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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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