|
PureBytes Links
Trading Reference Links
|
Ken,
I think I reproduced your question at
http://groups.yahoo.com/group/amibroker/message/39683
Arrows follow the code, actual trade is as it should be, backtesting
result is OK.
DT
PS. The system was profitable by coincidence !!!
--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> TJ/Jayson:
>
> Here are the statements from IB that produced the same trade arrows
as
> in the Price window when clicking "Show actual trades". (Show Actual
> Trades shift right 1 bar because of operating on the Open Delay =1.
>
>
> ApplyStop(stopTypeLoss,stopModePercent,13,0);
> E = Equity(1);
> PlotShapes(IIf(Buy,shapeUpArrow ,shapeNone),5,0,C,-25);
> PlotShapes(IIf(Short,shapeHollowDownArrow ,shapeNone),4,0,C,-20);
> PlotShapes(IIf(Sell,shapeDownArrow ,shapeNone),4,0,C,-8);
> PlotShapes(IIf(Cover,shapeHollowUpArrow ,shapeNone),5,0,C,-14);
> PlotShapes(IIf(Sell==2,shapeUpTriangle,shapeNone),9,0,C,-20);
> PlotShapes(IIf(Cover==2,shapeDownTriangle,shapeNone),2,0,C,-20);
>
> As I said in my note, all trades are accounted for in the AA grid
and
> they match the plotted arrows EXCEPT in the cases where I said
there is
> not a corresponding arrow to Cover a Short or Sell and Long. I
also see
> that most times, the trade arrows are matched, but other times
(fewer)
> they do not match (again, EVEN THOU THE AA GRID SHOWS THE EXIT
(either
> Sell or Cover).
>
> Thanks for the responses....this continues to be puzzling.
>
> Ken
>
> PS: if you think you need to see my detailed code statements above
the
> Plotshape statements, all I would ask is why the AA grid shows an
exit
> (Sell or Cover) but there is not a corresponding arrow on the price
grid
> or in my IB??
>
> -----Original Message-----
> From: Tomasz Janeczko [mailto:amibroker@x...]
> Sent: Monday, May 05, 2003 2:13 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Buy Sell Arrows or Not?
>
> Ken,
>
> > As I have been implementing exact trade arrows (including
Applystops)
> > within Indicator Builder to match what is in the Price chart, I
have
> > come upon many cases of a trade being reversed **WITHOUT** a
> > corresponding trade arrow being shown.
>
> Did you use "Show Actual trades" in AA ?
> Or were using PlotShapes to produce this chart?
>
> If you are using PlotShapes you have to have 4 separate statements
> to plot arrows the same way as AA window.
>
> But because you didn't provide details how did you produce the
> picture you have sent it is impossible to tell.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Ken Close" <closeks@xxxx>
> To: "AmiBroker List" <amibroker@xxxxxxxxxxxxxxx>
> Cc: "'Tomasz Janeczko'" <tj@xxxx>
> Sent: Monday, May 05, 2003 8:03 PM
> Subject: [amibroker] Buy Sell Arrows or Not?
>
>
> > Still another basic question based on a puzzling observation: I
> thought
> > that all trades had to have or show corresponding trade arrows on
the
> > price chart when using either Raw Signals or Actual Trades.
> >
> > If I have a long and later exit by Selling, then the Price Chart
will
> > show a Long (Solid green up arrow) followed by a Sell (Solid Red
Down
> > Arrow).
> >
> > I did not think I could see a trade arrow without its
corresponding
> exit
> > or close trade arrow. In other words, every Buy arrow must be
> followed
> > by a Sell Arrow (even if a Short arrow is on the same bar). Every
> Short
> > Arrow must be followed by a Cover arrow, even if a Buy arrow is
on the
> > same bar.
> >
> > As I have been implementing exact trade arrows (including
Applystops)
> > within Indicator Builder to match what is in the Price chart, I
have
> > come upon many cases of a trade being reversed **WITHOUT** a
> > corresponding trade arrow being shown.
> >
> > The attachments gives an example. The AA results grid shows the
trade
> > being exited but there is no corresponding exit trade arrow. At
other
> > times there is a paired comparison on entering and exiting the
trade
> > (whether long or short).
> >
> > Is this an inconsistency in the program or is there a minute rule
that
> > dictates when these arrows are "paired up" and when they are
not. My
> > Plotshape arrows follow the same "anomaly", that is, they match
the
> Raw
> > Signals arrow for arrow.
> >
> > I suspect some twist in the Equity(1) routine, but who knows?
> >
> > Ideas?
> >
> > Ken
> >
> >
> > 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/
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Get A Free Psychic Reading!
Your Online Answer To Life's Important Questions.
http://us.click.yahoo.com/cjB9SD/od7FAA/uetFAA/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/
|