precise due to data holes (as Graham
mentioned). Plus I just added HHV(H,100) as an example but this need
to be repla
Hi,
I use a fixed amout of capital in backtesting, not increase position sizes
over the backtesting period while the equity is rising.
Capital = 10;
PosQty = 10;
PositionSize = -2 * BuyPrice/(2*ATR(10));
Using the Van Tharp position sizing, say I have a number of small
trades due to high v
> Are there any other paid coders for Amibrokers
> other than aflwriting ?
http://www.amibroker.com/freesupport.html
Services not covered by free support are available for programming
fee of $60/hour.
Hey Hammer,
Why not stick it all here for prosperity? :)
http://www.amibroker.com/library/addformula.php
Cheers, Glenn
--- In amibroker@yahoogroups.com, "oceanchimes" <[EMAIL PROTECTED]>
wrote:
>
> Hello Alistair,
> You are correct as it is designed to work as an include file. The
> followin
Or is it only possible to go from a daily timeframe and retrieve weekl
data? Thanks
--- In amibroker@yahoogroups.com, "tassieoak" <[EMAIL PROTECTED]> wrote:
>
> Hi,
>
> Is it possible to retrieve Monday's closing price while using a
> weekly timeframe please?
>
Hi Jay,
Might be wrong but having the positionscore outside of the
CustomBacktestProc the trades may be biased towards the top of the
alphabet. I think as trades come along in your list, they are
selected until the max trades is reached and the rest are rejected.
It would be good to positionsc
Hi,
Is it possible while using Positionscore to limit the number of trades
per bar? ie: 10 trades available but only take 3 of them by Positionscore.
Also, using SetOption("MaxOpenPositions", 10 ); so following bars take
further buys.
Thanks, Glenn
Hi,
Is there a simpler way to offset weekly bars to different days?
In the code below, the "weekly" 5 bars start on Tuesday and end on
Monday instead of Monday to Friday.
weekstart= Ref( DayOfWeek() < Ref( DayOfWeek(), -1 ), -6);
weekend = Ref( DayOfWeek() > Ref( DayOfWeek(), 1), -1);
> I can go in and uncheck them all and apply and then after the
> program opens again they are all checked once again.
After unchecking the boxes and selecting Apply-OK, try Menu-Tools-
Save Preferences.
Please note that this group is for discussion between users only.
To get support from Am
12 matches
Mail list logo
