Hi Steve,
I am fairly new here but I have been reading this thread between you and
Mike. I wrote some fairly simple code that might help you with your
original problem. I have used the ApplyStop function in my projects and
I think this code will do what you want to do. Your original questions
were
Hi Shahariar,
For the first question, I believe it would simply be the ROC (rate of
change) function:
PriceChange = ROC(Close, iDaysToLookBack);
//you want to detect times when there is a greater than 4% loss (more
negative, so less than -4)
Sell = PriceChange < -4;
For the second question, if
Not sure about RT data sharing or multiple-screen charting, as I don't do that,
but I know that you can open multiple copies of AB on the same computer to do
optimizations, or to have one that is doing an optimization and then work on a
different project in a separate instance.
Since i don't k
Hi System Mixers,
I've been following this thread. I see people want to do different things when
they say mix systems. If all you want to do is backtest on daily bars with
multiple systems, yet be able to test each system by itself first, one simple
way might be to obtain each system's equity c
Hi, I made this indicator for you. Try applying as an overlay. Let me
know if that works for you.
Paul
-
//RD stands for recession date
StartRD1 = 1050101;
EndRD1 = 1050631;
StartRD2 = 1000401;
EndRD2 = 1030101;
StartRD3 = 1070701;
EndRD3 = 1090301;
isRecession = (DateNum()>=StartR
e a way to do this? I remember
seeing a chart someplace that did this but can not find it. Second, I
would like to place the state date and end date for each recession in a
csv, but is there a way to read the start and end dates (from column A
and B, respectively) into the arrays that you have?
>
result" in using 100k$ to backtest your
> 2 Systems. If you operate on a non-percent-risk model, it might work, but a
> non-percent-risk model ( e.g. fixed number of shares) is not really
> state-of-art.
>
> ...just thinking out loud...
>
>
> --- In amibroker@yah
groups.com, "bistrader" wrote:
>
> Wow. Need to study. More work than expected. Most is ready the csv file
> and converting to 1s and 0s it appears. Thanks for sharing.
>
> --- In amibroker@yahoogroups.com, "notanaiqgenius" wrote:
> >
> > Seb
If you happen to have Howard Bandy's book, Quantitative Trading Systems, you
can see page 91-92 for an example of random entries (but not exits). (Sorry,
I'm not going to post the code here out of respect for Howard's work.)
--- In amibroker@yahoogroups.com, "spacebass5000" wrote:
>
> Hey all,
I wholeheartedly agree with Ed. Although I have experience with coding
in Tradestation, Amibroker was brand new to me.
I just started recently and I feel I have come up to speed fairly
quickly. If you want to learn enough AFL to write some simple tests,
start by reading the section "Amibroker Form
Michael,
I'm not sure I understand your question fully either but maybe you have the
portfolio report mode HARD CODED into the strategy you are testing? This would
explain why you are always getting the detailed mode.
SetOption( "PortfolioReportMode", 1 );
If you see that in your code, then it
Hi,
Does anyone know a way to generate a full backtest report specifically for the
ENTIRE out-of-sample concatenated backtest?
I understand and know how to access the composite tickers such as ~~~ISEQUITY
and ~~~OSEQUITY, but I don't see a way I could then generate ONE full backtest
report fo
Hi isalert,
The stats.html files you see are PREVIOUS reports you have run. They all happen
to be named "stats.html". They are not different statistics of the same
backtest. You can look at the past reports you have run by clicking the
dropdown on the Report button in the Automatic Analysis win
Hi Spacebass,
It depends on whether you are trading multiple symbols. If you are trading
multiple symbols, then you will need to use a custom backtester script to
determine if you are long or short.
Remember that AFL first ranks signals from multiple markets and then executes
only some of
You can save the optimization results by choosing the FILE dropdown in
Automatic Analysis window and choosing EXPORT. Then be sure to save as HTML
file if you want to be able to reimport it to Automatic Analysis window. You
can do the Export command again if you want to save it as a CSV file too
e few functions I need into variable-length versions
that match the result of the built-in array functions. After doing so, I should
be able to generate an accurate out-of-sample backtest Report for the entire
out-of-sample concatenated series.
Paul
--- In amibroker@yahoogroups.com, "notanaiqgeni
PositionScore is always the ABSOLUTE VALUE of whatever you put in it.
>From the user guide's Portfolio-level back testing article:
"USING POSITION SCORE
You can use new PositionScore variable to decide which trades should be
entered if there are more entry signals on different securities than
ma
short then 2nd long then 2nd short until you are
either out of longs or shorts or both (or can't take any more signals in
portfolio).
Paul
--- In amibroker@yahoogroups.com, "notanaiqgenius"
wrote:
>
> PositionScore is always the ABSOLUTE VALUE of whatever you put in it.
emory Mac Pro and
the most memory I have seen myself use if about 2.7Gb of physical
memory... so I'm thinking 6Gb will be enough. Maybe you have some very
large AB databases or lots of symbols...? (I only look at about 30).
>
> Thanks again
>
> Rob
>
> --- In amibroker@yahoo
om 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 notanaiqgenius@ wrote:
> >
> > I actually agree that the Thermalright coolers are the way to go. I
happened to
> > have a
I have browsed the help guide but can't find a function to get the "From" and
"To" dates that are currently set in the Automatic Analysis Window. Does anyone
know a way to get these with code?
(I want this value because I have some inactive / delisted stocks in my
database but I have set the "T
Yes something like this is possible. Look in the reference guide / manual for
"PositionScore" keyword. You can set this equal to ROC and it will always take
the one with the highest ROC.
You might also investigate the rotational trading mode.
--- In amibroker@yahoogroups.com, Franca Zelbù wrot
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