|
PureBytes Links
Trading Reference Links
|
> So how does your "grail" system look with the portfolio equity curve
> indicator ?
Fred,
I don't want you to take this the wrong way but I am currently
spending my time and effort in developing an 'equity curve' / 'mkt
risk exposure' measurement from exported *.csv backtest trade files.
ie. I am going at this measurement from the 'back door' and think that
I am on the right track to eliminate the manual efforts I've spent in
the past.
Eventually, I'll get the chance to use your 'Equity Curve Indicator'
and will let you know what the results are.
Regards,
Phsst
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> Phsst,
>
> So how does your "grail" system look with the portfolio equity curve
> indicator ?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "phsst" <phsst@xxxx> wrote:
> > > Phsst,
> > > something to consider.... -.50 is a much different number on a
> > $100 stock
> > > than it is on a $10 stock
> >
> > Yes I know. For illustration purposes only.
> >
> > Phsst
> >
> > >
> > > Jayson
> > > -----Original Message-----
> > > From: phsst [mailto:phsst@x...]
> > > Sent: Friday, April 11, 2003 12:28 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Re: Trailing Stops
> > >
> > >
> > > This sample is unique to my own trading systems but you should be
> able
> > > to manipulate this code as needed. The trailing Stop is set at
> > > previous days close minus 0.50, and if the stock Opens below that
> > > figure then it takes you out of the trade at the Open price. And
> this
> > > particular trading system does not set a Stop Loss on the day
> that a
> > > position is entered.
> > >
> > > Just my way of doing it.
> > >
> > > Good luck... Phsst
> > >
> > >
> > >
> > > SetTradeDelays(1,0,0,0); // Affects Back Test (not Scan or
> Explore)
> > >
> > > Buy = <buy condition>
> > >
> > > LongBars = BarsSince(Buy==0); // Used to prevent S/L on 1st day
> > >
> > > SellPrice = IIf(LongBars == 2,0,Ref(L - .50,-1)); // No S/L 1st
> Day
> > > -(2 needed for SetTradeDelays)
> > >
> > > PrevSellPrice = IIf(SellPrice == 0,0,Ref(L - .50,-1)); //
> Trailing
> > >
> > > SellPrice = Max(SellPrice,PrevSellPrice); //
> Stop
> > >
> > > SellPrice = Min(SellPrice,O); //
> Loss
> > >
> > > Sell = L <= SellPrice;
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Tony/Dianne" <awenos@xxxx>
> wrote:
> > > > Hello,
> > > >
> > > > For the past several days, I have been trying to code a Trailing
> > > Stop without success.
> > > >
> > > > I'm using both AFL and VB Script.
> > > >
> > > > My problem is that I always seem to end up with a circular
> reference
> > > problem which
> > > > boils down to: I need a Trailing stop variable to define the
> Sell
> > > condition and I need
> > > > the Sell condition to define the Trailing stop variable.
> > > >
> > > > Can anyone give me advice/code sample to help?
> > > >
> > > > As an aside, I've looked at the ApplyStop function and it does
> not
> > > seem to do what I
> > > > am seeking .
> > > >
> > > > My goal is, for a long entry, to have an amount defined by the
> ATR
> > > function, which is subtracted from
> > > > the low creating the stop level. The stop level would then
> trail up
> > > only.
> > > >
> > > > Any help would be appreciated.
> > > >
> > > > Regards,
> > > >
> > > > Tony
> > >
> > >
> > > Yahoo! Groups Sponsor
> > > ADVERTISEMENT
> > >
> > >
> > >
> > >
> > > 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 the Yahoo! Terms of
> Service.
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Save Smiley. Help put Messenger back in the office.
http://us.click.yahoo.com/4PqtEC/anyFAA/i5gGAA/GHeqlB/TM
---------------------------------------------------------------------~->
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/
|