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Re: [amibroker] Problem with Exploration



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Thanks for looking at it, luckily it was large 
enough for TJ to see and he fixed it right away. At least I chose the right 
function for the task, I just failed to implement it properly.  Ron 
D
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Bob Jagow 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Thursday, September 18, 2003 9:36 
  PM
  Subject: RE: [amibroker] Problem with 
  Exploration
  
  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"<FONT 
    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, <FONT color=#ff00ff 
    size=1>"% Rtn", <FONT color=#ff00ff 
    size=1>1.2 );
    <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 
    );
    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, <FONT color=#ff00ff 
    size=1>"% Rtn", <FONT color=#ff00ff 
    size=1>1.2 );
    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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