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This would be convenient perhaps : A light green triangle for Cover
and a dark green arrow for Buy.
// Nikkei 2003 timing
SYM="^N225";
STARTBUY=DateNum()==1030131;
STARTSELL=DateNum()==1030217;
startIP=DateNum()==1030530;in=DateNum()>=1030530;
x=17;
EVENT=BarsSince(startIP)%x==0;
Plot(50,"",1,1);
shape=33+2*(Cum(event)%10);
PlotShapes(shape*EVENT,colorIndigo);
Plot(0,"",1,1);
G=0;
for(BuyFREQ=10;BuyFREQ<40;BuyFREQ++)
{
for(SellFREQ=10;SellFREQ<40;SellFREQ++)
{
Buy=BarsSince(STARTBuy)%Buyfreq ==0;
Sell=BarsSince(STARTSell)%Sellfreq==0;
Short=Sell;Cover=Buy;
Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);Short=ExRem
(Short,Cover);Cover=ExRem(Cover,Short);
e1=Equity(1,0);E11=ValueWhen(EVENT,E1);G=IIf(G>E11,G,E11);
}}
BFpass=0;SFpass=0;
for(BuyFREQ=10;BuyFREQ<40;BuyFREQ++)
{
for(SellFREQ=10;SellFREQ<40;SellFREQ++)
{
Buy=BarsSince(STARTBuy)%Buyfreq ==0;
Sell=BarsSince(STARTSell)%Sellfreq==0;
Short=Sell;Cover=Buy;
Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);Short=ExRem
(Short,Cover);Cover=ExRem(Cover,Short);
e1=Equity(1,0);
E11=ValueWhen(EVENT,E1);
BF1=IIf(E11==G,BuyFREQ,0);BFpass=BFpass+BF1;
SF1=IIf(E11==G,SellFREQ,0);SFpass=SFpass+SF1;
G=IIf(E11==G,0,G);
}}
Plot(BFPASS,"\nBFpass",colorBlack,8);Plot
(SFPASS,"SFpass",colorBlue,8);
// the trading system
Buy=in*BarsSince(STARTBuy)%BFpass ==0;
Sell=in*BarsSince(STARTSell)%SFpass==0;
Short=Sell;Cover=Buy;
Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);Short=ExRem
(Short,Cover);Cover=ExRem(Cover,Short);
e1=Equity(1,0);Plot(e1,"Equity",colorBrightGreen,styleOwnScale);
PlotShapes(shapeUpTriangle*Cover,colorBrightGreen);
PlotShapes(shapeDownTriangle*Short,colorRed);
PlotShapes(shapeUpArrow*Buy,colorDarkGreen);
PlotShapes(shapeDownArrow*Sell,colorDarkRed);
Plot( 2, "Ribbon",IIf( BarsSince(Buy)>BarsSince(Sell), colorRed,
colorGreen), styleArea|styleNoLabel, -1, 100 );
GraphXSpace=5;
Title=sym+", BFpass="+WriteVal(BFpass,1.0)+", SFpass="+WriteVal
(SFpass,1.0)+", Equity="+WriteVal(e1,1.0);
How does it looks like?
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Yes, I have plotted long only arrows for the simplicity of the
chart.
> Do you want to plot also short/cover hollow arrows ?
> Dimitris
> --- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> > 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@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/)
> > DT> --------------------------------------------
> > DT> Check group FAQ at:
> > DT> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> > DT> Yahoo! Groups Links
> >
> > DT> To visit your group on the web, go to:
> > DT> http://groups.yahoo.com/group/amibroker/
> >
> > DT> To unsubscribe from this group, send an email to:
> > DT> amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >
> > DT> Your use of Yahoo! Groups is subject to:
> > DT> http://docs.yahoo.com/info/terms/
> >
> >
> >
> >
> > Best,
> >
> > Yuki
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