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Hello,
I hope that this is what you need:
FastStoch = StochK(
14 );
SlowStoch = StochD(
14 );
Buy = Cross(
FastStoch, SlowStoch );
Sell = Cross(
SlowStoch, FastStoch );
StochKBuy = ValueWhen(
Buy, FastStoch );
StochKSell = ValueWhen(
Sell, FastStoch );
StochKDiff = StochKSell - StochKBuy;
EPrice = ValueWhen(
Ref(
Buy,-1),
Open );
XPrice = ValueWhen(
Ref(
Sell,-1),
Open );
Rtn = XPrice - EPrice;
PctRtn = Rtn / EPrice * 100<FONT
size=1>;
Filter = Sell AND
C > <FONT color=#ff00ff
size=1>1 AND C < <FONT color=#ff00ff
size=1>100 AND V > <FONT
color=#ff00ff size=1>100000;<FONT
face="Courier New" size=1>
e = <FONT face="Courier New"
color=#0000ff size=1>Equity<FONT face="Courier New"
size=1>();
AddColumn( StochKBuy, <FONT color=#ff00ff
size=1>"Buy Value", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( StochKSell, <FONT color=#ff00ff
size=1>"Sell Value", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( StochKDiff, <FONT color=#ff00ff
size=1>"%K Diff", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( EPrice, <FONT color=#ff00ff
size=1>"Entry $", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( XPrice, <FONT color=#ff00ff
size=1>"Exit $", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( Rtn, "$
Rtn", 1.2<FONT
size=1> );
AddColumn( PctRtn, "%
Rtn", 1.2<FONT
size=1> );
AddColumn( e - e[<FONT
face="Courier New" color=#ff00ff size=1>0<FONT face="Courier New"
size=1>], "Gains to
date", <FONT face="Courier New"
color=#ff00ff size=1>1.2
);
AddColumn( <FONT
face="Courier New" color=#0000ff size=1>ValueWhen<FONT face="Courier New"
size=1>( Buy, <FONT face="Courier New" color=#0000ff
size=1>DateTime() ), <FONT
face="Courier New" color=#ff00ff size=1>"Date Of Purchase"<FONT
face="Courier New" size=1>, formatDateTime );<FONT
size=1>
AddColumn( <FONT color=#0000ff
size=1>ValueWhen( <FONT face="Courier New"
size=1>Sell,
DateTime() ), <FONT
color=#ff00ff size=1>"Date Of <FONT face="Courier New" color=#ff00ff
size=1>Sale<FONT
color=#ff00ff size=1>", formatDateTime
);
AddColumn( <FONT face="Courier New" color=#0000ff
size=1>ValueWhen( Sell,
BarIndex<FONT
face="Courier New" size=1>() ) - <FONT color=#0000ff
size=1>ValueWhen( Buy, <FONT
face="Courier New" color=#0000ff size=1>BarIndex<FONT face="Courier New"
size=1>() ), "<FONT
face="Courier New" color=#ff00ff size=1>#<FONT face="Courier New"
color=#ff00ff size=1> days in trade<FONT color=#ff00ff
size=1>" );
Hope this helps.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
mrdavis9
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibrokeryahoogroups
Sent: Friday, September 19, 2003 12:01
AM
Subject: [amibroker] Problem with
Exploration
This is a resend. According to what I read in the
user manual, the method that I used to add these four
additional report colums to my Exploration should have worked. I would
sure appreciate receiving the correct code lines that will make my four
additional columns work. I have investigated every AFL function that
bears a name that is at all related. I chose to use DateTime() because
it reads like it is made to do exactly what I want to do, but I
can't make it work. All help appreciated. Ron D
SYNTAX
DateTime()
RETURNS
ARRAY
FUNCTION
Returns array of encoded date/time values suitable for
using with AddColumn and formatDateTime constant to produce date time
formated according to your system settings.
EXAMPLE
1. Simple date/time column
AddColumn( DateTime(), "Date / Time", formatDateTime );
2. Example (produces signal file accepted by various other programs):
Buy=Cross(MACD(),Signal());Sell=Cross(Signal(),
MACD());Filter=Buy OR Sell;SetOption("NoDefaultColumns", True
);AddColumn( DateTime(), "Date", formatDateTime );AddColumn(
IIf( Buy, 66, 83 ), "Signal", formatChar
);
<FONT face=Arial
size=4>========================================================================
This is the earlier email.
This post superscedes all of my previous posts
about my adventures in developing this Exploration using daily EOD
data. The version copied directly below performs exactly as required,
thanks to all of the excellent help that I received from this
board.
This post is a description of the additional report
columns that I am trying to add this Exploration. I will try to
be abundantly clear regarding these additional features,
so you may find a few unnecessary clarifications in the rest of this
email. Hopefully, these additional features will be useful to others
in their Explorations. I have a lot of Exploring to do
on various systems that look promising based on where I am seeing the buy
and sell arrows . Thanks for any additional assistance you can offer . Ron
D
<FONT face=Arial
size=4>==========================================================
I now want to add a few more report columns that
will report the following:
GAINS TO DATE(which is the net positive or negative
amount of gains made up to that date. If the Exploration is run on only one
stock, it would obviously be the gains made on that one stock. If the
exploration is run on all stocks, then it would be the net gain made on all
the stocks, up to that date.)
DATE OF THE ACTUAL PURCHASE ( which is the open
price of the day after the buy signal was received)
DATE OF THE ACTUAL SALE ( which is the open
price of the day after the sell signal was received)
NUMBER OF DAYS IN TRADE(The days to be
included in this count start with the day the purchase was made(day #1) and
end with the day the sale was made(day#final).
<FONT face=Arial
size=4>================================================
This is the version that now works, and pasted
below here is my attempt to add the additional desired features.
