|
PureBytes Links
Trading Reference Links
|
Dimitris,
Do you use any stops in the settings ?
If you use them, please disable them temporarily and re-check.
The problem may be related to stop handling when SetForeign is used.
As for:
>> 4. What is the purpose of sending this message in three copies ?
>> ( to group, tj -at- amibroker.com and support - at - amibroker.com )
>It is your request, just in case you donīt see this list messages...
it is written in the FAQ point 7. that bug reports should be sent only to
bugs -at - amibroker.com
If you meant point 9 then it says one cc: not two.
Use common sense: if you think that someone *else* than I may answer
your question then posting on group makes sense, otherwise contact me directly.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, October 18, 2003 1:47 PM
Subject: [amibroker] Re: SetForeign() function
Tomasz,
thank you for the quick response.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Dimitris,
>
> 1. SetForeign(Sym, True, True ) + Equity() work on both long &
short sides too.
> 2. On my computer and QP2 database your code generates exactly the
same results regardless
> of stock displayed with both short/long sides
> 3. The reason of your problems may be that your database has holes
in period under test
My database has no holes.
I use amibroker 4.44.1 Oct12, 2003
The problem was for both Long/short before the Setforeign(sym, true,
true) function, as you remember.
Now the problem is limited but still exists.
What can I do ?
Dimitris Tsokakis
> 4. What is the purpose of sending this message in three copies ?
> ( to group, tj -at- amibroker.com and support - at - amibroker.com )
It is your request, just in case you donīt see this list messages...
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Dimitris Tsokakis
> To: amibroker@xxxxxxxxxxxxxxx ; Tomasz Janeczko ; Tomasz Janeczko
> Sent: Saturday, October 18, 2003 11:55 AM
> Subject: [amibroker] SetForeign() function
>
>
> Tomasz,
> I have the following problem with SetForeign(SYM,True,True);
> When I use only Long trades, everything is OK with the universal G
>
> // Trade the top Equity stock for the MACD crossover
> START=DateNum()==1000530 ;
> per=150;//Param("per",150,130,160,5);
> EVENT=BarsSince(START)%per==0;
> Plot(10000,"",Cum(1)%2,1);Plot(0,"",1,styleNoLine);
> G=0;NUM=254;
> list = GetCategorySymbols( categoryGroup, NUM );
> for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> {
> SetForeign(SYM,True,True);
> global Buy;global Sell;// global Short;global Cover;
> Buy=Cross(MACD(),Signal());
> Sell=Cross(Signal(),MACD());
> // Short=Cross(Signal(),MACD());Cover=Cross(MACD(),Signal());
> E1=Equity();
> E11=ValueWhen(EVENT,E1);
> G=IIf(G>E11,G,E11);
> }
> Plot(G,"",1,1);
>
> When I change settings to Long and Short and uncomment the above
code, ie
>
> // Trade the top Equity stock for the MACD crossover
> START=DateNum()==1000530 ;
> per=150;
> EVENT=BarsSince(START)%per==0;
> Plot(10000,"",Cum(1)%2,1);Plot(0,"",1,styleNoLine);
> G=0;NUM=254;
> list = GetCategorySymbols( categoryGroup, NUM );
> for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> {
> SetForeign(SYM,True,True);
> global Buy;global Sell;global Short;global Cover;
> Buy=Cross(MACD(),Signal());
> Sell=Cross(Signal(),MACD());
> Short=Cross(Signal(),MACD());Cover=Cross(MACD(),Signal());
> E1=Equity();
> E11=ValueWhen(EVENT,E1);
> G=IIf(G>E11,G,E11);
> }
> Plot(G,"",1,1);
>
> then G is different when change ticker in symbol tree and it is
no more universal.
> Does SetForeign() works also with short trades ?
> Am I missing something else?
> TIA
> Dimitris Tsokakis
>
> Yahoo! Groups Sponsor
>
>
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
> -----------------------------------------
> 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 the Yahoo! Terms of
Service.
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/
------------------------ 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/
|