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this works for me. Better than having to hard code a number. When
will it be available?
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Hi,
>
> This functionality will be provided by Status() function
> that will return a start/end date/bar of the analysis period.
>
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
>
> ----- Original Message -----
> From: "techwatcher" <ppark@xxxx>
> To: <amibroker@xxxx>
> Sent: Sunday, September 30, 2001 8:06 PM
> Subject: [amibroker] Re: watchlist and buy signals
>
>
> > 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/
> > > >
> > > >
> > > >
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
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