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Greg: I was
thinking that your original statement
<SPAN
class=900054615-21042002>
sell =
Ref(Buy,-20) rather than what you tried sell = Ref(Buy,20);
<SPAN
class=900054615-21042002>
Did you ever try
this?
<SPAN
class=900054615-21042002>
<SPAN
class=900054615-21042002>Ken
<FONT face=Tahoma
size=2>-----Original Message-----From: greg
[mailto:greg.bean@xxxx]Sent: Sunday, April 21, 2002 10:02
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Code help requested - Control length of trade
Hi,
I think I've got it now. My use of <FONT
color=#0000ff size=1>ExRem was
messing me up.
This seems to work ok.
/* MI Screens BackTest*/<FONT
color=#008000 size=1>
//Buy at open
on first Monday Of Month //<FONT
color=#000000 size=1>
Buyday = DayOfWeek<FONT
color=#000000 size=1>()==<FONT color=#ff00ff face="Courier New"
size=1>1 AND <FONT color=#0000ff
size=1>Day()<FONT color=#000000
face="Courier New" size=1>>=<FONT color=#ff00ff face="Courier New"
size=1>1 AND
Day<FONT
color=#000000 face="Courier New" size=1>()<=<FONT color=#ff00ff
face="Courier New" size=1>7; <FONT
color=#008000 size=1>// buy on Monday<FONT color=#000000
face="Courier New" size=1>
//Sell on Friday, 4 weeks after buy//<FONT color=#000000
face="Courier New" size=1>
Sellday = <FONT color=#0000ff face="Courier New"
size=1>DayOfWeek<FONT color=#000000 face="Courier New"
size=1>()==5<FONT
color=#000000 face="Courier New" size=1> AND <FONT color=#0000ff
face="Courier New" size=1>Day<FONT color=#000000 face="Courier New"
size=1>()>=<FONT color=#ff00ff face="Courier New"
size=1>21 AND
Day<FONT
color=#000000 face="Courier New" size=1>()<=<FONT color=#ff00ff
face="Courier New" size=1>31<FONT color=#000000 face="Courier New"
size=1>;//sellon
friday
Buy=Buyday
;
Sell=
Sellday; //
sell on Friday 20 days after buy
//ApplyStop(2,3,Optimize("TrailingStop",15,0,20,5),1);
Greg
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A href=""
title=greg.bean@xxxx>greg
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>AmiBroker@xxxx
Sent: Sunday, April 21, 2002 10:12
AM
Subject: [amibroker] Code help requested
- Control length of trade
Hi,
Been trying a few things for the past 3 hours but
can't seem to get it right. Please help before I get divorced :)
.
Trade Rules:
1. Buy at open on first monday of
month.
2. Sell at open on Friday 4 weeks later (sell
after 28 days). That's sell after 20 bars . I think ?
Pretty simple. But I guess I'm even moresimple:(
I've tried sell=ref(buy,20).
<FONT face=Arial
size=2>
sell = barssince(buy)=20
and various other tthings, but I'm getting
nowhere.
Here's what I've got so far.
/* MI Screens BackTest*/<FONT
color=#008000 size=1>
//Buy at open
on first Monday Of Month //<FONT
color=#000000 size=1>
Buyday = DayOfWeek<FONT
color=#000000 size=1>() == 1<FONT
color=#000000 size=1>; // buy on
Monday<FONT
color=#008000 face="Courier New" size=1>
//Sell on Friday, 4 weeks after buy//<FONT color=#000000
face="Courier New" size=1>
Sellday = <FONT color=#0000ff face="Courier New"
size=1>DayOfWeek<FONT color=#000000 face="Courier New"
size=1>()==5<FONT
color=#000000 face="Courier New" size=1>;<FONT color=#008000
face="Courier New" size=1>//sell on friday<FONT color=#000000
size=1>
Buy=Buyday <FONT color=#000000 face="Courier New"
size=1>;
Sell=<FONT color=#000000 face="Courier New"
size=1>Sellday+<FONT color=#ff00ff face="Courier New"
size=1>20; <FONT color=#008000
size=1>// sell on Friday 20 days after buy
<FONT color=#008000
size=1>//ApplyStop(2,3,Optimize("TrailingStop",15,0,20,5),1);<FONT
color=#000000 size=1>
Buy=ExRem<FONT color=#000000
size=1>(Buy,Sell);
Sell=ExRem<FONT color=#000000
size=1>(Buy,Sell);
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