|
PureBytes Links
Trading Reference Links
|
Also, us superlow tech people can write repetitive code
very quickly by having a second monitor via an extended desktop. A lot
of copying, pasting and emailing temporary saves to my self is involved, but
it works very well for me. Jayson kindly assisted me in getting it
setup. It works great. Ron D
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Herman vandenBergen
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, November 14, 2003 1:43
AM
Subject: RE: [amibroker] Backtesting exit
strategies based on previous discretionary entries
<FONT face=Arial color=#0000ff
size=2>If you know how to write simple Excel formulas to form strings
you can just copy your dates and times into the first two columns and write an
Excel formula to create the afl string needed by AmiBroker in the
next column. Something like:
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Buy =
<FONT face=Arial color=#0000ff
size=2>iif( Date == ExcelRefToDateColumn AND Time ==
ExcelRefToTimeColumn, 1,
<FONT face=Arial color=#0000ff
size=2>.... copy the above line to as many rows as you have dates
...
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>iif( Date == ExcelRefToDateColumn AND Time ==
ExcelRefToTimeColumn, 1,
0 )...); // fill in as many brackets as
you have Rows
You have to write only one Excel formula
because all rows are the same except for the first and last one, so just copy
it as often as you need it.
When done you can copy the page to wordpad
and search-replace tabs/space with nothing to clean up and compact the file.
Then copy to the afl editor and create an include file.
good luck,
herman.
<SPAN
class=810491807-14112003>
<FONT face=Tahoma
size=2>-----Original Message-----From: g_r_e_g_69
[mailto:gregoliver_@xxxxxxxxxxx]Sent: November 14, 2003 2:28
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Backtesting exit strategies based on previous discretionary
entriesI have been papertrading a very short term
and discretionary system on the Hang Seng futures over the last 1 1/2
months. Anyway, although I would like to keep using discretionary
entries for the time being, I would like to do some backtesting on exit
strategies based on the discretionary entries I picked real-time in the
past. I was wondering if there was some way for me to type my
entry times and prices into Amibroker and then write code to backtest my
ideas for exit strategies.(if it were just time, it think it
would look like this):longentry=iif(datenum()==1031114 AND
timenum()==(213500 or 222100 or
234500),1,0);shortentry=iif(datenum()==1031114 AND
timenum()==(215500 or 225500 or 232300),1,0);buy=longentry;
sell=???; short=shortentry; cover=???;But I need to be able to
enter both entry time and price and I'm not sure how to do this, can
anyone help me?Thanks in
advance,GregSend 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.
Send
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.
|