|
PureBytes Links
Trading Reference Links
|
Hi,
Thank you Dima for all these suggestions, they are very useful and will
be considered for the inclusion in the next versions of AmiBroker.
As for point 4. "Ability to fill the array with particular value starting from the date when another array has 'true' value"
I think that it can be easily implemented using currently available Cum() and IIF() functions:
trigger = cross( macd(), 0 ); /* example trigger array : holds only 0 (false ) and 1 functions */
stairway = cum( trigger );
/* a "stairway" array :-) holds 0 - before trigger was true for the first time,
1- after first occurence of true in trigger, 2 - second, and so on */
my_if_trigger_array = IIF( stairway == 0, constant_value_before_first_true,
IIF( stairway == 1, constant_value_after_first_hit,
IIF( stairway == 2, constant_value_after_second_hit,
IIF( stairway == 3, constant_value_after_third_hit, constant_value after_next_hits ) ) ) );
Hope it helps.
BTW: Other types of stops (including Breakeven, trailing stops, profit target) will be built-in feature in version 3.5 or 3.6.
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
----- Original Message -----
From: "Dima Rasnitsyn" <rasnitsyn@xxxx>
To: <amibroker@xxxxxxxxxxx>
Sent: Monday, January 01, 2001 12:52 AM
Subject: RE: [amibroker] Profit Taking?
> Hello Tomasz and all!
>
> Happy New Year, new Century, and New Millennium!
>
> I think the following additions will improve the Back-testing feature of
> AmiBroker:
> 1) Ability to specify buy and sell price. Something like 'buyprice' and
> 'sellprice' arrays (My apology for repeating this request - it was
> previously expressed in the message sent directly to Tomasz)
> 2) Separate offsetting position from opening another one. I mean ability to
> separate sell closing long position from sell opening a short position.
> Without this feature I do not thing it's possible to test longs and shorts
> in one shot.
> 3) Ability to filter out excessive buy and sell signals, i.e. the repetitive
> signals which are ignored by the back-testing system, but still displayed by
> Guru Commentary. This is important if my stop loss or target is calculated
> based on the entry price. Any excessive buy/sell signals (even if they are
> ignored by the back-testing system) result in recalculation of that value.
> 4) Ability to fill the array with particular value starting from the date
> when another array has 'true' value. This is important for implementation of
> trailing stop losses.
> 5) Ability to specify programmatically whether the repetitive buys/sells
> (i.e. multiple buys before the first sell) should be ignored. Sometimes one
> would like to add to the position when additional entry signal is
> generated). It'd be also good to be able to specify what to do if buy and
> sell signals happen at the same day (this can happen if your exit criteria
> is based on the specific target price or the number of days since entering
> the trade)
>
> Probably some of the requested features can be implemented using the current
> AFL functionality. It would be great if you can point me out for the way to
> do it.
>
> Thank you,
> Dima.
>
> -----Original Message-----
> From: Tomasz Janeczko [mailto:tjaneczk@x...]
> Sent: Friday, December 29, 2000 4:39 AM
> To: amibroker@xxxxxxxxxxx
> Subject: Re: [amibroker] Profit Taking?
>
>
>
> Hello,
>
> > My question is this: Is there a way to have AmiBroker set the sell
> > price at the profit level, instead of the close, high, low, etc. of
> > the day? For example if I buy at the close when XYZ = 100, and
> > profit level is 3%, I want to sell at 103. If the next day the high
> > of the day was higher than 103 (say 105), but the close was 102,
> > AmiBroker sells me at 102, NOT 103 (my intended profit taking level).
> Currently you can only set your exit price at one of open,close,high,low
> ("Settings" button in Auto-Analysis)
> "Intra-day" stops will be implemented in the future.
>
> BTW: I received some valuable feedback from all of you about
> back-testing feature of AmiBroker - thank you and still want to hear more!!!
> If you have any idea for improving back testing module (or any other
> part of AmiBroker) please don't hesitate to write me.
> Also - I have to update TODO list on my site since it is now obsolete.
> A new version which is coming in January has a lot of features not included
> on the to-do list. These are mostly the things that all of you suggested!
>
> > BTW, I love this software!!!
> Thanks! I hope that you will love it more seeing all your wishes coming up
> in the future versions !!!
>
>
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
>
>
>
>
>
>
>
>
>
>
>
|