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[amibroker] Re: DT... Relax



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--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher" 
<chuck_rademacher@x> wrote:
> 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.
> 
> 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.
> 
> 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.   

OK, we do not have marlins here, Med is not an ocean.
Swordfish are moving this period from Turkey to hot North Africa 
waters.
I know two narrow paths they prefer. One of them is only 5km wide and 
it is better than many SE inside informations.
>From mid May till the end of June they are 100-150 kg and move 
quickly to meet their African love affairs.
It is great to catch one on Saturday morning, just before the dawn, 
enough for 8-10 friends and the related kids.
I have also noticed that this fish is more tasteful when all 
positions are closed from Friday evening...
DT

One day, my friend, I'll be there and we
> can take in the sites.
>   -----Original Message-----
>   From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
>   Sent: Monday, June 23, 2003 5:44 AM
>   To: amibroker@xxxxxxxxxxxxxxx
>   Subject: [amibroker] Re: DT... Relax
> 
> 
>   OK, 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.
>   >
>   > Cheerio
> 
> 
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