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Fred,
A short-only system does not need to define buy/sell variables at all.
They can be omitted.
A long-only system does not need to define short/cover variables.
So in those two cases referencing all 4 variables cause troubles for the
unexperienced user.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: <fctonetti@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, February 26, 2003 7:52 PM
Subject: [amibroker] Re: Fred's Equity Line - Problem
> 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
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> > > > >
> > > > >
> > > > >
> > >
> > >
> > >
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> > > Send SUGGESTIONS to suggest@xxxx
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> > >
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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