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Sid,
Have you seen the replacement Equity Line I wrote with imbedd
statistics ?
--- In amibroker@xxxxxxxxxxxxxxx, Sidney Kaiser <s9kaiser@xxxx> wrote:
> Group,
>
> Here is a little AFL program you can use to evaluate your trade
> entries. There are several flavors of this type of utility around
but I
> thought I would post this one for people that may have missed these
> before. If you find it useful let me know and I will put it in the
library.
>
> The basic idea is to execute the proposed entry code and see how
often it
> trades, the quality of the entry as measured be winners and losers,
gain,
> drawdown etc. The evaluation period will only be 1 to several
bars. Watch
> out for a string of losing entries or big drawdowns that chew up
your capital.
>
> Cheers
> Sid
>
> *********************
> /* Entry Point Tester */
> /* Not a trading system. Just used to evaluate entries so there
are no
> commissions,
> enter and exit on closes with no delays. ExRemSpan is
needed to
> eliminate extra
> signals between entry and exit. If you check shorts check
reverse
> positon box in
> settings. Remove the three shorting statements for
mutual funds. */
> /* Modified 27 Apr 2003 by Sid Kaiser */
>
> /********** Enter trading condition here **************/
> //example, try it on QQQ
> m = Optimize("m",37,8,43,1);
> sd = Optimize("sd",0.9,0.5,2,0.05);
> Cond = H > BBandTop(C, m, sd);
> Cond2 = L < BBandBot(C, m, sd);
>
> /********** evaluation section **********/
> SetTradeDelays(0,0,0,0);
> /*Close, Close, Close, Close, no commissions, reverse position on
opposite
> entry */
> T = 3;//Optimize("T",3,1,8,1); /*exit T days after the entry*/
>
> Buy = COND;
> Buy = ExRemSpan(Buy, T);
> Sell = Ref(Buy,-T);
>
> Short = Cond2;
> Short = ExRemSpan(Short, T);
> Cover = Ref(Cond2,-T);
>
>
>
> ---
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