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Dimitirs,
It should work OK unless you have set trade delays > 0.
If so you would need to adjust first line:
lastbar = BarIndex()==Lastvalue(BarIndex()) - 1;
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, December 02, 2003 12:33 PM
Subject: [amibroker] Re: SetForeign() again
> 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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