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RE: [amibroker] Problem with Exploration



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Wish I 
could help, Ron, but your text was too small to read.
<FONT face=Arial color=#0000ff 
size=6>Bob

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: mrdavis9 
  [mailto:mrdavis9@xxxxxxxxxx]Sent: Thursday, September 18, 2003 3:01 
  PMTo: amibrokeryahoogroupsSubject: [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 );
   
   
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