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Hi DIMITRIS,
Monday, December 22, 2003, 7:40:39 PM, you wrote:
DT> Yes, I have plotted long only arrows for the simplicity of the
DT> chart. Do you want to plot also short/cover hollow arrows ?
Now I'm very confused. My chart *has* short arrows and long arrows.
It is not long only. Just that I remember the first trade was short,
I believe it was on June 3. But my first arrow is long, on June 10.
Yuki
DT> Dimitris --- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga
DT> <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
DT> 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>
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>
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>
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>
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%,-
DT> 339.32,-
>> DT> 3.4%,1.16409,9950.25,-339.322,6,-0.57%,,
>> DT>
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>
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%,-
DT> 380.40,-
>> DT> 3.3%,1.12082,11600.1,1277.71,9,-0.36%,,
>> DT>
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>
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>
DT> wrote:
>> >> Hi DIMITRIS,
>> >>
>> >> With this code, I show first trade signal long on 6/9, rather
DT> 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
DT> 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
DT> 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
DT> 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
DT> 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
DT> 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
DT> (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?
DT> I
>> >> >> believe this was the red one from before, but now I do not
DT> 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
DT> see
>> >> >> what happens? If it really is good, the starting date should
DT> 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
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>>
>>
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>>
>>
>>
>> Best,
>>
>> Yuki
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Best,
Yuki
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