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I'm down to just a few hairs over a problem I'm having with the
forumla below:
//---------------------------------------------------
X1=Optimize("X1",20,10,20,1);
Dbuy=Optimize("Dbuy",9,0,20,1);
Dsell=Optimize("Dsell",1,0,20,1);
osl = 3;
oAvrsi = 50;
ApplyStop(2,1,Optimize("Trl Stop %",10,5,10,1),0);
s1=MA(RSI(X1),osl);
AVRSI=MA(s1,OAvrsi);
Buy = Cross( s1,AVRSI-DBuy);
Sell = Cross( AVRSI+Dsell,s1);
Short = Sell;
Cover = Buy;
//Buy = ExRem( Buy, Sell );
//Sell = ExRem( Sell, Buy );
//Short = ExRem( Short, Cover );
//Cover = ExRem( Cover, Short );
//---------------------------------------------------
The problem is that when I back test it against the NDX-X From TC2000
with the following settings:
>From 1/1/1997 to 7/15/2002
Initial equity: 10000
Posisitions: Long and Short
Peiodicity: Daily
Commissions: percent = 0
Buy Price: Close with delay of 1
Sell Price: Close with delay of 1
Short Price: Close with delay of 1
Cover Price: Close with delay of 1
Max loss Stop: disabled
Profit target: disabled
Trailing stop: disabled
Reporting: overall summary, settings, incl out-of-market are checked
with "Trade list with prices and pos" selected.
and double click on the resultant grid I get a bunch of arrows. When
I check against the trades in the grid versus the arrows for the year
2000 I see a lot of extra arrows. In reading the forum
messages I learned that you can right click on the grid and
select "Show arrows for actual trades" which I've done and the
green/red arrows change. The trades on the grid now seem to match the
arrows except that it shows a buy arrow for 7/5/2002 which is not
listed in the grid as a trade. Coincidentally on that same date the
short from 5/30/2002 is stopped out via the applystop. Is this
preventing the buy? If so how can I Fix this?
I read in a post (see link below) that in Version 4.0 and later that
you're not supposed to use the ExRem function anymore.
http://groups.yahoo.com/group/amibroker/message/17676?threaded=1
Is that correct or should I use the ExRems? (I want to do some tests
on a year by year basis)
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