|
PureBytes Links
Trading Reference Links
|
Sounds like a system error to me. Is this on and EOD database in which case
it would be impossible to trade? How could you trade 3 signals originating
on the same daily bar? Which one comes first or last would be impossible to
determine.
If you are in an intraday database then the signals should come at different
times and can be backtested. If they come at the same time, then the system
is totally untradeable.
It is also difficult to see if you have errors without viewing the code, but
at 1000+ lines not too many would have the stamina to check it.
Cheers,
Graham
http://e-wire.net.au/~eb_kavan/
-----Original Message-----
From: ed [mailto:ed2000nl@xxxxxxx]
Sent: Tuesday, May 18, 2004 6:19 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] reaction trend system
hello,
I hope some one else tried to code this method of Welles Wilder. I just
finsihed it and it seems the bugs are out ...... The concept of this system
is not too hard to understand but the writing of the code took me a couple
of days ...... (and 1250 lines of code .....)
The problem I have is the following. This system can give multiple signals
in one day. It could start of with a Buy then it could be forced to Sell on
the same day and go Short. All these signals are put in the
Buy-Sell-Cover-Short arrays whenever they occur. However, when I use the
backtest button of the Automatic Analysis window and look at the trades it
makes it does not see all these trades.
Thinking about this .... it makes sense to me because how could Amibroker
know what the sequense of all these signals are within one day. If a
sequence occurs: Buy - Sell - Short during one day the backtester only uses
the Buy signal.
Is the only solution to calculate the Equity array by myself? I am sure
similar problems occur with other systems. What is generally done with such
a problem? Maybe this system can only be tested without writing extra code
to calculate the Equity function if I use intraday data?
thanks,
rgds, Ed
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
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/
|