|
PureBytes Links
Trading Reference Links
|
Sorry, my mistake, I was thinking of something totally different. Comes
from not knowing AFL.
----- Original Message -----
From: "fsmart21" <jdgeddie@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, April 28, 2004 10:33 AM
Subject: [amibroker] Re: Beginner Questions
> 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:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> > >
> > >
>
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> 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
>
>
>
>
>
>
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|