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Are
you backtesting portfolios?
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Are
you basket trading or trading individually timed stocks? <SPAN
class=468033101-14042004>I am not sure how
you want the tickers isolated, it dependends on how you
trade...
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What
do you mean by "Ticker period"?
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To
start a trade in progress you can use Buy = Flip(Buy,Sell); instead of a
single-bar Buy signal. Remember to add a delay if you use tradedelays. This will
get you into the trade whenever the Date qualifier becomes true.
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You
may be able to exit at the end of a test period by making Sell = Sell OR
(Month() != ref(Month(),-1);
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If the
tradelist has all the info you need you could parse it by date, either in excel
or afl. Looks like that DLL I wanted would have come in very handy ;-) your
analysis would have been a snap.
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face=Arial color=#0000ff size=2><SPAN
class=468033101-14042004><FONT face=Arial color=#0000ff
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<FONT face=Arial color=#0000ff
size=2>herman
<FONT face=Tahoma
size=2>-----Original Message-----From: dingo
[mailto:dingo@xxxxxxxxxxxx]Sent: Tuesday, April 13, 2004 9:22
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Coding challenge - SubtotalsImportance: High
<FONT face=Arial
color=#0000ff size=2>I'm running a test now and see that I should have added
to my original post on this that I'd like to get totals by ticker each
period. Doesn't look like this is poss via
optimizer...
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<FONT face=Arial
color=#0000ff size=2>BTW - I'd sure like to see your code for the or'd exit at
period change and the other thingy: how to start a trade in progress...
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<FONT face=Arial
color=#0000ff size=2>One way of doing it ticker by ticker would be to have the
formulae in AFL for all of the stats and then write them out to a csv via
fputs. You know how to break down the equity array per ticker per
period; count the number of trades, the number of longs and shorts, etc.
etc.?
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<FONT face=Arial
color=#0000ff size=2>d
From: Herman van den Bergen
[mailto:psytek@xxxxxxxx] Sent: Tuesday, April 13, 2004 9:12
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] Coding challenge - Subtotals
<FONT face=Arial color=#0000ff
size=2>Remember that this works reasonably well for very short trades but
not so good for long duration trades, because they would fall more often in
two periods. You can OR the exits with a change of period to terminate
trades at the end of each period.
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If
you want to get fancy you can also start trades in progress when starting a
new period...
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<FONT face=Arial color=#0000ff
size=2>herman
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