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Hi DIMITRIS,
I am not referring to the back tester, only to the ribbon and arrows
on the chart. My first arrow is long on 6/9, but with the older code
we had I remember it was short a few days earlier.
Yuki
Monday, December 22, 2003, 7:05:17 PM, you wrote:
DT> Yuki, How about settings: If Long only then
DT> ^N225,Out,4/1/2000,18937.4492,10/6/2003,8752.6396,-
DT> 53.8%,0.00,0.0%,0,0,0,846,0.00%,,
DT> ^N225,Long,10/6/2003,8752.6396,27/8/2003,10349.6396,18.2%,1706.93,17.1
DT> %,1.13683,9950.25,1706.93,56,0.30%,,
DT> ^N225,Out,27/8/2003,10349.6396,8/9/2003,10584.3604,2.3%,0.00,0.0%,0,0,
DT> 1706.93,8,0.00%,,
DT> ^N225,Long,8/9/2003,10584.3604,21/10/2003,11234.3096,6.1%,595.24,5.1%,
DT> 1.10056,11648.7,2302.18,29,0.18%,,
DT> ^N225,Out,21/10/2003,11234.3096,21/11/2003,9804.4404,-
DT> 12.7%,0.00,0.0%,0,0,2302.18,22,0.00%,,
DT> ^N225,Long,21/11/2003,9804.4404,2/12/2003,10452.6396,6.6%,682.83,5.6%,
DT> 1.24851,12241,2985.01,7,0.79%,,
DT> ^N225,Out,2/12/2003,10452.6396,22/12/2003,10372.5098,-
DT> 0.8%,0.00,0.0%,0,0,2985.01,14,0.00%,,
DT> but if Long&Short then
DT> ^N225,Out,4/1/2000,18937.4492,3/6/2003,8547.6504,-
DT> 54.9%,0.00,0.0%,0,0,0,841,0.00%,,
DT> ^N225,Short,3/6/2003,8547.6504,10/6/2003,8752.6396,2.4%,-339.32,-
DT> 3.4%,1.16409,9950.25,-339.322,6,-0.57%,,
DT> ^N225,Long,10/6/2003,8752.6396,7/7/2003,9589.1904,9.6%,818.02,8.5%,1.0
DT> 9825,9612.62,478.703,20,0.42%,,
DT> ^N225,Short,7/7/2003,9589.1904,11/8/2003,9349.0498,-
DT> 2.5%,158.15,1.5%,1.08733,10426.6,636.854,25,0.06%,,
DT> ^N225,Long,11/8/2003,9349.0498,27/8/2003,10349.6396,10.7%,1021.25,9.6%
DT> ,1.13209,10583.9,1658.1,13,0.74%,,
DT> ^N225,Short,27/8/2003,10349.6396,8/9/2003,10584.3604,2.3%,-380.40,-
DT> 3.3%,1.12082,11600.1,1277.71,9,-0.36%,,
DT> ^N225,Long,8/9/2003,10584.3604,21/10/2003,11234.3096,6.1%,573.42,5.1%,
DT> 1.06021,11221.6,1851.13,29,0.18%,,
DT> ^N225,Short,21/10/2003,11234.3096,21/11/2003,9804.4404,-
DT> 12.7%,1390.45,11.7%,1.04966,11792.2,3241.58,23,0.51%,,
DT> ^N225,Long,21/11/2003,9804.4404,2/12/2003,10452.6396,6.6%,734.97,5.6%,
DT> 1.34385,13175.7,3976.55,7,0.79%,,
DT> ^N225,Open
DT> Short,2/12/2003,10452.6396,22/12/2003,10372.5098,-0.8%,-
DT> 31.93,-0.2%,1.33048,13907,3944.63,15,-0.02%,,
DT> for all dates from Jan2000 till now.
DT> Dimitris
DT> --- 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
DT> the
>> DT> trading application.
>> DT> x is the IPs frequency.
>> DT> Play with startIP keeping the same datenum in in=, or better
DT> 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
DT> the
>> DT> variable BFpass, SFpass as they come from the code.
>> DT> In AA [use the same code] use the old backtester/individual
DT> Equity to
>> DT> see arrows etc.
>> DT> In IB, for simplicity, I plotted only buy/sell arrows and the
DT> 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
DT> 3 top
>> DT> competitive lines] or incorporate other info, but let us see
DT> 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>
DT> 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
DT> 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
DT> all
>> DT> of
>> >> them, just the green one.
>> >>
>> >> The buy/cover arrow will come automatically, right? I don't
DT> 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
DT> 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:
DT> amiquote@xxxxxxxxxxxxxxx
>> DT> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
>> DT> --------------------------------------------
>> DT> Check group FAQ at:
>> DT> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
DT> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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Best,
Yuki
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