FastStoch = StochK(
14 );
SlowStoch = StochD(
14 );
Buy = Cross(
FastStoch, SlowStoch );
Sell = Cross(
SlowStoch, FastStoch );
StochKBuy = ValueWhen<FONT
size=1>( Buy, FastStoch );
StochKSell = ValueWhen<FONT
size=1>( Sell, FastStoch );
StochKDiff = StochKSell - StochKBuy;
EPrice = ValueWhen(
Ref(
Buy,-1),
Open );
XPrice = ValueWhen(
Ref(
Sell,-1),
Open );
Rtn = XPrice - EPrice;
PctRtn = Rtn / EPrice * 100<FONT
size=1>;
Filter = C > <FONT color=#ff00ff
size=1>1 AND C < <FONT
color=#ff00ff size=1>100 AND V >
100000;
AddColumn( StochKBuy,
"Buy Value",
1.2 );<FONT
color=#0000ff size=1>
AddColumn( StochKSell, <FONT color=#ff00ff
size=1>"Sell Value", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( StochKDiff, <FONT color=#ff00ff
size=1>"%K Diff", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( EPrice, <FONT color=#ff00ff
size=1>"Entry $", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( XPrice, <FONT color=#ff00ff
size=1>"Exit $", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( Rtn, "$
Rtn", 1.2<FONT
size=1> );
AddColumn( PctRtn, "%
Rtn", 1.2<FONT
size=1> );
<FONT
size=1>======================================================================================================
This is my attempt to add the additional features. I commented
out various additions of mine till this worked, but this commented version
does not show any buy arrows.
FastStoch = StochK(
14 );
SlowStoch = StochD(
14 );
Buy = Cross(
FastStoch, SlowStoch );
Sell = Cross(
SlowStoch, FastStoch );
StochKBuy = ValueWhen<FONT
size=1>( Buy, FastStoch );
StochKSell = ValueWhen<FONT
size=1>( Sell, FastStoch );
StochKDiff = StochKSell - StochKBuy;
EPrice = ValueWhen(
Ref(
Buy,-<FONT color=#ff00ff
size=1>1), Open );
XPrice = ValueWhen(
Ref(
Sell,-<FONT color=#ff00ff
size=1>1), Open );<FONT
face="Courier New" size=1>
GainPerTrade = XPrice - EPrice;
PctRtn = GainPerTrade <FONT
size=1>/ EPrice * 100<FONT
size=1>;
GainsToDate =<FONT face="Courier New" color=#0000ff
size=1>Sum(GainPerTrade,<FONT
face="Courier New" color=#0000ff size=1>BarsSince<FONT
face="Courier New" size=1>(GainPerTrade));
////////////////////////////////////////////////////////DayOfBuySignal=DateTime(Buy);
////////////////////////////////////////////////////////<FONT
color=#008000 size=1>DayOf<FONT face="Courier New" color=#008000
size=1>SellSignal=DateTime(<FONT
face="Courier New" color=#008000 size=1>Sell<FONT color=#008000
size=1>);
////////////////////////////////////////////////////////<FONT
color=#008000 size=1>DaysBetweenSignals<FONT face="Courier New"
color=#008000 size=1>=<FONT color=#008000
size=1>DateTime(Sell)<FONT face="Courier New" color=#008000
size=1>-DateTime(Buy);<FONT
size=1>
Filter = C > <FONT color=#ff00ff
size=1>1 AND C < <FONT
color=#ff00ff size=1>100 AND V >
100000<FONT face="Courier New"
size=1> AND Buy OR Sell<FONT
size=1>;
SetOption(<FONT color=#ff00ff
size=1>"NoDefaultColumns", True );<FONT
color=#0000ff size=1>
AddColumn( StochKBuy, <FONT color=#ff00ff
size=1>"Buy Value", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( StochKSell, <FONT color=#ff00ff
size=1>"Sell Value", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( StochKDiff, <FONT color=#ff00ff
size=1>"%K Diff", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( EPrice, <FONT color=#ff00ff
size=1>"Entry $", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( XPrice, <FONT color=#ff00ff
size=1>"Exit $", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( GainPerTrade, <FONT color=#ff00ff
size=1>"$ Rtn", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( PctRtn, "%
Rtn", 1.2<FONT
size=1> );
AddColumn( GainsToDate,<FONT color=#ff00ff
size=1>"$Total", <FONT color=#ff00ff
size=1>1.2 );<FONT face="Courier New"
color=#008000 size=1>
///////////////////////////////////////////<FONT color=#008000
size=1>AddColumn(DaysInTrade, "$ Rtn", 1.2 );<FONT color=#0000ff
size=1>
AddColumn( <FONT color=#0000ff
size=1>IIf( Buy, <FONT color=#ff00ff
size=1>66, <FONT color=#ff00ff
size=1>83 ), <FONT color=#ff00ff
size=1>"Signal", formatChar );<FONT
face="Courier New" color=#008000 size=1>
///////////////////////////////////////////<FONT color=#008000
size=1>AddColumn( DayOfBuySignal<FONT face="Courier New" color=#008000
size=1>,"Eday", formatDateTime
);
///////////////////////////////////////////<FONT color=#008000
size=1>AddColumn( DayOfSellSignal, "<FONT face="Courier New"
color=#008000 size=1>Xday", formatDateTime
);
///////////////////////////////////////////<FONT color=#008000
size=1>AddColumn( DaysBetweenSignals<FONT face="Courier New"
color=#008000 size=1>,"<FONT
face="Courier New" color=#008000 size=1>DaysHeld<FONT color=#008000
size=1>", formatDateTime );
<FONT face=Arial
size=5> Send BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
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Your use of Yahoo! Groups is subject to the <A
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Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
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