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Yuki,
How about settings:
If Long only then
^N225,Out,4/1/2000,18937.4492,10/6/2003,8752.6396,-
53.8%,0.00,0.0%,0,0,0,846,0.00%,,
^N225,Long,10/6/2003,8752.6396,27/8/2003,10349.6396,18.2%,1706.93,17.1
%,1.13683,9950.25,1706.93,56,0.30%,,
^N225,Out,27/8/2003,10349.6396,8/9/2003,10584.3604,2.3%,0.00,0.0%,0,0,
1706.93,8,0.00%,,
^N225,Long,8/9/2003,10584.3604,21/10/2003,11234.3096,6.1%,595.24,5.1%,
1.10056,11648.7,2302.18,29,0.18%,,
^N225,Out,21/10/2003,11234.3096,21/11/2003,9804.4404,-
12.7%,0.00,0.0%,0,0,2302.18,22,0.00%,,
^N225,Long,21/11/2003,9804.4404,2/12/2003,10452.6396,6.6%,682.83,5.6%,
1.24851,12241,2985.01,7,0.79%,,
^N225,Out,2/12/2003,10452.6396,22/12/2003,10372.5098,-
0.8%,0.00,0.0%,0,0,2985.01,14,0.00%,,
but if Long&Short then
^N225,Out,4/1/2000,18937.4492,3/6/2003,8547.6504,-
54.9%,0.00,0.0%,0,0,0,841,0.00%,,
^N225,Short,3/6/2003,8547.6504,10/6/2003,8752.6396,2.4%,-339.32,-
3.4%,1.16409,9950.25,-339.322,6,-0.57%,,
^N225,Long,10/6/2003,8752.6396,7/7/2003,9589.1904,9.6%,818.02,8.5%,1.0
9825,9612.62,478.703,20,0.42%,,
^N225,Short,7/7/2003,9589.1904,11/8/2003,9349.0498,-
2.5%,158.15,1.5%,1.08733,10426.6,636.854,25,0.06%,,
^N225,Long,11/8/2003,9349.0498,27/8/2003,10349.6396,10.7%,1021.25,9.6%
,1.13209,10583.9,1658.1,13,0.74%,,
^N225,Short,27/8/2003,10349.6396,8/9/2003,10584.3604,2.3%,-380.40,-
3.3%,1.12082,11600.1,1277.71,9,-0.36%,,
^N225,Long,8/9/2003,10584.3604,21/10/2003,11234.3096,6.1%,573.42,5.1%,
1.06021,11221.6,1851.13,29,0.18%,,
^N225,Short,21/10/2003,11234.3096,21/11/2003,9804.4404,-
12.7%,1390.45,11.7%,1.04966,11792.2,3241.58,23,0.51%,,
^N225,Long,21/11/2003,9804.4404,2/12/2003,10452.6396,6.6%,734.97,5.6%,
1.34385,13175.7,3976.55,7,0.79%,,
^N225,Open Short,2/12/2003,10452.6396,22/12/2003,10372.5098,-0.8%,-
31.93,-0.2%,1.33048,13907,3944.63,15,-0.02%,,
for all dates from Jan2000 till now.
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> Hi DIMITRIS,
>
> With this code, I show first trade signal long on 6/9, rather than
> first trade short a few days earlier. How about you?
>
> Yuki
>
> Friday, December 19, 2003, 8:18:29 PM, you wrote:
>
> DT> Yuki,
> DT> Let us use the
> DT> http://groups.yahoo.com/group/amibroker/message/55121
> DT> code as ref to avoid confusion.
>
> DT> STARTBUY=DateNum()==1030131;
> DT> STARTSELL=DateNum()==1030217;
> DT> startIP=DateNum()==1030530;in=DateNum()>=1030530;
> DT> x=17;
>
> DT> startIP is the start of Inspection Points and the beginning of
the
> DT> trading application.
> DT> x is the IPs frequency.
> DT> Play with startIP keeping the same datenum in in=, or better
write
>
> DT> STARTBUY=DateNum()==1030131;
> DT> STARTSELL=DateNum()==1030217;
> DT> startIPDate=1030530;// place here your startIP date
> DT> startIP=DateNum()==startIPDate;
> DT> in=DateNum()>=startIPDate;
> DT> x=17;// from 15 to 20, IMO.
>
> DT> Yes, only one green equity line for the whole period. It uses
the
> DT> variable BFpass, SFpass as they come from the code.
> DT> In AA [use the same code] use the old backtester/individual
Equity to
> DT> see arrows etc.
> DT> In IB, for simplicity, I plotted only buy/sell arrows and the
ribbon
> DT> state.
> DT> This is the minimum info to begin with.
> DT> We may add later more equity lines [I would like to insert 2 or
3 top
> DT> competitive lines] or incorporate other info, but let us see
the most
> DT> basic part first.
> DT> Enjoy now a careful study, I will ask my questions later...
> DT> Dimitris Tsokakis
> DT> --- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx>
wrote:
> >> Hi Dimitris,
> >>
> >> Friday, December 19, 2003, 4:19:49 PM, you wrote:
> >>
> >> DT> The code is for both IB and AA windows. A ribbon is added to
> >> DT> show the trading phase.
> >>
> >> I made one small change:
> >>
> >> DT> Title=sym+", BFpass="+WriteVal(BFpass,1.0)+",
> >> DT> SFpass="+WriteVal(SFpass,1.0)+", Equity="+WriteVal(e1,1.0);
> >>
> >> becomes . . .
> >>
> >> Title=sym+" on "+ WriteVal(DateTime(),formatDateTime)+":
> >> BFpass="+WriteVal(BFpass,1.0)+", SFpass="+WriteVal(SFpass,1.0)+",
> >> Equity="+WriteVal(e1,1.0);
> >>
> >> (It's sooooo convenient to see the date there, rather than
having to
> >> hover and read the pop up.) ^_^
> >>
> >> Now, there is only one equity line: green. Is that correct? I
> >> believe this was the red one from before, but now I do not see
all
> DT> of
> >> them, just the green one.
> >>
> >> The buy/cover arrow will come automatically, right? I don't
have to
> >> do anything?
> >>
> >> I still want to know why we can't start this earlier, just to see
> >> what happens? If it really is good, the starting date should not
> >> matter, should it? All we need to do is allow 6 months after
that
> >> date, right?
> >>
> >> Yuki
>
>
> DT> Send BUG REPORTS to bugs@xxxx
> DT> Send SUGGESTIONS to suggest@xxxx
> DT> -----------------------------------------
> DT> Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx
> DT> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
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