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Sid,
With regards to the Equity Line indicator and a syntax error that you
are getting, I'd be more then happy to help but I and lots of other
folks have been running this code without incident since it was first
posted in the files section which was well before the most current
incarnation which was posted in mid January.
Fred
--- In amibroker@xxxxxxxxxxxxxxx, Sidney Kaiser <s9kaiser@xxxx> wrote:
> Fred, I think all of us got that same error.... Buy, sell, short
and cover
> are all present in the AA system test. there is some sort of error
in here
> somewhere. It is also hard to save the indicator because of that
same
> error. Also I do find it necessary to add the extra /* to get an
equity
> plot from the AA button. From the indicator edit window using the
apply
> button gives an immediate error at the usual spot.
>
> BTW if anyone is getting about 622% gain instead of 6108% check
settings to
> see if you have the "allow same bar exit" checked in AA settings.
Also
> you can't have fractional shares of QQQ.
>
> Sid
>
> At 11:15 PM 02/20/2003 -0500, you wrote:
>
> >Fred,
> >
> >When I pasted your code into the equity indicator I'm getting a
very
> >strange error message on this line:
> >
> >
> >FirstBar = ValueWhen(ExRem(Buy OR Short, 0), Cum(1));
> >
> >Its pointing to the OR and saying "Unknown identifier at line 22,
column
> >33:" I've tried re-typing that part by hand thinking that there
was
> >phantom character in it but that didn't work and I can't figure
out what
> >the heck is going on.. any idea?
> >
> >
> >
> >d
> >-----Original Message-----
> >From: Fred <fctonetti@xxxx> [mailto:fctonetti@x...]
> >Sent: Thursday, February 20, 2003 10:39 PM
> >To: amibroker@xxxxxxxxxxxxxxx
> >Subject: [amibroker] Re: The Watered Down Semi-Interesting System
> >
> >Sid,
> >
> >That should not be necessary because that's the first thing in the
> >Equity Line indicator (See Below). The code below also includes
the
> >later thought of ANN%
> >
> >/* */
> >//--equity-plot-- do not remove this line
> >
> >MaxGraph = 10;
> >GraphZOrder = 1;
> >GraphXSpace = 20;
> >GraphYSpace = 10;
> >
> >BIR = IIf(Status("BarInRange") > 0, 1, 0);
> >
> >BarEq = Equity(1);
> >CurEq = Equity();
> >MaxEq = Highest(CurEq);
> >FlatEq = IIf(BIR, BarsSince(MaxEq > Ref(MaxEq,-1)),0);
> >MaxFlat = Highest(FlatEq);
> >LMaxFlat = LastValue(MaxFlat) * (1 + GraphYSpace / 100);
> >LogEq = log10(CurEq);
> >
> >CurDD = IIf(BIR, 100 * (MaxEq - CurEq) / MaxEq, 0);
> >MaxDD = Highest(CurDD);
> >LMaxDD = LastValue(MaxDD) * (1 + GraphYSpace / 100);
> >CumDD = Cum(CurDD);
> >
> >FirstBar = ValueWhen(ExRem(Buy OR Short, 0), Cum(1));
> >LastBar = LastValue(ValueWhen(Status("LastBarInRange") > 0, Cum
(1)));
> >TotBars = LastValue(Cum(1));
> >BarNo = ValueWhen(BIR > 0, Cum(1) - FirstBar + 1);
> >NoBars = LastValue(BarNo);
> >
> >Dates = DateNum();
> >Days = ValueWhen(BIR > 0, IIf(Dates != Ref(Dates,-1), 1, 0));
> >TotDays = Cum(Days);
> >BPD = BarNo / TotDays;
> >
> >CAR = ValueWhen(BIR > 0, 100 * ((CurEq / Ref(CurEq, -(BarNo -
> >1))) ^ (1 / (BarNo / BPD / 252)) -1));
> >Ann = ValueWhen(BIR > 0, 100 * ((CurEq / Ref(CurEq, -(252 *
