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Hey John,
Thanks for posting the E-Signal symbols. In my last post looks like I had them wrong.
This time I actually looked them up to verify, and you've got them right. $RUT is e-signal for Russell 2000.
<2) Could you clarify, in 5.b., '...you may want to tailor the prices toopen for testing stocks.' (Does that mean you have coded using the Closesomehow and I need to comment it out?)>
John #2 is a good question that I hope all the folks not familiar with the Portfolio Backtester will read. The "Trades" tab is what all systems use to identify the trade price field (Open vs Close) for the Buys,Sells,Shorts,Covers. Applystop is the same deal unless you specify that you want to exit at the stop price which you specify in the "Settings" GUI. So, it has NOTHING to do with indicator codes or anything outside of what I've described above. Now John, you've gotta trust me enough to think I wouldn't leave you hanging by having you need to comment out sections of code, would I? : )
Don't comment out anything. Code is A-OK.
<4) When you say, in 5.f., '...check "add artificial future bar" if youwant.' does that mean i can expect different results if I do check that? Ifso, which results might differ.>
Again, all folks not familiar with Portfolio Backtest open your ears and listen in. The "add artifical future bar" was added to let folks now what, in any, trades needed to be executed tomorrow. If you'd like to follow along and paper-trade it, check the box and BINGO you have tomorrows trades! As mentioned this is an intermediate-term system. So, waiting for new trades is like watching paint dry. However, that is okay by me.
Seriously, if you need any more help or clarification give me a shout. These questions are good because we've been throwing them around in the AmiBroker beta group for some time now, and they are (fortunately) old hat to me now.
Kind Regards,
Gary
john gibb <jgibb1@xxxxxxxxxxxxx> wrote:
Hi Gary,Thanks for the step-by-step instructions!Questions: 1) In place of your !NQ-V, !NQ-AV, and !NQ-DV, I plan on using theseEsignal counterparts; do they look OK?: $TVOLQ NASDAQ TOTAL VOLUME $UVOLQ NASDAQ UP VOLUME $DVOLQ NASDAQ DOWN VOLUME 2) Could you clarify, in 5.b., '...you may want to tailor the prices toopen for testing stocks.' (Does that mean you have coded using the Closesomehow and I need to comment it out?) 4) When you say, in 5.f., '...check "add artificial future bar" if youwant.' does that mean i can expect different results if I do check that? Ifso, which results might differ.-john----- Original Message -----
From: Gary A. SerkhoshianTo: amibroker@xxxxxxxxxxxxxxxSent: Tuesday, November 18, 2003 12:41 PMSubject: Re: [amibroker] Instructions on how to use the RUTVOL timing and BBscoring AFLI meant "Portfolio Backtest" button in step 6 not optimize.I need to start making some decent money so I can hire a secretary.Rgds,Gary"Gary A. Serkhoshian" <serkhoshian777@xxxxxxxxx> wrote:Hi Wayne !I've copied the AmiBroker list as several others have asked the samequestion, and I apologize for not giving more detailed instructions of "howto" related to using the .afl I posted.Here goes:1. Load the afl in AA window.Starting from Top to Bottom we'll run through the right column features2. Apply to. Use can select a watchlist of Russell 2K stocks which Fred waskind enough to post via "use filter", or just run it against "all stocks".If you run it against all stocks in
database, you may want to add at least avolume filter if not a price filter. ExamplePRICEOK = C > 5;VOLOK = MA(V,21) > 500000;Then modify position score:PositionScore = 100 - 100 * (Close - LBBand) / (UBBand - LBBand) * PRICEOK *VOLOK;//0 when C == Upper Band, 100 when C == Lower Band3. Range. Select whatever time period you'd like. I run a YTD via "fromto" dates4. Click "check" to make sure all the afl is okay. It's just a good habit: )5.a. Click "Settings" button "General" tab.Make sure "positions" reads long as this is a long only methodology.Periodicity should read daily. I have a round lot size of 100 and a percentcommission of 0.5 just to build in some slippage costs.5.b. Click "Trades" tab. Trade delays are already built in the code of 1day, but you may want to tailor the prices to open for testing
stocks.5.c. Click "Stops" tab. Make sure all stops are disabled.5.d. Click "Report" tab and select detailed log so you can see what's goingon with the selection method.5.e. Click " Portfolio" tab and make sure that the "Pad and align all datato reference symbol" is checked and that you have the Russell 2K symbol asthe reference since this a general market signal driven by the Russell.5.f. You can check "add artificial future bar" if you want.5.g. Click OK or you can save the settings to something other than defaultif you want.6. Click "Portfolio Optimize" button and voila! You have results!That wasn't too painful, was it?Hope this helps,GaryWayne Kroutil <wayne100@xxxxxxx> wrote:Hi Gary--I downloaded you RUTVOL afl but am not able to get results with it.Would you provide details of how you set it up and run it.? Thanks
amillion. I have used AB for a year but have not not done portfolio trading.My time has been spent on AA and IB.Wayne KroutilDo you Yahoo!?Protect your identity with Yahoo! Mail AddressGuardSend BUG REPORTS to bugs@xxxxxxxxxxxxxSend 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.htmlYour use of Yahoo! Groups is subject to the Yahoo! Terms of Service.Do you Yahoo!?Protect your identity with Yahoo! Mail AddressGuardYahoo! Groups SponsorSend BUG REPORTS to
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