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If your system starts on 2/23/01, why do I see
arrows before that? What is the date for that first Short trade in Feb 01? If it
is before 2/23/01 then AA won't take it. Can't tell from the chart. Need to see
the backtest results.
When I limit a backtest to a specific period, I
set the period in Range, backtest, right-click on the results, select show
arrows for actual trades, to see what happened.
I copied your formula and ran it. Worked fine for
me. It picked up the first trade.
-CS
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Bill Barnard
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, July 15, 2003 1:29
PM
Subject: [amibroker] Re: Problem with
Equity Plot and Calculation - Tomasz
Hi CS,
Thanks for trying to help, but I don't think that is the
problem. The settings in AA are Long and Short. The arrows you noted in my
first post were ones I placed upon a separate plot for illustration, not the
ones that AA will place on the price chart. The code has Cover and Short
defined from Buy and Sell, and, in fact the "official" arrow plot on the price
chart shows all the arrows (see attached). Still no trade is entered at the
start of the period, 2/23/01, and the result shown in the results window in AA
also seems wrong because of being out of the market until the subsequent
buy.
I thought that maybe I had messed up some of my files
somehow, and installed a brand new version of AB on a separate drive. This
version has all the virgin files and settings AB comes with, and when I pasted
the code
<FONT
size=2>--------------------------------------------------------------------------------------------------
SetTradeDelays<FONT color=#888888
size=3>(0<FONT color=#888888
size=3>,0<FONT color=#888888
size=3>,0<FONT color=#888888
size=3>,0<FONT color=#888888
size=3>);
ApplyStop<FONT color=#888888
size=3>(0<FONT color=#888888
size=3>,0<FONT color=#888888
size=3>,0<FONT color=#888888
size=3>,0<FONT color=#888888
size=3>); ApplyStop<FONT
color=#888888 size=3>(1<FONT
color=#888888 size=3>,0<FONT
color=#888888 size=3>,0<FONT
color=#888888 size=3>,0<FONT
color=#888888 size=3>); <FONT color=#0000ff
size=3>ApplyStop(<FONT color=#ef0118
size=3>2,<FONT color=#ef0118
size=3>0,<FONT color=#ef0118
size=3>0,<FONT color=#ef0118
size=3>0);
BuyPrice<FONT color=#888888
size=3>=SellPrice<FONT color=#888888
size=3>=ShortPrice<FONT color=#888888
size=3>=CoverPrice<FONT color=#888888
size=3>=C<FONT color=#888888
size=3>;
Buy =
Cross<FONT color=#888888
size=3>(Close,
(1 +
0.002<FONT color=#888888
size=3>)*EMA<FONT color=#888888
size=3>(Close,
40<FONT color=#888888
size=3>));
Sell =
Cross<FONT color=#888888
size=3>((1
- 0.002<FONT color=#888888
size=3>)*EMA<FONT color=#888888
size=3>(Close,
40),
Close<FONT color=#888888
size=3>);
Short =
Sell; <FONT
size=3>Cover = <FONT
size=3>Buy;
Buy =
ExRem<FONT color=#888888
size=3>(Buy,<FONT
size=3>Sell); <FONT
size=3>Sell = <FONT color=#0000ff
size=3>ExRem(<FONT
size=3>Sell, <FONT
size=3>Buy); <FONT
size=3>
Short =
ExRem<FONT color=#888888
size=3>(Short,
Cover); <FONT
size=3>Cover = <FONT color=#0000ff
size=3>ExRem(<FONT
size=3>Cover, <FONT
size=3>Short);
<FONT
color=#888888>-----------------------------------------------------------------------------------------------------------------
into the AA window,
checked the settings, and ran it, the result was the same.
<FONT color=#000000
size=2>
I would surely appreciate it
if someone would try this code and see if the results are different from
mine.
Thanks,
BillSend
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