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Re: Abandoned Old Feature



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Yes, I have. But I got the same error.

Here's my simple moving average crossover script for your review:

==================================================

len1 = optimize( "Short Simple Moving Average Length", 20, 5, 200, 1 );
len2 = optimize( "Long Simple Moving Average Length", 40, 5, 200, 1 );

len1 = lastValue(IIF(IsEmpty(len1), 1, len1));
len2 = lastValue(IIF(IsEmpty(len2), 1, len2));

condition1 = cross(ma(close, len1), ma(close, len2));
condition2 = cross(ma(close, len2), ma(close, len1));

buy = cover = condition1;
sell = short = condition2;

buy = ExRem( buy, sell );
sell = ExRem( sell, buy );

exclude =NOT (buy OR sell );

==================================================

sincerely,


--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Hello,
> 
> Have you inserted it at the end of the formula?
> 
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
> 
> 
> ----- Original Message -----
> From: <qqqqq_99999_qqqqq@xxxx>
> To: <amibroker@xxxx>
> Sent: Wednesday, September 12, 2001 6:17 PM
> Subject: [amibroker] Re: Abandoned Old Feature
> 
> 
> >
> > Thank you for your reply.
> >
> > I inserted the line to my script but it does not seem to be 
working.
> >
> > The "checking for buy/sell signals" window comes up as usual and 
AB
> > finishes a backtest normally but there is nothing in the Result
> > Window.
> >
> > Could you show me some example scripts of "exclude"?
> >
> > sincerely,
> >
> >
> > --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> > > Hello,
> > >
> > > AmiBroker supports a new variable "exclude" that allows
> > > to exclude the stocks from back-testing.
> > >
> > > In order to simulate the old behaviour it is enough to
> > > write:
> > >
> > > exclude = NOT ( buy OR sell );
> > >
> > >
> > > Citation from manual (AFL Reference Manual):
> > > "Exclude - If defined, a true (or 1) value of this variable
> > excludes current symbol from scan/exploration/back test. They are
> > also
> > > not considered in buy and hold calculations. Useful when you 
want
> > to narrow your analysis to certain set of symbols."
> > >
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > ===============
> > > AmiBroker - the comprehensive share manager.
> > > http://www.amibroker.com
> > >
> > >
> > > ----- Original Message -----
> > > From: <qqqqq_99999_qqqqq@xxxx>
> > > To: <amibroker@xxxx>
> > > Sent: Monday, September 10, 2001 6:31 PM
> > > Subject: [amibroker] Abandoned Old Feature
> > >
> > >
> > > > Hi,
> > > >
> > > > When I backtest on a portfolio of 3000 stocks and get trades 
on
> > only
> > > > 1500 stocks, Sytem Test Report shows "Return on account",
> > "Buy&Hold
> > > > profit" and "Buy&Hold return" on a portfolio of 3000 stocks, 
not
> > > > 1500.
> > > >
> > > > Earlier versions (before 3.64beta) of AmiBroker used to 
report
> > those
> > > > stats on the screened stocks and I could divide "Total 
profit"
> > > > by "Return on account" to get a number of screened stocks.
> > > >
> > > > I'm aware of the argument made by Jaco Jonker in message 2986 
but
> > I'm
> > > > still interested in the stats.
> > > >
> > > > Is there an easy way to get those numbers on the screened 
stocks?
> > > >
> > > > sincerely,
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > Your use of Yahoo! Groups is subject to
> > http://docs.yahoo.com/info/terms/
> > > >
> > > >
> > > >
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to 
http://docs.yahoo.com/info/terms/
> >
> >
> >