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Peter, Wow, Thank you VERY much!
Mark
--- In amibroker@xxxxxxxxxxxxxxx, "amiabilityy" <amiabilityy@xxxx> wrote:
> Mark,
>
> youre right it is more complicated than it seems.
>
> the formula below works the same as the backtester , but with the
>
> allow same bar exit box "NOT TICKED".
>
> you can run it as a backtest or exploration.
> If running as a backtest keep the buy and sell delays in the ami
> settings as zero, use the delays in the formula for both
> exploration and backtest.
>
>
> The date after the ticker name is actually the sell date,
>
> if needed for excel, use the BUYDATE and SELLDATE columns as the
> reference.
>
> THE LONG HAS THE VALUE 111 IN THE longorshort column.
>
>
> THE SHORT HAS THE VALUE 222 IN THE longorshort column.
>
>
> All the imformation of the buy date sell date buyprice sellprice
> are in the 1 row, Similar to a backtest.
>
> start of code.
>
>
>
> delayy=1;//buydelay,USUALLY SET AT 1 SO THE FILE EXPOTED WILL HAVE
> //TOMMOROWS Buy AND Sell VALUES.
> sdelayy=1;//selldelay,USUALLY SET AT 1 SO THE FILE EXPOTED WILL HAVE
> //TOMMOROWS Buy AND Sell VALUES.
>
> ShortDELAYY=1;//THE Short DELAY
> CoverDELAYY=1;//THE CoverDELAY
>
>
> Buyarray=O;//buyarray, SET AS OPEN IF THE OPEN IS THE ARRAY YOU PLAN
> TO
> //USE.
> Sellarray=C;//sellarray, SET AS CLOSE IF THE CLOSE IS THE ARRAY YOU
> //PLAN TO USE.
> Shortarray=O;//SHORTARRAY, SET AS OPEN IF THE OPEN IS THE ARRAY YOU
> //PLAN TO USE.
>
> Coverarray=C;//COVERARRAY, SET AS CLOSE IF THE CLOSE IS THE ARRAY YOU
> //PLAN TO USE.
>
>
> //FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF
>
> //pLACE YOURE BUY SELL SHORT COVER CONDITIONS BETWEEN THE XXX'S
> //THEY MUST END WITH THE BUY,SELL, SHORT COVER STATEMENTS.
>
> //SAMPLE FORMULA e.g.
> Buy=Cross(C,MA(C,50));
> Sell=Cross(MA(C,50),C);
> Short=Cross(BBandTop( buyARRAY,10,2),C);
> Cover=Cross(L,BBandBot( buyARRAY,10,2));
>
> //FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF
>
>
> //EEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEE
> //START OF expLORATION forMULA.
> // DO NOT MODIFY FORMULA BETWEEN THE EEEE'S
> Buy=ExRem(Buy,Sell);
> Sell=ExRem(Sell,Buy);
> Buy=ExRemSpan(Buy ,delayy );
> Buy=Ref( Buy,-delayy );
> Sell= ExRemSpan(Sell,sdelayy );
> Sell=Ref(Sell,-sdelayy);
>
> Short=ExRem(Short,Cover);
> Cover=ExRem(Cover,Short);
> Short=ExRemSpan(Short ,shortdelayy );
> Short=Ref( Short,-shortdelayy );
> Cover= ExRemSpan(Cover,coverdelayy );
> Cover=Ref(Cover,-coverdelayy);
>
> Buycum=Cum(Buy);
> Buycond=IIf(Buy,ValueWhen(Buy,Buyarray,1),0);
> Sellcond=IIf(Sell,ValueWhen(Sell,sellarray,1),0);
>
> shortCum=Cum(Short);
> Shortcond=IIf(Short,ValueWhen(Short,Shortarray,1),0);
> covercond=IIf(Cover,ValueWhen(Cover,coverarray,1),0);
>
> Buy=Buy ;
> Sell=Sell AND Buycum>=0;
> Short=Short;
> Cover=Cover AND Shortcum>=0;
>
> Equity(1);
> Filter=Sell AND Buycum>=0 OR Cover AND Shortcum>=0;
> AddColumn(IIf(Sell,111, IIf(
> Cover,222,0)),"LONGORSHORT",1);
> AddColumn(IIf(Sell,ValueWhen(Buy,Buycond,1), IIf(
> Cover,ValueWhen(Short,Shortcond,1),0)),"BUYVALUE",1.4);
> AddColumn(IIf(Sell,Sellcond, IIf(
> Cover,Covercond,0)),"SELLVALUE",1.4);
> AddColumn(IIf(Sell,ValueWhen(Buy,DateNum(),1), IIf(
> Cover,ValueWhen(Short,DateNum(),1),0)),"BUYDATE",1);
> AddColumn(IIf(Sell,ValueWhen(Sell,DateNum(),1), IIf(
> Cover,ValueWhen(Cover,DateNum(),1),0)),"SELLDATE",1);
> //EEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEE
>
>
>
> end of code.
>
>
> Peter.
>
>
>
>
>
>
>
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "MarkF2" <feierstein@xxxx> wrote:
> > Anthony- Thanks, but for some reason WriteIf only returns the last
> > value of the exploration as opposed to bar-by-bar values, so I'm
> > trying to do this with numbers and then convert them to text once in
> > Excel. I've found that this is more complicated than it originally
> > seemed. For example, some asymmetric systems may have buy and sell
> > signals that overlap for several bars, so it comes down to the order
> > of the signals. I'm using all this as a reason to finally learn how
> > to code loops. Thanks again for having a go at it.
> >
> > Mark
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
> > wrote:
> > > Mark,
> > >
> > > Try this in AA....click explore
> > >
> > > //Sample trading system
> > >
> > > Buy=Cross(C,MA(C,28));
> > > Sell=Cross(MA(C,28),C);
> > >
> > > /**********************************/
> > > islong=Flip(Buy,Sell);
> > > x=BarsSince(Buy);
> > > y=BarsSince(Sell);
> > > Filter=1;
> > > AddTextColumn(WriteIf(islong,"LONG","SELL"),"CurrentPosition");
> > > AddColumn(IIf(islong,x,y),"Bars");
> > >
> > > Anthony
> > > -------Original Message-------
> > >
> > > From: amibroker@xxxxxxxxxxxxxxx
> > > Date: Monday, May 12, 2003 10:25:52 AM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Exploration Question
> > >
> > > Hi Everyone,
> > >
> > > Is there any way to add a column of text to an exploration that
> > > indicates trade status? Specifically, I need to add a column that
> > > specifies "Long" or "Short" (depending on which is the case)
> beginning
> > > with the bar of entry, through and including the bar before the
> bar of
> > > exit, then "Out" beginning with the exit bar and continuing for
> all
> > > bars the system's not in the market, etc. I understand I need to
> use
> > > Filter=1 to ensure no bars are missed. Thanks. Mark
> > >
> > >
> > > Yahoo! Groups Sponsor
> > >
> > >
> > >
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