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Tomasz,
I pasted the new code.
Unfortunately, everything remained the same.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Dimitris,
>
> Actually it happens for the very last bar because of the following
change described in the read me:
>
> a.. changed handling of open positions in old backtester to match
with portfolio backtester and equity plot:
> - open positions are closed always at CLOSE price (previously were
closed at trade price)
>
> Due to oversight it is close price of current symbol always. Will
be fixed in next beta.
>
> Temporary workaround: close positions at the last bar:
>
> lastbar = BarIndex()==Lastvalue(BarIndex());
> Buy=Cross(StochD(),30);Sell=Cross(StochD(),80);Short=Sell;Cover=Buy;
>
> Sell = Sell OR Lastbar;
> Cover = Cover OR lastbar;
> e1=Equity(1,0);Plot(e1,"STOCK",5,1);
> list = GetCategorySymbols( categoryWatchlist, 8 );
> for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> {
> SetForeign(sym,True,True);
> global Buy;global Sell;global Short;global Cover;
> Buy=Cross(StochD(),30);Sell=Cross(StochD(),80);Short=Sell;Cover=Buy;
>
> Sell = Sell OR Lastbar;
> Cover = Cover OR lastbar;
> e2=Equity(1,0);
> Plot(e2,sym,i+1,8);
> }
>
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Dimitris Tsokakis
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Tuesday, December 02, 2003 11:48 AM
> Subject: [amibroker] Re: SetForeign() again
>
>
> Tomasz,
> I have a small WL8 with BRCM, CPWR, FLEX, JDSU.
> The
>
> Plot(StochD(),"STOCK",5,1);
> list = GetCategorySymbols( categoryWatchlist, 8 );
> for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> {
> SetForeign(sym,True,True);e2=StochD();Plot(e2,sym,i+1,8);
> }
>
> and the
>
> Buy=Cross(StochD(),30);Sell=Cross(StochD
(),80);Short=Sell;Cover=Buy;
> e1=Equity(1,0);Plot(e1,"STOCK",5,1);
> list = GetCategorySymbols( categoryWatchlist, 8 );
> for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> {
> SetForeign(sym,True,True);
> global Buy;global Sell;global Short;global Cover;
> Buy=Cross(StochD(),30);Sell=Cross(StochD
(),80);Short=Sell;Cover=Buy;
> e2=Equity(1,0);
> Plot(e2,sym,i+1,8);
> }
> are plotted.
> The last Equity value is quite strange and different from stock
to stock.
> [My initial equity is 10000 and the min.shares is 0.01]
> Something is going on with the last bar[s], the 4 equity values
are correct [and unchanged] from the beginning
> up to two/three bars before the end.
> The result ?? All my Inspection Points graphs are useless now !!
> The Dec2 session is an Inspection bar for one of them...
> Please advise.
> Dimitris Tsokakis
>
>
> Hello,
>
> It is not broken. But please note that Equity() now uses
MINSHARES setting.
>
> It is mentioned in the Read Me but I want to remind that
> "MinShares" setting (now available in Auto-analysis ->
Settings, "General" page )
> affects ALL backtesters now. This includes Equity() function.
>
> So for example if you are trying to display equity for say DJIA
> but the initial equity is less than (say) 9000 then no trade will
be entered if
> MinShares is set to 1.
>
> You would need to enter 0.0001 in "MinShares" to allow very small
fractional
> quantities.
>
> Hope this helps.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, December 02, 2003 8:02 AM
> Subject: [amibroker] SetForeign() again
>
>
> > Tomasz,
> > In 4.44 you introduced the
> > SetForeign( ticker, fixup = True, tradeprices = False)
> > and this allowed Equity() to work well with SetForeign.
> > Unfortunately with 4.50 it is down again. Can you fix it,
please.
> > Dimitris Tsokakis
>
>
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