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TJ,
The indicator ONLY needs to have the four arrays present i.e.
BUY/SELL/SHORT/COVER. It does not matter if the system is a long
only, short only or long and short system.
With regards to actually referencing those arrays, I believe they are
the only ones that are available to generate the results I wanted.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Steve,
>
> I meant: when you are copying the Equity formula via Indicator
Builder
> you should make sure that it includes buy/sell/short/cover rules at
the top
> and then the equity plot code as shown below in case of built-in
formula.
>
> BTW: Various 3-rd party Equity plot formulas posted on this list
> were not tested by me and I don't provide any guarantee on their
accuracy/
> performance.
> For example I noticed that Fred's formula directly references
Buy/Sell
> variables while this should be avoided (because causes problems when
> no buy variable is specified (for example when system is for short
trading only))
>
> *IF* the line that causes an error
> FirstBar = ValueWhen(ExRem(Buy OR
> is supposed to get first bar in test it should be rather
> replaced by
>
> FirstBar = Status("firstbarintest");
>
> (I don't know what was the intention of the writer so I am just
guessing)
>
> I don't review all formulas posted on this list therefore you use
them at your own risk.
>
> =======================
>
> Buy = Cross( Close, EMA( Close, 13 ) );
> Sell = Cross( EMA( Close, 13 ), Close );
> Short = Cross( EMA( Close, 13 ), Close );
> Cover = Cross( Close, EMA( Close, 13 ) );
>
> /**/
> //--equity-plot-- do not remove this line
> MaxGraph=0;GraphXSpace=5;
> GraphZOrder=1;
> Plot( Equity( 0, -2 ), "Equity", -8, styleArea );
>
> /* now buy and hold simulation */
> Short=Cover=0;
> Buy=Status("firstbarintest");
> Sell=Status("lastbarintest");
> SetTradeDelays(0,0,0,0); PositionSize = -100;
> ApplyStop(0,0,0,0);
> ApplyStop(1,0,0,0);
> ApplyStop(2,0,0,0);
> Plot( Equity( 0, -2 ), "Buy&Hold", -9 );
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: <steve_almond@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, February 26, 2003 6:37 PM
> Subject: [amibroker] Re: Fred's Equity Line - Problem
>
>
> > Tomasz,
> >
> > Here's a trivial backtest I've been trying. Don't know how I
would
> > get the buy/sell/short/cover rules at the very top.
> >
> > Should this be sufficient for the Equity New line to work?
> >
> > x = ROC(MA(Foreign("^DJI","C"),50),3);
> > y = ROC(MA(Foreign("^XAU","C"),50),3);
> > Buy=Cross(x,y);
> > Sell=Cross(y,x);
> > Short=Cross(y,x);
> > Cover=Cross(x,y);
> >
> > Steve
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@xxxx>
> > wrote:
> > > Steve,
> > >
> > > The error message is caused by undefined buy/sell/short/cover
> > > rules. You have to have them at the very top of the formula.
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > > ----- Original Message -----
> > > From: <steve_almond@xxxx>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Wednesday, February 26, 2003 4:00 PM
> > > Subject: [amibroker] Fred's Equity Line - Problem
> > >
> > >
> > > > When I install Equity Line.txt from the file section, and try
to
> > > > apply it, I get the following error message:
> > > >
> > > >
> > > > Unknown identifier at line 30, column 33:
> > > >
> > > >
> > > > FirstBar = ValueWhen(ExRem(Buy OR
> > > > --------------------------------^
> > > >
> > > >
> > > > Can anyone suggest a cure?
> > > >
> > > > Thanks,
> > > >
> > > > Steve
> > > >
> > > >
> > > >
> > > > Send BUG REPORTS to bugs@xxxx
> > > > Send SUGGESTIONS to suggest@xxxx
> > > > -----------------------------------------
> > > > 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
> > http://docs.yahoo.com/info/terms/
> > > >
> > > >
> > > >
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > 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
http://docs.yahoo.com/info/terms/
> >
> >
> >
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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 http://docs.yahoo.com/info/terms/
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