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Fred,
I appreciate that you share your work with the others.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: <fctonetti@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, February 26, 2003 8:42 PM
Subject: [amibroker] Re: Fred's Equity Line - Problem
> I don't disagree but I was trying to make a generic equity line
> indicator to utilize in any scenario and the only way to get at the
> information needed to generate the statistics I wanted was by use of
> the arrays.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > 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@xxxx>
> > 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
> > > > > > >
> > > > > > >
> > > > > > >
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>
>
>
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