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[amibroker] Re: Help with Breakout Backtest



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When I 
move the chart it shwos teh values of the MA and the chart price and it clearly 
shows they are broken.
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>Don

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Graham 
  [mailto:gkavanagh@xxxxxxxxxxxxx]Sent: Saturday, 3 July 2004 6:55 
  PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker] 
  Bugs?
  
  <SPAN 
  >Its always a good idea to check 
  values in an exploration, sometimes the screen shot can be 
  deceiving
  <SPAN 
  > 
  
  <SPAN 
  >Cheers,Graham<A 
  href="">http://e-wire.net.au/~eb_kavan/ 
  
  <SPAN 
  >-----Original 
  Message-----From: 
  Collectable Images [mailto:telecard@xxxxxxxxxxxxxx] <SPAN 
  >Sent: Saturday, July 03, 2004 4:33 
  PMTo: 
  amibroker@xxxxxxxxxxxxxxx<SPAN 
  >Subject: RE: [amibroker] 
  Bugs?
  <FONT face="Times New Roman" 
  size=2> 
  
  <FONT face=Arial color=blue 
  size=2><SPAN 
  >Graham,
  
  <FONT face="Times New Roman" 
  size=2> 
  
  <FONT face=Arial color=blue 
  size=2>sorry i 
  sent the wrong number in teh email.
  
  <FONT face="Times New Roman" 
  size=2> 
  
  <FONT face=Arial color=blue 
  size=2>I did 
  test it on 35 and it is as i said, The chart shows the ema (35) crossing the 
  close and no exit signal.
  
  <FONT face="Times New Roman" 
  size=2> 
  
  <FONT face="Times New Roman" 
  size=2> 
  
    <P class=MsoNormal 
    ><FONT 
    face=Tahoma size=2><SPAN 
    >-----Original 
    Message-----From: Graham 
    [mailto:gkavanagh@xxxxxxxxxxxxx]<SPAN 
    >Sent: Saturday, 3 July 2004 6:14 
    PMTo: 
    amibroker@xxxxxxxxxxxxxxx<SPAN 
    >Subject: RE: [amibroker] 
    Bugs?
    <SPAN 
    >Test it without the optimize 
    statement, that shows the default test at 35
    <FONT face="Times New Roman" 
    size=2> 
    
    <SPAN 
    >Cheers,Graham<A 
    href="">http://e-wire.net.au/~eb_kavan/ 
    
    <SPAN 
    >-----Original 
    Message-----From: 
    Collectable Images [mailto:telecard@xxxxxxxxxxxxxx] <SPAN 
    >Sent: Saturday, July 03, 2004 3:07 
    PMTo: 
    amibroker@xxxxxxxxxxxxxxx<SPAN 
    >Subject: [amibroker] 
    Bugs?
    <FONT face="Times New Roman" 
    size=2> 
    <SPAN 
    >Hello,I am a newbie to this program so 
    appreicate any help to understand what is going on with the 
    program.I havean issue that I can not understand.1) A chart 
    shown below has the 37 day EMA (blue line) and the code in amibroker 
    should exit at break of this line with the close. Why did it not stop 
    out??
    
    <FONT face="Times New Roman" 
    size=2>Here is the 
    code.
    
    <SPAN 
    >PosQty = <SPAN 
    >15; <SPAN 
    >//posqty = Optimize("PosQty", 15, 1, 25, 1 
    );
    <FONT face="Times New Roman" color=blue 
    size=2><SPAN 
    >SetOption(<FONT 
    color=fuchsia>"MaxOpenPositions", 
    posqty);
    <SPAN 
    >PositionSize = 
    -100/posqty; 
    
    <SPAN 
    >Average_Price = <SPAN 
    >Ref(<SPAN 
    >MA(<SPAN 
    >C, <SPAN 
    >14), -<SPAN 
    >1);
    <SPAN 
    >Average_volume = <SPAN 
    >Ref(<SPAN 
    >MA(<SPAN 
    >V, <SPAN 
    >14), -<SPAN 
    >1);
    <SPAN 
    >Liquidity = Average_Price * 
    Average_volume;
    <SPAN 
    >test = <SPAN 
    >Optimize(<SPAN 
    >"test", <SPAN 
    >3<FONT face="Courier New" 
    color=fuchsia><SPAN 
    >5, <FONT 
    color=fuchsia>1, <FONT 
    color=fuchsia>50, <FONT 
    color=fuchsia>1); 
    <SPAN 
    > 
    <SPAN 
    >Buy = <FONT 
    color=blue>Cross(<SPAN 
    >H, <SPAN 
    >Ref(<SPAN 
    >HHV (<SPAN 
    >H, <SPAN 
    >10), -<SPAN 
    >1)) <SPAN 
    >AND <SPAN 
    >H > <SPAN 
    >EMA(<SPAN 
    >C, <SPAN 
    >40) <SPAN 
    >AND <SPAN 
    >HHVBars(<SPAN 
    >H, <SPAN 
    >70)==<SPAN 
    >0 <SPAN 
    >AND Liquidity > <FONT 
    color=fuchsia>500000 <SPAN 
    >AND <SPAN 
    >C < <SPAN 
    >10 <SPAN 
    >AND <SPAN 
    >C > <SPAN 
    >O; <SPAN 
    >//Entry Conditions
    <SPAN 
    >Sell = <FONT 
    color=blue>Cross(<FONT 
    color=blue>EMA(<SPAN 
    >L, test), <SPAN 
    >C); <SPAN 
    >//exit rules
    <FONT face="Times New Roman" color=blue 
    size=2><SPAN 
    >SetTradeDelays(<FONT 
    color=fuchsia>0, <FONT 
    color=fuchsia>0, <FONT 
    color=fuchsia>0, <FONT 
    color=fuchsia>0);
    
    <SPAN 
    ><IMG height=353 
    alt="The image &#8220;file:///C:/Main%20Directory/StockMarket/Image%20File%20Charts/chart.JPG&#8221; cannot be displayed, because it contains errors." 
    src="jpg00084.jpg" width=357 
border=0>
    <SPAN 
    ><SPAN 
    > 
    <SPAN 
    > 
    <P class=MsoNormal 
    ><FONT 
    face="Times New Roman" size=2><SPAN 
    ><FONT 
    face="Courier New">Check AmiBroker web page at:<FONT 
    face="Courier New"><FONT 
    face="Courier New"><A 
    href="">http://www.amibroker.com/<FONT 
    face="Courier New">Check group FAQ at: <A 
    href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
    
    <P class=MsoNormal 
    ><FONT 
    face="Times New Roman" size=2><SPAN 
    ><FONT 
    face="Courier New">Check AmiBroker web page at:<FONT 
    face="Courier New"><FONT 
    face="Courier New"><A 
    href="">http://www.amibroker.com/<FONT 
    face="Courier New">Check group FAQ at: <A 
    href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
    
  <FONT face="Times New Roman" 
  size=2><FONT 
  face="Courier New">Check AmiBroker web page at:<FONT 
  face="Courier New"><FONT 
  face="Courier New"><A 
  href="">http://www.amibroker.com/<FONT 
  face="Courier New">Check group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  Check AmiBroker web page at:<A 
  href="">http://www.amibroker.com/Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  


Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html








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