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Re: [amibroker] EQUITY LINE



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Rick,

No to delay buy signal by one day in the code you would need to use
buy = Ref( buy, -1 );

Why?
As said in the manual:
"The formula "ref( CLOSE, -14 )" returns the closing price 14 periods ago."

So the Ref( Buy, -1 ) returns the buy signal from one day ago.

In other words TODAY Ref( buy, -1 ) returns the buy signal that occurred YESTERDAY.
This is what we want.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Rick Parsons" <RickParsons@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, April 19, 2002 4:23 AM
Subject: RE: [amibroker] EQUITY LINE


> 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/
> >
> >
> >
> 
> 
> 
> 
> 
> 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/ 
> 
> 
>