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It would be hard to comment without having specific
described fully. Generally seeing the ppart of the code is needed to decipher
what is going on.
Getting outrageous results usually stems from using
forward looking statements... like bying at the opening price when your decision
is based on the closing price... etc
Take a close look at your code for suck items. if
you can not find any problems, post your code with desciption of problems as
well as your explorer results and someone could probably help you
Ara
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
tchan95014
<tchan95014@xxxxxxxxx>
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, February 09, 2003 10:44
PM
Subject: [amibroker] Holy Grail?
NOT!
Hi, All,When I ran the attached AFL
file below on CIEN (daily), it generated RAR% > 1900 (from 2000-1-1 to
today), which is incredible, look like a holy grail found. I ran more
tickers and more ridiculous profit.However, when I ran the
'explore', I just could not match up my code with the output, nor the
ARROWS. I do not even understand why the 'explore' output was presented
the way it was.Any kind sould please help, I just could
not see what I did wrong.If there is any use of future data, I
could find it nor AB.Please run 'backtest', then compare it with
the output of
'explore'Thanks.Thomas--------------------------------------------------------------//
ATR range breakout system, run on daily bars////
--------------------------------------------------------------------------------------------------------//
System defines//
--------------------------------------------------------------------------------------------------------SetTradeDelays(0,
0, 0, 0);//
--------------------------------------------------------------------------------------------------------//
System Parameters//
--------------------------------------------------------------------------------------------------------
smoothB = 10; multipleB = 0.6;wait =
20;smoothS = smoothB; multipleS = multipleB;
entryB = C + multipleB * ATR(smoothB);entryS =
C - multipleS * ATR(smoothS); priceB = Ref(entryB,
-1);priceS = Ref(entryS, -1);CondBuy = IIf(H
> priceB, 1, 0); // priceB is previous bar
priceCondShort = IIf(L < priceS, 1, 0);//
--------------------------------------------------------------------------------------------------------//
Trading System Rules//
--------------------------------------------------------------------------------------------------------Buy
= CondBuy; // CondBuy was
created for debug onlySell = Ref(Buy, -wait); // supposedly
a 20 day wait before SELLShort = CondShort;Cover =
Ref(Short, -wait);ExRemSpan(Buy,
wait); // I thought I don'e need this,
becauseExRemSpan(Short, wait); // equity(1) is
used belowBuyPrice = IIf(Open > priceB,
Open, priceB);ShortPrice = IIf(Open < priceS, Open,
priceS);SellPrice = Open;CoverPrice =
Open;//
--------------------------------------------------------------------------------------------------------//
Equity info//
--------------------------------------------------------------------------------------------------------Eq
= Equity(1);//
--------------------------------------------------------------------------------------------------------//
Exploration//
--------------------------------------------------------------------------------------------------------Filter
= 1;AddColumn(O, "Open");AddColumn(H,
"High");AddColumn(L, "Low");AddColumn(C,
"Close");AddColumn(V, "Volume",
1.0);AddColumn(CondBuy,
"CondBuy");AddColumn(Buy, "Buy", 1.0);AddColumn(Sell,
"Sell", 1.0);AddColumn(entryB,
"entryB");AddColumn(CondShort,
"CondShort");AddColumn(Short, "Short",
1.0);AddColumn(Cover, "Cover", 1.0);AddColumn(entryS,
"entryS");Post
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