|
PureBytes Links
Trading Reference Links
|
Jeeze ... I didn't realize that was all that was needed to make the
problem disappear.
Thanks
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Fred,
>
> I appreciate that you share your work with the others.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: <fctonetti@xxxx>
> 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
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > > 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@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/
|