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But seriously folks my best trades have
been made using the Hindsight Indicator <font size=2 color=navy
face=Wingdings>J
Try setting the composite OHLCV to = ref(c,1)
etc should put all data back one day (probably lose the first days data of the
chart)
Then with whatever indicator you use have
a param setting for the arrays
Eg
X = Lastvalue( C )
C = Param(“C”,X, X-5,X+5,1);
Then test your theories
<span
>Cheers,
<span
>Graham
<span
>-----Original Message-----
From: Graham
[mailto:gkavanag@xxxxxxxxxxxxxx]
Sent: Wednesday, 5 February 2003
6:40 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Creating
an artifical security.
<font size=3
face="Times New Roman">
<font size=2 color=navy
face=Arial>My code
just removes the last bar, but if you are backtesting s system against an
indicator, why not use param function to vary the OHLC etc. Next step would be
to use that to look at tomorrows prics. Now if I could figure a way to create a
composite with tomorrows prices included, then a composite of that witout
tomorrows prices, then with the param you could fiddle away, then use the
alertif() when you get it right. Next would be to be able to instead of just
backtesting on previous data would be for Tomasz to actually build in the
ability to go back one day (or one week, whatever) so that we could test the
system, return to the start of the trend and place the order in real life. Hey,
if they can do it in Back to the Future movie why not in Amibroker <font
size=2 color=navy face=Wingdings>J
<font size=2 color=navy
face=Arial>
<font size=3 color=blue
face="Times New Roman">Cheers,
<font size=3 color=blue
face="Times New Roman">Graham
<font size=2 color=navy
face=Arial>
<span
>-----Original Message-----
From: dingo
[mailto:dingo@xxxxxxxxxx]
Sent: Wednesday, 5 February 2003
6:33 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Creating an
artifical security.
<font size=3
face="Times New Roman">
<font size=2 color=blue
face=Arial>Neat
code Graham!
<font size=2
face="Times New Roman">
<font size=2 color=blue
face=Arial>Now lets
say I'd like figure out what price for tomorrow (today in the composite,
right?) would cause a buy signal. How can I initialize that price and vary it
by .01 up or down until I get a buy or another signal?
<font size=2
face="Times New Roman">
<font size=2 color=blue
face=Arial>That
would be soooo very neat!!
<font size=2
face="Times New Roman">
<font size=2 color=blue
face=Arial>d
-----Original Message-----
From: Graham
[mailto:gkavanag@xxxxxxxxxxxxxx]
Sent: Tuesday, February 04, 2003
4:02 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Creating
an artifical security.
<span
lang=EN-AU >Try this to create composite with the last
day just being equal to previous close price and zero volume. Quote editor will
allow to enter the numbers.
<span
>
<font size=2 color=green
face="Courier New">// CREATE COMPOSITE WITH LAST DAY NOT ENTERED
<font size=2 color=green
face="Courier New">//USE SCAN BUTTON TO CREATE COMPOSITE, THEN QUOTE EDITOR TO ENTER
THE LAST Day MANUALLY
<font size=3
face="Times New Roman">
<font size=2 color=red
face="Courier New">O<span
lang=EN-AU > = <font
size=2 color=blue face="Courier New">IIf<font size=2
color=black face="Courier New">(<font size=2 color=blue
face="Courier New">DateNum<span
lang=EN-AU >()==<font
size=2 color=blue face="Courier New">LastValue<font size=2
color=black face="Courier New">(<font size=2 color=blue
face="Courier New">DateNum<span
lang=EN-AU >()),<font
size=2 color=blue face="Courier New">Ref<font size=2
color=black face="Courier New">(<font size=2 color=red
face="Courier New">C<span
lang=EN-AU >,-<font
size=2 color=fuchsia face="Courier New">1<font size=2
color=black face="Courier New">),<font size=2 color=red
face="Courier New">O<span
lang=EN-AU >);
<font size=2 color=red
face="Courier New">H<span
lang=EN-AU > = <font
size=2 color=blue face="Courier New">IIf<font size=2
color=black face="Courier New">(<font size=2 color=blue
face="Courier New">DateNum<span
lang=EN-AU >()==<font
size=2 color=blue face="Courier New">LastValue<font size=2
color=black face="Courier New">(<font size=2 color=blue
face="Courier New">DateNum<span
lang=EN-AU >()),<font
size=2 color=blue face="Courier New">Ref<font size=2
color=black face="Courier New">(<font size=2 color=red
face="Courier New">C<span
lang=EN-AU >,-<font
size=2 color=fuchsia face="Courier New">1<font size=2
color=black face="Courier New">),<font size=2 color=red
face="Courier New">H<span
lang=EN-AU >);
<font size=2 color=red
face="Courier New">L<span
lang=EN-AU > = <font
size=2 color=blue face="Courier New">IIf<font size=2
color=black face="Courier New">(<font size=2 color=blue
face="Courier New">DateNum<span
lang=EN-AU >()==<font
size=2 color=blue face="Courier New">LastValue<font size=2
color=black face="Courier New">(<font size=2 color=blue
face="Courier New">DateNum<span