> >BPD)) - 1)));
> >MAR = ValueWhen(BIR > 0, CAR / MaxDD);
> >UI = ValueWhen(BIR > 0, sqrt(CumDD / BarNo));
> >UPI = (CAR - 5.4) / UI;
> >TPI = UPI / MaxDD;
> >
> >bb0 = LastValue(LinRegIntercept(Ref(LogEq, -(TotBars -
> >LastBar)), NoBars));
> >mm = LastValue(LinRegSlope(Ref(LogEq, -(TotBars - LastBar)),
> >NoBars));
> >yy = mm * BarNo + bb0;
> >
> >BarsCum = ValueWhen(BIR > 0, Cum(BarNo));
> >AvgBar = LastValue(BarsCum) / NoBars;
> >SRDevSQ = ValueWhen(BIR > 0, sqrt(Cum((BarNo - AvgBar) ^ 2)));
> >ErrEq = LastValue(StdErr(Ref(logEq, -(TotBars - LastBar)),
> >NoBars));
> >KRatio = ValueWhen(BIR > 0, mm * SRDevSQ / ErrEq / sqrt(NoBars));
> >
> >TradeEq = IIf(Sell, (BarEq - ValueWhen(Buy, BarEq)) / ValueWhen
(Buy,
> >BarEq), 0) +
> > IIf(Cover, (BarEq - ValueWhen(Short, BarEq)) /
ValueWhen
> >(Short, BarEq), 0);
> >PosEq = Cum(IIf(TradeEq > 0, TradeEq, 0));
> >NegEq = Cum(IIf(TradeEq < 0, TradeEq, 0));
> >PosTrade = Cum(TradeEq > 0);
> >NegTrade = Cum(TradeEq < 0);
> >AvgPos = PosEq / PosTrade;
> >AvgNeg = NegEq / NegTrade;
> >PosPct = PosTrade / (PosTrade + NegTrade);
> >Expect = (1 + AvgPos / abs(AvgNeg)) * PosPct - 1;
> >
> >Plot(IIf(BarNo > 0, CAR, -1e10), "CAR%", colorBrightGreen,
> >styleNoLine | styleNoLabel);
> >Plot(IIf(BarNo > 0, Ann, -1e10), "Ann%", colorBrightGreen,
> >styleNoLine | styleNoLabel);
> >
> >Plot(IIf(BarNo > 0, -CurDD, -1e10), "CDD%", colorRed,
> >styleOwnScale | styleHistogram, -LMaxDD, LMaxDD);
> >Plot(IIf(BarNo > 0, -MaxDD, -1e10), "MDD%", colorDarkRed,
> >styleOwnScale, -LMaxDD, LMaxDD);
> >
> >Plot(IIf(BarNo > 0, MAR, -1e10), "MAR", colorBrightGreen,
> >styleNoLine | styleNoLabel);
> >
> >Plot(IIf(BarNo > 0, UI, -1e10), "UI", colorYellow,
> >styleNoLine | styleNoLabel);
> >//Plot(IIf(BarNo > 0, UPI, -1e10), "UPI", colorGreen,
> >styleNoLine | styleNoLabel);
> >//Plot(IIf(BarNo > 0, TPI, -1e10), "TPI", colorGreen,
> >styleNoLine);
> >//Plot(IIf(BarNo > 0, Expect, -1e10), "Exp", colorGreen,
> >styleNoLine);
> >//Plot(IIf(BarNo > 0, KRatio, -1e10), "KRatio",colorGreen,
> >styleNoLine | styleNoLabel);
> >
> >Plot(IIf(BarNo > 0, FlatEq, -1e10), "CF", colorYellow,
> >styleOwnScale | styleHistogram, -LMaxFlat, LMaxFlat);
> >Plot(IIf(BarNo > 0, MaxFlat,-1e10), "MF", colorDarkYellow,
> >styleOwnScale, -LMaxFlat, LMaxFlat);
> >
> >Plot(IIf(BarNo > 0, yy, -1e10), "LinReg",colorBlue,
> >styleThick | styleOwnScale | styleNoLabel);
> >
> >
> >
> >--- In amibroker@xxxxxxxxxxxxxxx, Sidney Kaiser <s9kaiser@xxxx>
wrote:
> > > At 08:04 PM 02/20/2003 -0500, you wrote:
> > >
> > > >Fred,
> > > >
> > > >I get an error in the "FirstBar = ValueWhen(ExRem(Buy OR Short,
> >0),
> > > >Cum(1));" at the OR location....
> > > >
> > > >Can you provide assistance
> > >
> > > Not Fred, but maybe I can help. That is the error message I got
> >when the
> > > AA system results were not communicating with the indicator
> >module. Check
> > > to see that you have /* at the bottom of the AA system
script.
> >That
> > > seems to enable the link between the tester and the indicator
code.
> > >
> > > Sid
> > >
> > >
> > > ---
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02/13/2003
> >
> >
> >
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