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Re: [amibroker] Re: Fw: Artificial Intelligence, an introduction, ^N225 2003



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Hi DIMITRIS,

Okay, I guess I have figured it out now.  Originally, I thought this
was an "always in the market" type of system.  But you have
apparently modified it to long only with the code from message 55121.

I think I like a long and short system myself.  For the Nikkei, there
is no uptick rule unless you are trading 50 times the round lot size
or larger.  That has become a problem now on some stocks like Nissan,
which now trades in blocks of 100 shares, so even just a 5,000 share
short takes more work.  But many stocks still trade in units of
1,000, and can be shorted in quite large size with no uptick.

Yuki

Monday, December 22, 2003, 9:27:52 PM, you wrote:

DT> Yuki, there is no reason to be confused. 1. We said to use the
DT> code from http://groups.yahoo.com/group/amibroker/message/55121
DT> as further ref. 2. This code *has no* short/cover arrows, since
DT> the only arrows lines are
DT> PlotShapes(shapeUpArrow*Buy,colorBrightGreen);
DT> PlotShapes(shapeDownArrow*Sell,colorRed); 3. In the case you want
DT> to see short/cover indications, use the
DT> http://groups.yahoo.com/group/amibroker/message/55304 It is
DT> identical to 55121 and have two more lines
DT> PlotShapes(shapeUpTriangle*Cover,colorBrightGreen);
DT> PlotShapes(shapeDownTriangle*Short,colorRed); for short/cover
DT> indications with a special care for the visibility of all shapes.
DT> 4. Do not be confused with IB arrows and price chart arrows from
DT> the backtesting. Dimitris --- In amibroker@xxxxxxxxxxxxxxx, Yuki
DT> Taga <yukitaga@xxxx> wrote:
>> 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 
DT> 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 
DT> 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> 
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> 
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> 
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> 
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> 
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> 
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> 
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> 
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 
DT> 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 
DT> 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 
DT> 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 
DT> insert 2
>> DT> or
>> >> DT> 3 top
>> >> >> DT> competitive lines] or incorporate other info, but let us
DT> see
>> >> DT> the most
>> >> >> DT> basic part first.
>> >> >> DT> Enjoy now a careful study, I will ask my questions 
DT> later...
>> >> >> DT> Dimitris Tsokakis 
>> >> >> DT> --- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga 
DT> <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 
DT> 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 
DT> 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 
DT> don't
>> >> DT> have to
>> >> >> >> do anything?
>> >> >> >> 
>> >> >> >> I still want to know why we can't start this earlier, just
DT> to
>> DT> see
>> >> >> >> what happens?  If it really is good, the starting date 
DT> should
>> DT> not
>> >> >> >> matter, should it?  All we need to do is allow 6 months 
DT> after
>> >> DT> that
>> >> >> >> date, right?
>> >> >> >> 
>> >> >> >> Yuki
>> >> >> 
>> >> >> 
>> >> >> DT> Send BUG REPORTS to bugs@xxxx
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>> >> >> DT> 
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>> >> 
>> >> 
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>> >> 
>> >> 
>> >>  
>> >> Best,
>> >> 
>> >> Yuki
>> 
>> 
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>> 
>> 
>>  
>> Best,
>> 
>> Yuki


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Best,

Yuki


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