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Well, even if I delete the alertif and run scan or backtest I still
get the same signals. For the same timeframe. Ideally I want the
script to generate signals based on previous day only, not previous
and current day. Is there a way of setting the lookback to previous
day only nothing greater nothing less? I tried using = 1 instead of
<= 1 but it generated a syntax error.
thanks
--- In amibroker@xxxxxxxxxxxxxxx, "Bruce Dixon" <bdixon@xxxx> wrote:
> Is that right?
>
> AlertIf( Buy, "", "Buy DMI", -1);
>
> ----- Original Message -----
> From: "fsmart21" <jdgeddie@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, April 28, 2004 9:26 AM
> Subject: [amibroker] Re: Beginner Questions
>
>
> > 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 amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> 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
> > > http://e-wire.net.au/~eb_kavan/
> > >
> > > -----Original Message-----
> > > From: fsmart21 [mailto:jdgeddie@x...]
> > > Sent: Saturday, April 24, 2004 9:50 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > 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 bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
> > > Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx
> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > --------------------------------------------
> > > Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > Yahoo! Groups Links
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at:
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> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
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