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Tomasz,
I use delay +1 .
Now it is OK, thank you very much for the assistance.
BTW, a lot of work is done on the pre-4.50 backtester. It is not nice
to send it to the recycle bin. The new properties should preserve the
existing ones. I also do not like the "old" tag, what is old and what
is new in final analysis, we spent many hours with this "old" tool,
some projects are working in real conditions, portfolio backtester
may be quite interesting for some users but it should grow up in
parallel lines, for those who need it.
I hope you understand that it would be impossible for me to give a
solution to this problem today , this " Due to oversight " is totally
out of my understanding.
I hope you find, as usual, the optimal solution.
Many thanks again
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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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