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Tomacz,
version3.80.01
stephane
>
> Which AmiBroker version are you using now?
>
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
>
>
> ----- Original Message -----
> From: "Stephane Carrasset" <nenapacwanfr@xxxx>
> To: <amibroker@xxxx>
> Sent: Friday, November 16, 2001 5:03 PM
> Subject: [amibroker] system tester & pastaga
>
>
> > Tomacz,
> > I am bugged with buyprice & sellprice on stop
> > or the system tester doesn't love me.
> >
> > 1/for me a system with stop is :
> > a buy = binary peak ( 0 or 1)
> > a sell= binary peak ( 0 or 1)
> > a buyprice= a price between the H and low when the buy ==1
> > a sellprice= a price between the h and the low when the sell ==1
> >
> > 2/ so if I take
> > Buy= N;
> > Sell= Xb ;
> > BuyPrice= C;
> > SellPrice= C;
> >
> > the results are correct
> >
> > if I change to
> > Buy= N;
> > Sell= Xb ;
> > BuyPrice= Np;
> > SellPrice= Xp;
> >
> > where Np and Xp are the value of a stop, the results are wrong,
even
> > sometimes the buy&hold is wrong
> >
> > 3/youdon't believe me??
> >
> > try to plot the buyprice & sellprice , they gives correct value
on a
> > chart
> > try to test the system, that doen't work.
> >
> > MaxGraph=14;
> >
> >
> > chtop = Ref( HHV( High, 20), -1 );
> > chbot = Ref( LLV( Low, 10 ), -1 );
> >
> > Setup=OBV()>MA(OBV(),30) ;
> > N= Ref(setup,-1) AND H>(Chtop*1.005) ;
> > N= Hold(N ==0,2) AND N;
> > Np= ValueWhen(N,(Chtop*1.005),1);
> >
> > /****************Stop Profit****************/
> > Pct=5;
> > Spp=ValueWhen(N,Np*(1+(Pct/100)));
> > Sp= H>spp AND BarsSince(N)!=0;
> > Sp=Hold(Sp==0,2) AND Sp;
> >
> > /****************Stop Loss******************/
> > PerSl= 0.99; /* Optimize("Pct",0.99,0.975,0.995,0.005); */
> > Slp= ValueWhen(N,LLV(L,5))*PerSl;
> > Sl= L<Slp AND BarsSince(N)!=0;
> > Sl= Hold(Sl==0,2) AND Sl;
> >
> > /************Stop******************/
> > Stop= Sp OR Sl;
> > Xb= ExRem(Stop,N);
> >
> > /**************Define Stops Price*********/
> > Spp=IIf(Xb,IIf(O>= Spp ,O,
> > IIf(H> Spp , Spp ,0)),0);
> > Slp=IIf(Xb,IIf(O<= Slp ,O,
> > IIf(L< Slp, Slp ,0)),0);
> > Xp=
> > IIf(Xb,IIf(Spp>0,Spp,IIf(Slp>0,Slp,0)),Close);
> > Xp=ValueWhen(Xb,Xp);
> >
> > /***********Buy& Sell Signals**************/
> > Buy= N;
> > Sell= Xb ;
> > BuyPrice= Np;
> > SellPrice= Xp;
> >
> >
> > /****************Graph****************/
> > Graph0=Close;
> > Graph0Style=64;
> > Graph0BarColor = IIf( Buy, 6, IIf(Sell , 4 , 1 ));
> > Graph3=np;
> > Graph3Style=1;
> > Graph3BarColor =5;
> > Graph4=xp;
> > Graph4Style=1;
> > Graph4BarColor =6;
> > /**end**************/
> >
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
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