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Re: [amibroker] custom sell types not working - working but need more info



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Dave,
 
Yes 'reason of exit' field is limited to 127. It is 
stored using 7 bits. Such compactness is required because
portfolio backtester now tracks all exit signals (feature 
requested by you, btw). Exit signal 
is a structure of
1 bit Long/short flag
7 bits reason for exit
24 bits index to symbol array
32 bit (float) exit price.
 
Total: 64 bits, i.e. 8 bytes.
 
Even with such compact structure, when backtesting portfolio 
of 10000 and trading every second day
for 10 years (2600 bars) you need 8 * ( 10000 * 2600 / 2 ) = 
104MB for exit signals alone.
 
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Dave Merrill 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Monday, November 17, 2003 4:03 
  PM
  Subject: RE: [amibroker] custom sell 
  types not working - working but need more info
  
  <SPAN 
  class=570565514-17112003>some reverse engineering tells me that values from 6 
  to 127 can be used for custom sell values. <FONT 
  face="Courier New" color=#0000ff size=2>can 
  anyone confirm this?
  <SPAN 
  class=570565514-17112003> 
  <SPAN 
  class=570565514-17112003>if so, it's too bad that more values aren't 
  available. that probably seems like a crazy thing to want, but I actually 
  have a need for at least 150.
  <SPAN 
  class=570565514-17112003> 
  <SPAN 
  class=570565514-17112003>I'm looking into using the candlestick exploration 
  code in the library as an exit method. I wanted to know which patterns 
  actually got hit, and how profitable they each were given the entry signals 
  I'm using. there are 138 exit patterns in the file, each of which ideally 
  would be assigned a unique number, plus some other non-candle exits I'd like 
  to track.
  <SPAN 
  class=570565514-17112003> 
  <SPAN 
  class=570565514-17112003>I guess for now, I'll break it up into two runs, but 
  if it's easy, expanding that available range would be 
  great.
  <SPAN 
  class=570565514-17112003> 
  <SPAN 
  class=570565514-17112003>dave
  <SPAN 
  class=570565514-17112003> 
  <BLOCKQUOTE 
  >
    <SPAN 
    class=817162714-17112003>it is working, but I'd still appreciate it if 
    someone could point me to where info on this is in the docs. 
    
    <SPAN 
    class=817162714-17112003> 
    <SPAN 
    class=817162714-17112003>specifically, what's the range of Sell values 
    available for use as custom exits without interfering with the built in 
    constants?
    <SPAN 
    class=817162714-17112003> 
    <SPAN 
    class=817162714-17112003>thanks,
    <SPAN 
    class=817162714-17112003> 
    <SPAN 
    class=817162714-17112003>dave
    <SPAN 
    class=817162714-17112003> 
    <BLOCKQUOTE 
    >
      <SPAN 
      class=445305013-17112003>seems it's working with the 4.49 beta, just in 
      time, great!
      <SPAN 
      class=445305013-17112003> 
      <SPAN 
      class=445305013-17112003>odd though, since I did try this with the old 
      backtester and the only change mentioned in this area is that the new 
      backtester now does it.
      <SPAN 
      class=445305013-17112003> 
      <SPAN 
      class=445305013-17112003>anyway, it's working, so I'm happy 
      (:-)
      <SPAN 
      class=445305013-17112003> 
      <SPAN 
      class=445305013-17112003>tomasz, the new features rock, and so do 
      you!
      <SPAN 
      class=445305013-17112003> 
      <SPAN 
      class=445305013-17112003>dave
      <BLOCKQUOTE 
      >I'd 
        like to know which of a number of different sell conditions get hit in 
        abacktest. I thought I remembered that you could set Sell to any 
        number abovesomething like 6, and that number would show in the 
        backtester trade list,where "Long (trailing)" etc shows for the 
        built in exit types.I can't get this to work, and I can't 
        remember where I saw the details aboutit. I've searched the User 
        Guide, no joy.can someone remind me how this works, or better 
        yet, where to find info onit?also, does this work in the new 
        backtester as well as the old one? (I'vetried both without 
        success.)thanks,daveSend 
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