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Tomasz,
Re: >> 3. Delays can be controlled by Ref, for example to delay a buy signal
one day:
Buy = Ref( Buy, -1 )<<
Correct me if my thinking is wrong here. The documentation of REF is:
The formula "ref( CLOSE, -14 )" returns the closing price 14 periods ago.
Thus, you could write the 14-day price rate-of-change (expressed in points)
as "C - ref( C, -14 )." The formula "ref( C, +14 )" returns the closing
price 12 periods ahead (this means looking up the future)
If one wants to delay a buy signal by one day, should it not be coded Buy =
Ref(Buy, +1) ? Should we use a positive number because the day is in the
future?
Thanks,
Rick
-----Original Message-----
From: Tomasz Janeczko [mailto:amibroker@x...]
Sent: Thursday, April 18, 2002 3:31 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] EQUITY LINE
Stephane,
Yes Equity function uses backtester settings. Otherwise its output would
not match the output of the backtester.
As for the future - you will be able to control all settings from the
formula level
so then you will be able to use various settings.
Please note that even now you can control many settings from the formula
level:
1. Stops can be controlled via ApplyStop
2. Trade prices can be controlled via BuyPrice, SellPrice, ShortPrice,
CoverPrice
3. Delays can be controlled by Ref, for example to delay a buy signal one
day:
Buy = Ref( Buy, -1 )
4. Position size can be controlled by PositionSize variable.
The only things that you can control yet from the formula level are
- initial equity, commission, interest rate and "points only" mode.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "nenapacwanfr" <nenapacwanfr@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, April 18, 2002 8:43 AM
Subject: [amibroker] EQUITY LINE
> Tomasz,
>
> it appears that equity line is dependant of the parameters in the
> settings,
> so it seems impossible to use the stats results of a primary system
> in a second system.
> is there a solution to get a independant equity with the settings (
> i think you have already written this with Hermann)
>
>
> Hermann,
>
> if you want for this purpose above I have written a equity plugin (
> only for long)
>
> stephane
>
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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