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[amibroker] Re: The top10 ROC(C,1)



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Tomasz,
there is no need to hurry up, keep the scedule priorities, the 
project may wait !!
The explanation was full, keep up this great work !!
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx> 
wrote:
> Hello,
> 
> Yes there will be such an option in next release (4.44), OK?
> It will be available via SetOption("NoPriceCheck") or something 
along these lines.
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "Dave Merrill" <dmerrill@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, October 07, 2003 2:23 PM
> Subject: RE: [amibroker] Re: The top10 ROC(C,1)
> 
> 
> > thanks for this explanation tomasz, it's very important. I hadn't 
run into
> > this issue myself, yet, but as you can guess from my question 
about one-time
> > backtester code, I'm heading towards calling Equity on indexes, 
but I guess
> > I'll need to hold off on that.
> > 
> > maybe in the future, this price checking could be disabled by an 
optional
> > parameter to the Equity function?
> > 
> > dave
> > 
> > 
> > > Oh yes... there is another problem indeed.
> > > Equity is the backtester-in-a-box and as described in
> > > Tutorial: How to backtest your trading system:
> > >
> > > "Please note that AmiBroker presets buyprice, sellprice,
> > > shortprice and coverprice array variables with the values 
defined
> > > in system
> > > test settings window (shown below), so you can but don't need to
> > > define them in your formula. If you don't define them AmiBroker
> > > works as in the old versions.
> > > During back-testing AmiBroker will check if the values you
> > > assigned to buyprice, sellprice, shortprice, coverprice fit 
into high-low
> > > range of given bar. If not, AmiBroker will adjust it to high
> > > price (if price array value is higher than high) or to the low 
price
> > > (if price array value is lower than low)"
> > >
> > > This works with 'current' symbol even if you used SetForeign().
> > > So effectivelly you are not able to use Equity with SetForeign
> > > function as of now,
> > > because it will force adjusting prices to High-Low range of
> > > current symbol anyway.
> > >
> > > Someone asked before to have ability to turn this checking and
> > > adjustment off and once this is available
> > > you will be able to do what you wanted. Right now you can't.
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > 
> > 
> > 
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
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> > 
> >


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