[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Adding a log scale into applystop.



PureBytes Links

Trading Reference Links

Hello,

I am afraid I don't understand what you are trying to do.
First: I already mentioned that ApplyStop DOES NOT
return any useful value (it just sets internal backtester variables)
therefore statements like this:
> Filter = ApplyStop(1,1,X,0) == 1 OR ApplyStop(0,1,Y,0) == 1;

do not make any sense.

Also ApplyStop() affects ONLY "Back test" and "Optimization" modes. No other
modes of Automatic analysis are affected.

Also I am not quite sure what was the intention of the following statements:
> X = 10/log10(Buy); 
> Y = 8/log10(Buy); 

if Buy is boolean value (either 0 or 1) 
10/log10() will be either undefined ( there is no logarithm from 0)
or 0 ( the log10 value from 1)

As far logarihmic scale is considered - please note that
using percents in stops (mode=1 in ApplyStop) automatically
ensures "logarithmic nature" of the price scale.

Best regards,
Tomasz Janeczko

----- Original Message ----- 
From: <artast@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, November 30, 2001 2:23 AM
Subject: [amibroker] Adding a log scale into applystop.


> Hi,
> 
> I'd like to add a logarithmic scale into my ApplyStop. But I still 
> have a problem with it. Assume,
> 
> Short = ...;
> X = 10/log10(Buy); file://Min Cover Profit target stop in %
> Y = 8/log10(Buy); file://Max Cover Loss Stop in %
> ApplyStop(1,1,X,0);
> ApplyStop(0,1,Y,0);
> Cover = 0;
> 
> Filter = ApplyStop(1,1,X,0) == 1 OR ApplyStop(0,1,Y,0) == 1;
> AddColumn(C,"C",1.2);
> AddColumn(X,"X",1.2);
> AddColumn(Y,"Y",1.2);
> 
> Thanks in advance for any reply.
> 
> Regards,
> artast
> 
> 
> 
> 
> 
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/ 
> 
> 
>