PureBytes Links
Trading Reference Links
|
Jayson,
yes I have.
if I run the foolowing code:
// overide default settings
SetTradeDelays(0,0,0,0);
// make a simple trading system
Buy = Cross(RSI(),30);
// buy the next day at the open
// use Ref(Buy -1) because the Ref function returns a value
// so the "1" numbers inside the Buy array are moved forward this way.
Buy = Ref(Buy, -1);
// define the BuyPrice
BuyPrice = ValueWhen( Buy, Open);
SellCond1 = C > BuyPrice * 1.02;
SellCond2 = C < BuyPrice * 0.96;
SellCond3 = Cross( BarsSince(Buy), 5 );
Sell = SellCond1 OR SellCond2 OR SellCond3;
SellPrice = (SellCond1 * C);
SellPrice = SellPrice + (SellCond2 * C);
SellPrice = SellPrice + (SellCond3 * C);
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
for the stock CHKP I get as result in the backtester (last 2 trades):
CHKP Long 7/3/2002 12.0800 7/5/2002 14.2600 18.0%
2029.25 18.0% 930.847 11244.6 3273.88 2 9.02%
CHKP Out 7/5/2002 14.2600 10/4/2002 13.4600 -5.6%
0.00 0.0% 0 0 3273.88 64 0.00%
CHKP Long 10/4/2002 13.4600 10/10/2002 13.9900 3.9%
522.67 3.9% 986.172 13273.9 3796.55 5 0.79%
CHKP Out 10/10/2002 13.9900 9/26/2003 16.6500 19.0%
0.00 0.0% 0 0 3796.55 242 0.00%
the trade started at 7/3/2002 should be sold the same day at the
close. I must have made some error somewhere, maybe in the code?
thanks,
Ed
--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> Ed,
> Do you have "Allow same bar exit" checked?
>
> Regards,
> Jayson
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
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/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|