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Tomasz,
Thanks for clearing up my brain freeze !
Rick
-----Original Message-----
From: Tomasz Janeczko [mailto:amibroker@x...]
Sent: Friday, April 19, 2002 5:34 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] EQUITY LINE
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/
>
>
>
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
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