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No,
no... there was no problem with that earlier equity curve as it was always my
own AFL. Whenever I get AFL from someone else, I have to remember to
add the OI==0 clause to terminate any open trades when a stocks ceases
trading. I simply forgot to add that bit on your AFL. It's not
very often that I try AFL from other users. I always add PositionSize,
AddToComposite and other statements. Sometimes, due to age, I
forget. That's all that happened in the case of your D_Sat
code.
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size=2>
The
only "problem" with that 4/11 EMA equity curve is that the system put on 125
trades in three days with most of them doing very well over the next
month. A nice problem to have.
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size=2>
Ok on
the Euro trading. My futures trading operation in Denver trades about
4,000 lots of Euro futures, two turns a day. So, I'm fairly familiar with
that contract. I haven't tried trading it while sitting on a beach
in the Med or while fishing for marlin. One day, my friend, I'll be
there and we can take in the sites.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: Monday, June 23, 2003 5:44
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
DT... RelaxOK, donīt forget to check also your
previous 4,11 EMA equity curve and give us the corrected
one...DT--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:> DT,> > You can
relax, I found the problem. As you know, my database
contains> extinct stocks. I have to add one bit to
every sell/cover statement:> > Sell = OI == 0 or (
other sell logic goes
here );> >
Otherwise, the profit/loss for the last trade of all extinct stocks shows
up> on the equity curve on the last day of trading.> > My
OI field contains the actual close. It gets set to zero on the
day> before trading ceased in the case of extinct
stocks. My extinct stocks are> also padded out to the
current date so that AddToComposite works.> > All of the above
was a round-a-bout way of saying that the huge one-day> profit was
due to me not adding the requisite line of code to your AFL.>
> CheerioSend
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