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RE: [amibroker] Re: How to access exposures (holdings) in portfolio backtest



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Nice code!
But I don't see the candles on the chart.
Do I miss something, a plugin perhaps?<LABEL 
id=HbSession SessionId="478001089">
 
<BLOCKQUOTE dir=ltr 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  <A title=xcitemint@xxxxxxx 
  href="">xcitemint@xxxxxxx 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Monday, March 08, 2004 2:21 
AM
  Subject: [amibroker] Thanks Dimitris 
  & Peter Need more help with Price Indicators
  
  Hi everyone,
   
  I would like to express my thanks to everyone that contributes on this 
  forum, special thanks to Dimitris, Peter and Johan for assistance they 
  have already provided.  Since I am not a programmer and new to AFL 
  the code is certainly not efficient but the results appear to be 
  promising.  I have been experimenting with RevEngMarsi and decided to use 
  LoMax on the same chart.  Out of curiousity I used the Optimization 
  results for Lomax on the bright green line plotted on the chart below.  I 
  was surprised to see that it complimented Lomax with direction and fine tuned 
  the price entry/exit points for both short term and medium term time 
  frames.  The Blue Line is also using the Optimization numbers from 
  Lomax.  Notice that at the Lomax pivots the price did not break out 
  immediately however it did breakout immediately after closing above the 
  RevEngMarsi line plotted on the chart.  The price also broke below the 
  line at the Lomax high pivot 
   
  <IMG id=MA1.1078708864  height=274 
  src="" width=480 
  DATASIZE="95302">
   
  The AFL code that I am using for the lines on the chart follows:
   
  //////////////////////////////////           
  PCRSI            
  //  (USING CLOSE FOR FAST AND MEDIUM 
  LINES)////////////////////////////////function 
  PCRSI(eperc,wperc){
   
  Value = EMA( RSI( wperc ), eperc );AUC = Wilders( Max( C - Ref( C, -1 
  ), 0 ), wperc );ADC = Wilders( Max( Ref( C, -1 ) - C, 0 ), wperc );xc 
  = ( wperc - 1 )*( ADC * Value/(100-Value)-AUC); PCRSIP = IIf( xc >= 0, 
  C + xc, C + xc*(100-Value)/Value );
   
  return PCRSIP;}
   
  //function 
  callsPCS=PCRSI(15,3);PCM=PCRSI(70,14);PCL=PCRSI(80,80);
   
  Plot( PCS, "",colorBrightGreen,styleThick);Plot( PCM, "", 
  colorBlue,styleThick);//////////////////////////////////           
  PHRSI            
  //  (USING HIGH FOR 
  CHANNEL)////////////////////////////////function 
  PHRSI(eperh,wperh){
   
  Value = EMA( RSI( wperh ), eperh );AUC = Wilders( Max( H - Ref( H, -1 
  ), 0 ), wperh );ADC = Wilders( Max( Ref( H, -1 ) - H, 0 ), wperh );xh 
  = ( wperh - 1 )*( ADC * Value/(100-Value)-AUC); PHRSIP = IIf( xh >= 0, 
  H + xh, H + xh*(100-Value)/Value );
   
  return PHRSIP;}
   
  //function 
  callsPHS=PHRSI(10,10);PHM=PHRSI(80,70);PHL=PHRSI(200,100);Plot( 
  PHL, 
  "",colordarkblue,styleThick);//////////////////////////////////           
  PLRSI            
  //    (USING LOW FOR 
  CHANNEL)////////////////////////////////function 
  PLRSI(eperl,wperl){
   
  Value = EMA( RSI( wperl ), eperl );AUC = Wilders( Max( L - Ref( L, -1 
  ), 0 ), wperl );ADC = Wilders( Max( Ref( L, -1 ) - L, 0 ), wperl );xl 
  = ( wperl - 1 )*( ADC * Value/(100-Value)-AUC); PLRSIP = IIf( xl >= 0, 
  L + xl, L + xl*(100-Value)/Value );
   
  return PLRSIP;}
   
  //function 
  callsPLS=PLRSI(80,80);PLM=PLRSI(80,70);PLL=PLRSI(200,100);
  Plot( PLL, "",colorDarkBlue,styleThick);
   
   
   
   
   
   
   
   
   
   
   I have been impressed with what I see on this forum and hope this 
  contributes towards building the "best mousetrap."
   
   
   
   Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend 
  SUGGESTIONS to 
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  AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
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  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  
  
  Deze e-mail is door E-mail VirusScanner van Planet Internet gecontroleerd op 
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  href='"http://www.planet.nl/evs";'>http://www.planet.nl/evs staat een 
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