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Tomasz,
It might be useful to provide a function which would produce a
signal at the beginning of the time period specified in the range
box of automatic analysis. This would allow writing more portable
code. I have seen at least one other posting where it perceived as
desireable to separate out the explore phase from the backtest phase
and this kind of function would allow easier testing of a watchlist
of symbols that represented the result of an arbitrary filter. The
function could be something like
gensignal(type,range_option)
where type is a constant;type =1(buy), type=2(sell), type=3(cover),
etc and range_option specifies the particular radio button to use in
the range section of the automatic analysis dialog box.
What do you think??
Thanx,
Phil
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Hello,
>
> The method you describe works if you set backtesting
> range to "All quotations".
> buy = 1; buy = exrem( buy, 0 );
> does generate the array of single "1" at the beginning
> of the data series (similarly to buy = cum(1) == 1)
> but if you are using date ranges this signal
> occurs outside of testing range, therefore you get
> an empty trade list.
>
> A workaround to this problem is to use datenum() function.
> If you for example want to generate a single buy signal
> on March 7, 1999 you should write:
>
> buy = datenum() == 990307;
>
>
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
>
>
> ----- Original Message -----
> From: "techwatcher" <ppark@xxxx>
> To: <amibroker@xxxx>
> Sent: Saturday, September 29, 2001 10:41 PM
> Subject: [amibroker] watchlist and buy signals
>
>
> > Folks,
> >
> > I just registered yesterday, but have looked at the documentation
> > and some other postings so bear with me.
> >
> > Let's suppose that I have developed a filter for producing a set
of
> > stocks from a universe, but it does not do quite what I want. So,
> > I "Explore" (using automatic analyser) the filter and then copy
the
> > list of stocks in the "explore" result into a watchlist. I then
> > manually remove the stocks from the watchlist whose charts I
don't
> > like. Now, I want to backtest the remaining stocks by selecting
the
> > filter button on the automatic analyser dialog box. In this
> > scenario, I would like to buy each stock once at the beginning of
> > the test period and let them run for up to two weeks or exit
before
> > according to some exit criteria. Now I thought that I could use
the
> > exrem function to produce a buy signal for each stock on the
first
> > bar (or day) only in the following manner:
> >
> > buy = exrem(1,0);
> >
> > /* I am assuming that the above produces array1=[1,1,1,1,...] and
> > array2=[0,0,0,0,...] and that therefore buy=[1,0,0,0...] --
maybe
> > this is my problem??? */
> >
> > sell= <some condition>;
> >
> > However, this seems to produce the empty set on hitting the scan
> > button in the analyser. What is the best way to produce a buy
signal
> > on just the first day for each stock in my watchlist?
> >
> > (PS:I know that I have set up the watchlist and filter correctly
in
> > the automatic analyser because "buy=1" produces a buy signal
> > everyday for all of the stocks in my watchlist)
> >
> > thanx,
> > Phil
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
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