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Howard,
You should really read the documentation on EQUITY function
included in the guide and System development Tutorial available from:
http://www.amibroker.net/3rdparty/ABSysDevTutorv2.pdf
This topic was also discussed on this mailing list.
I suggest getting archives from http://www.amibroker.com/listarchive.html
Most of questions are already answered there.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "howardbandy" <howardbandy@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, August 02, 2003 12:43 AM
Subject: [amibroker] How Do I --- Use Closed Trade Results as a Filter
> How Do I --- Use Closed Trade Results as a Filter
>
> Assume I have a trading system that generates about six trades a
> month, each lasting a day or two. I have noticed that there is
> often a sequence of three profitable trades, but rarely a sequence
> of four or more profitable trades. So, whenever there has been a
> sequence of three profitable trades, I want to note the next signal,
> but not take the trade. I want to continue to monitor each closed
> trade and begin taking trades after a sequence of two losing
> signals.
>
> I want to plot the equity curve corresponding to both the unfiltered
> signals and the trades taken.
>
> How do I code this into AmiBroker so that
> A. the BackTester properly accounts for the trades that would have
> actually taken place; and also
> B. Explorer indicates that I should place orders for the next day,
> and at what price?
>
> Specific (but very artificial) example :
>
> Trade Entry
> 1. Whenever today's high is greater than yesterday's high AND
> today's low is lower than yesterday's low AND today's 5 day moving
> average of close is higher than yesterday's 5 day moving average of
> close, then my pattern is true and a buy signal is generated and I
> want to place a market order to buy at the open tomorrow.
>
> Trade Exit
> 1. Exit using a market order to sell at the open on the second day
> after the trade was entered. (Hold the position 48 hours.)
>
>
> Thanks in advance,
> Howard
>
>
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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>
>
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Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
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