|
PureBytes Links
Trading Reference Links
|
Hi Udo,
testing your code in explore mode with Comp-I, I
got on some days all for conditions to be 1.
That can´t mean that I simultaneously buy, sell,
cover AND short all on the same day, right?
But WHAT does in mean???
Markus
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=Udo.Harke@xxxxxxxxxxx
href="">Udo.Harke@xxxxxxxxxxx
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, February 21, 2003 10:02
PM
Subject: [amibroker] Writing a "trading
system"
Hi Mr. IVA GMBH,
this is what you really want to
do:
<FONT face="Courier New" color=#009300
size=1>
// The AFL library functions HHV() and LLV() consider the current bar as
well as the preceding ones and
// therefore you must(!) use the equal to operator, ==:<FONT
face="Courier New" color=#00008b size=1><FONT face="Courier New"
color=#ff6820 size=1>
buy =
HHV<FONT
face="Courier New" color=#00008b size=1>(<FONT face="Courier New"
color=#ff6820 size=1>high<FONT face="Courier New" color=#00008b
size=1>, 25<FONT
face="Courier New" color=#00008b size=1>) == <FONT
face="Courier New" color=#ff6820 size=1>high<FONT
face="Courier New" color=#00008b size=1>;<FONT
face="Courier New" color=#ff6820 size=1>
sell =
LLV<FONT
face="Courier New" color=#00008b size=1>(<FONT face="Courier New"
color=#ff6820 size=1>low<FONT face="Courier New" color=#00008b
size=1>, 10<FONT
face="Courier New" color=#00008b size=1>) == <FONT
face="Courier New" color=#ff6820 size=1>low<FONT face="Courier New"
color=#00008b size=1>;<FONT face="Courier New" color=#ff6820
size=1>
short =
LLV<FONT
face="Courier New" color=#00008b size=1>(<FONT face="Courier New"
color=#ff6820 size=1>low<FONT face="Courier New" color=#00008b
size=1>, 25<FONT
face="Courier New" color=#00008b size=1>) == <FONT
face="Courier New" color=#ff6820 size=1>low<FONT face="Courier New"
color=#00008b size=1>;<FONT face="Courier New" color=#ff6820
size=1>
cover =
HHV<FONT
face="Courier New" color=#00008b size=1>(<FONT face="Courier New"
color=#ff6820 size=1>high<FONT face="Courier New" color=#00008b
size=1>, 10<FONT
face="Courier New" color=#00008b size=1>) == <FONT
face="Courier New" color=#ff6820 size=1>high<FONT
face="Courier New" color=#00008b size=1>;<FONT face="Courier New"
color=#009300 size=1>
// This filter is very convenient for the exploration
mode:
filter =
buy<FONT
face="Courier New" color=#00008b size=1> <FONT face="Courier New"
color=#ff6820 size=1>OR<FONT face="Courier New" color=#00008b
size=1> <FONT face="Courier New" color=#ff6820
size=1>sell
OR<FONT
face="Courier New" color=#00008b size=1> <FONT face="Courier New"
color=#ff6820 size=1>short<FONT face="Courier New" color=#00008b
size=1> <FONT face="Courier New" color=#ff6820
size=1>OR
cover<FONT
face="Courier New" color=#00008b size=1>;<FONT face="Courier New"
color=#009300 size=1>
// Now you can see more data of a chosen stock received from the first
filter:
// filter = 1;<FONT face="Courier New" color=#00008b
size=1>
AddColumn<FONT face="Courier New" color=#00008b
size=1>(<FONT face="Courier New" color=#ff6820
size=1>buy,
"buy"<FONT
face="Courier New" color=#00008b size=1>, format = <FONT
face="Courier New" color=#ff00ff size=1>1.0<FONT face="Courier New"
color=#00008b size=1>);<FONT face="Courier New" color=#800080
size=1>
AddColumn<FONT face="Courier New" color=#00008b
size=1>(<FONT face="Courier New" color=#ff6820
size=1>sell,
"sell"<FONT
face="Courier New" color=#00008b size=1>, format = <FONT
face="Courier New" color=#ff00ff size=1>1.0<FONT face="Courier New"
color=#00008b size=1>);<FONT face="Courier New" color=#800080
size=1>
AddColumn<FONT face="Courier New" color=#00008b
size=1>(<FONT face="Courier New" color=#ff6820
size=1>short,
"short"<FONT
face="Courier New" color=#00008b size=1>, format = <FONT
face="Courier New" color=#ff00ff size=1>1.0<FONT face="Courier New"
color=#00008b size=1>);<FONT face="Courier New" color=#800080
size=1>
AddColumn<FONT face="Courier New" color=#00008b
size=1>(<FONT face="Courier New" color=#ff6820
size=1>cover,
"cover"<FONT
face="Courier New" color=#00008b size=1>, format = <FONT
face="Courier New" color=#ff00ff size=1>1.0<FONT face="Courier New"
color=#00008b size=1>);
Have fun IVA!
Best regards,
Udo
<BLOCKQUOTE
>
-----Ursprüngliche Nachricht-----
<DIV
>Von:
IVA GmbH
An: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Gesendet: Freitag, den 21. Februar 2003
17:36 Uhr
Betreff: [amibroker] Writing a "trading
system"
Hello,
I´m trying to write a simple trading system to
get my feet wet with AB´s backtest ability.
I want to buy when the high is higher than the
highest high of the last 25 days and sell and the low is lower then the last
10 days.
On the short side, I want to short when the low
is lower than the lowest low ofthe preceeding 25 days and cover the position
when the high is higher than the highest high ofthe last 10
days.
Why does this NOT work:
Buy=<FONT
face="Courier New" color=#000000>High<FONT face="Courier New"
color=#6600aa>><FONT face="Courier New"
color=#0000ff>HHV<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#000000>High<FONT face="Courier New"
color=#6600aa>,25<FONT
face="Courier New" color=#6600aa>);<FONT face="Courier New"
color=#000000>
Sell=<FONT
face="Courier New" color=#000000>Low<FONT face="Courier New"
color=#6600aa><<FONT face="Courier New"
color=#0000ff>LLV<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#000000>Low<FONT face="Courier New"
color=#6600aa>,10<FONT
face="Courier New" color=#6600aa>);<FONT face="Courier New"
color=#000000>
Short=<FONT
face="Courier New" color=#000000>Low<FONT face="Courier New"
color=#6600aa><<FONT face="Courier New"
color=#0000ff>LLV<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#000000>Low<FONT face="Courier New"
color=#6600aa>,25<FONT
face="Courier New" color=#6600aa>);<FONT face="Courier New"
color=#000000>
Cover=<FONT
face="Courier New" color=#000000>High<FONT face="Courier New"
color=#6600aa>><FONT face="Courier New"
color=#0000ff>HHV<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#000000>High<FONT face="Courier New"
color=#6600aa>,10<FONT
face="Courier New" color=#6600aa>);Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
<A
href="">http://groups.yahoo.com/group/amiquote/messages/)Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
ADVERTISEMENT
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|