this is what I have ended up using...
- start code -
SetTradeDelays(1,1,1,1);
BuyPrice = O;
SellPrice = O;
ShortPrice = O;
CoverPrice = O;
// want to hold for a random period no longer than 50 days
MaxHoldDays = 50;
RandomNum = floor(Random() * 100);
while(LastValue(RandomNum, False) > MaxHo
Greetings --
Tomasz has added the Mersene Twister algorithm for generation of random
numbers since my book Quantitative Trading Systems was printed.
See the AmiBroker help files for mtrandom for details.
mtrandom is a better algorithm than the one distributed with most language
packages, includi
Greetings --
This is the code being referred to from my book, Quantitative Trading
Systems.
Thanks,
Howard
//EnterAtRandom.afl
//
//Entry a position at the close of a random bar.
//
//A random entry for use as a benchmark.
//
//Expect this entry to mirror the buy and hold.
//
Hi,
I don't know the last author.
Best regards
|_SECTION_BEGIN("ct1");
/*
Coin Toss model , it has nothing to do with Technical OR Fundamental
Analysis
It has nothing to do with entry or exit rules.
Here One books profits and losses at a predefined percent.
This Model was Insp
wow, how did I miss this... i have read and reread this book many times. thanks
for the reminder!!!
--- In amibroker@yahoogroups.com, "notanaiqgenius" wrote:
>
> If you happen to have Howard Bandy's book, Quantitative Trading Systems, you
> can see page 91-92 for an example of random entrie
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,
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" wrote:
>
> Hey all,
>
