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Hello,
This will be available in v3.8 (two, three weeks from now).
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
----- Original Message -----
From: "techwatcher" <ppark@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, September 30, 2001 9:05 PM
Subject: [amibroker] Re: watchlist and buy signals
> 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/
> > >
> > >
> > >
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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