lang=EN-AU >()),<font
size=2 color=blue face="Courier New">Ref<font size=2
color=black face="Courier New">(<font size=2 color=red
face="Courier New">C<span
lang=EN-AU >,-<font
size=2 color=fuchsia face="Courier New">1<font size=2
color=black face="Courier New">),<font size=2 color=red
face="Courier New">L<span
lang=EN-AU >);
<font size=2 color=red
face="Courier New">C<span
lang=EN-AU > = <font
size=2 color=blue face="Courier New">IIf<font size=2
color=black face="Courier New">(<font size=2 color=blue
face="Courier New">DateNum<span
lang=EN-AU >()==<font
size=2 color=blue face="Courier New">LastValue<font size=2
color=black face="Courier New">(<font size=2 color=blue
face="Courier New">DateNum<span
lang=EN-AU >()),<font
size=2 color=blue face="Courier New">Ref<font size=2
color=black face="Courier New">(<font size=2 color=red
face="Courier New">C<span
lang=EN-AU >,-<font
size=2 color=fuchsia face="Courier New">1<font size=2
color=black face="Courier New">),<font size=2 color=red
face="Courier New">C<span
lang=EN-AU >);
<font size=2 color=red
face="Courier New">V<span
lang=EN-AU > = <font
size=2 color=blue face="Courier New">IIf<font size=2
color=black face="Courier New">(<font size=2 color=blue
face="Courier New">DateNum<span
lang=EN-AU >()==<font
size=2 color=blue face="Courier New">LastValue<font size=2
color=black face="Courier New">(<font size=2 color=blue
face="Courier New">DateNum<span
lang=EN-AU >()),<font
size=2 color=fuchsia face="Courier New">0<font size=2
color=black face="Courier New">,<font size=2 color=red
face="Courier New">V<span
lang=EN-AU >);
<font size=3
face="Times New Roman">
<font size=2 color=green
face="Courier New">//Automatic inclusion of ticker code
<font size=2 color=black
face="Courier New">xyz = <font size=2 color="#cc4466"
face="Courier New">"~"<font size=2 color=black
face="Courier New"> + <span
lang=EN-AU >Name<font
size=2 color=black face="Courier New">();
<font size=3
face="Times New Roman">
<font size=2 color=red
face="Courier New">Buy<span
lang=EN-AU >=<font
size=2 color=fuchsia face="Courier New">0<font size=2
color=black face="Courier New">;
<font size=2 color=blue
face="Courier New">AddToComposite<font size=2 color=black
face="Courier New">(<span
lang=EN-AU >H<font
size=2 color=black face="Courier New">,xyz,<font size=2
color="#cc4466" face="Courier New">"H"<font
size=2 color=black face="Courier New">);
<font size=2 color=blue
face="Courier New">AddToComposite<font size=2 color=black
face="Courier New">(<span
lang=EN-AU >L<font
size=2 color=black face="Courier New">,xyz,<font size=2
color="#cc4466" face="Courier New">"L"<font
size=2 color=black face="Courier New">);
<font size=2 color=blue
face="Courier New">AddToComposite<font size=2 color=black
face="Courier New">(<span
lang=EN-AU >O<font
size=2 color=black face="Courier New">,xyz,<font size=2
color="#cc4466" face="Courier New">"O"<font
size=2 color=black face="Courier New">);
<font size=2 color=blue
face="Courier New">AddToComposite<font size=2 color=black
face="Courier New">(<span
lang=EN-AU >C<font
size=2 color=black face="Courier New">,xyz,<font size=2
color="#cc4466" face="Courier New">"C"<font
size=2 color=black face="Courier New">);
<font size=2 color=blue
face="Courier New">AddToComposite<font size=2 color=black
face="Courier New">(<span
lang=EN-AU >V<font
size=2 color=black face="Courier New">,xyz,<font size=2
color="#cc4466" face="Courier New">"V"<font
size=2 color=black face="Courier New">);
<font size=3
face="Times New Roman">
<span
>
<span
lang=EN-AU >Cheers,
<span
lang=EN-AU >Graham
<span
>
<span
>
<span
>-----Original Message-----
From: BillBarack <wbarack@xxxxxxxxx> [mailto:wbarack@xxxxxxxxx]
Sent: Wednesday, 5 February 2003 4:30 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Creating an artifical security.
<span
>
<span
lang=EN-AU >Help! I want to be able to create a
security that has all data
<span
lang=EN-AU >shifted back in time by one day and then be
able to put in my best
<span
lang=EN-AU >guess for the final day's data.
<span
>
<span
lang=EN-AU >Shifting can be done, I think, using the
ref function.
<span
>
<span
lang=EN-AU >Dummy = ref(original security,-1)
<span
>
<span
lang=EN-AU >But how can I plug in the final days data.
I can't quite figure that
<span
lang=EN-AU >one out. Any great ideas out there?
<span
>
<span
lang=EN-AU >Bill
<span
>
<span
>
<span
lang=EN-AU >Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx
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lang=EN-AU >(Web page:
http://groups.yahoo.com/group/amiquote/messages/)
<span
>
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lang=EN-AU >Check group FAQ at:
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<span
>
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lang=EN-AU >Your use of Yahoo! Groups is subject to
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<span
>
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