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Yuki,
I do not understand why do you guess instead of reading the codes.
1. I have not modified anything.
2. 55121 is an always in the market code.
Just read the
buy=...
sell=...
short=...
cover=...
lines.
The arrows of 55121 were long only [to give just an indication on IB
chart]
For full shapes indications use 55304.
It would be interesting to understand the basic code, there are a lot
of things to discuss later.
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> 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
> >> >> >> 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>
> 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:
> >> 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> 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
> >>
> >>
> >> 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> 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
>
>
> 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
>
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> DT> http://docs.yahoo.com/info/terms/
>
>
>
>
> Best,
>
> Yuki
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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