PureBytes Links
Trading Reference Links
|
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
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
ADVERTISEMENT
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 the Yahoo! Terms of Service.
|