Thanks very much!
--- In amibroker@yahoogroups.com, "Mike" wrote:
>
> 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" w
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've just noticed that you put t
Ok - one last question (sorry ;-) ) - I've just noticed that you put the system
code in front of the custom backtester code.
I was thinking that the custom backtest code has to come *first*.
Could that be the culprit of the problem?
--- In amibroker@yahoogroups.com, "Mike" wrote:
>
> Works fin
Oh - forget my last question; I've just noticed it in the code.
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
> Thanks Mike.
>
> I'm using Quotes Plus as a database and had some problems recently (crashes
> of AB when using too many GetExtraData calls), which is currently under AB
> s
Thanks Mike.
I'm using Quotes Plus as a database and had some problems recently (crashes of
AB when using too many GetExtraData calls), which is currently under AB
support's investigation.
Today I've noticed that I get signals (and trades) for indexes, although I have
them excluded in AB's filt
Works fine for me. I've added a simple trading system to your code (as
well as a date to your Trace output).
Running it against the AmiBroker trial version database with a watchlist
of (AA, CAT, ^DJI) works fine. Note that trades are never taken for ^DJI
since there is insufficient equity (initial
Mike,
I understand this (at least I think so).
But at least for each *trade* displayed in the backtest window, there should be
a corresponding *signal* in the trace window.
That's not the case. I cannot find one single ticker in the trace windows which
is also displayed in the backtest window.
What you are generating is the information regarding the *signals*. What the
backtest window lists are *trades*.
The two will not always be the same. Position size, max open positions,
remaining equity, etc. all will play a role in allowing some signals to be
traded while filtering out others.
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 _TRACE window is giving me are completely
different (exclusive) than the ticker symbols that come up in the
b
Hi,
You can access ATR, and any other operation you want, from within the custom
backtester. If you have a recent copy you can use static arrays, otherwise
create a dynamic variable on the fly.
Have a look at the following thread:
http://finance.groups.yahoo.com/group/amibroker/message/146164
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