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Is that right?
AlertIf( Buy, "", "Buy DMI",
-1);
----- Original Message -----
From: "fsmart21" <<A
href=""><FONT face=Arial
size=2>jdgeddie@xxxxxxxxx>
To: <<A
href=""><FONT face=Arial
size=2>amibroker@xxxxxxxxxxxxxxx<FONT face=Arial
size=2>>
Sent: Wednesday, April 28, 2004 9:26
AM
Subject: [amibroker] Re: Beginner
Questions
<FONT face=Arial
size=2>> Hi Graham! Here's my code for the simple buy/sell system I
use:> > > PositionSize = -25; // invest 25% of portfolio
equity in single trade> > > Buy = BarsSince( Cross( PDI( 3
), MDI( 3 ) ) ) <= 1 AND ADX( 3 ) > 33 > AND Ref( HHV( ADX( 3 ), 5
), -1 ) < ADX( 3 );> Sell = BarsSince( Cross( MDI( 3 ), PDI( 3 ) ) )
<= 1;> > AlertIf( Sell, "", "Sell DMI", -1);> AlertIf(
Buy, "", "Buy DMI", -1);> > PositionScore =RSI(3); // prefer
stocks that have high RSI> > > My two issues are one the
position size function not taken into > account margin. And two,
sometimes I received buy/sell indicators on > the next day for the
previous day. Ideally I want a system which > allows trades to be
entered at the end of day or before the market > opens. For example
the above code generated a sell signal on GNSS > for 4/27, but did not
give me this data until this morning 4/28. I > update each morning
using Yahoo historical quotes.> > Thanks in advance for your
help!> > John> > > > > --- In
<FONT face=Arial
size=2>amibroker@xxxxxxxxxxxxxxx, "Graham"
<<FONT face=Arial
size=2>gkavanagh@x...> wrote:> >
It is a bit hard to comment without the formula you are using.> > But
one suggestion is that you may be looking into the future (eg >
ref(c,1))> > in which case the signals can become erratic as new bars
are added.> > > > Cheers,> > Graham> >
<FONT face=Arial
size=2>http://e-wire.net.au/~eb_kavan/<FONT face=Arial
size=2>> > > > -----Original Message-----> > From:
fsmart21 [mailto:jdgeddie@xxxx] > > Sent: Saturday, April 24, 2004
9:50 PM> > To: <FONT
face=Arial size=2>amibroker@xxxxxxxxxxxxxxx<FONT face=Arial
size=2>> > Subject: [amibroker] Beginner Questions> > >
> Hello All! I've now been using AmiBroker for about 3 weeks.
> > > > I've noticed a few quirks which I cannot quite get
to the bottom > of. > > I have my indicator built and
this works fine. I do not trade > > intraday, and download data
each morning using Yahoo historical > > quotes. I then run
backtester to figure out which trades to make. > > > >
Sometimes after I run backtester I see new trades for the same day > >
which were not previously present. I've noticed that most of these
> > trades (but not all) are the result of a gap up in price on the
day > > in question. For example, yesterday morning my indicator
generated > a > > buy signal on VCLK as well as some others
based on 4/22 EOD data. > > This morning I downloaded EOD data
for 4/23 and noticed a new trade > > for MCRL which was not present
yesterday morning. How would I > > eliminate this trade from my
backtest results?> > > > My second question is that my
formula determines the # of shares to > > buy based on 25% split of my
portfolio. Since I included this in > the > > formula, it
no longer will account for margin when determining the > # > >
of shares to buy.> > > > Can anyone help? > >
> > Thanks for your time!> > > > > >
> > > > > > Send BUG REPORTS to <A
href="">bugs@x<FONT face=Arial
size=2>...> > Send SUGGESTIONS to <A
href="">suggest@x<FONT
face=Arial size=2>...> >
-----------------------------------------> > Post AmiQuote-related
messages ONLY to: <FONT
face=Arial size=2>amiquote@xxxxxxxxxxxxxxx
> > (Web page: <A
href=""><FONT face=Arial
size=2>http://groups.yahoo.com/group/amiquote/messages/<FONT
face=Arial size=2>)> >
--------------------------------------------> > Check group FAQ
at:> > <A
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size=2>http://groups.yahoo.com/group/amibroker/files/groupfaq.html<FONT
face=Arial size=2> > > Yahoo! Groups Links> > >
> Send BUG REPORTS to <FONT
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Send SUGGESTIONS to <FONT
face=Arial size=2>suggest@xxxxxxxxxxxxx<FONT face=Arial
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face=Arial size=2>)> -------------------------------------------->
Check group FAQ at: <A
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-----------------------------------------
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