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Hello graham
when I use the following code the indicator is displaed correct,
but when backtesting there are stange results it looks like that
the array is to short and the p&l is not correct
/*Fisher Transform*/
price=(H+L)/2;
Length=Optimize("length",10,1,21,1);
MaxH=HHV(price,Length);
MinL=LLV(price,Length);
Value=C;
fish=C;
for (i=1;i<BarCount;i++) {
Value1[0]=0;
Fish[0]=0;
Value1[i]=0.33*2*((price[i]-MinL[i])/(MaxH[i]-MinL[i])-0.5)
+0.67*Value1[i-1];
if (Value1[i]>0.99) {
Value1[i]=0.999;
}
if (Value1[i]<-0.99) {
Value1[i]=-0.99;
}
Fish[i]=0.5*log((1+Value1[i])/(1-Value1[i]))+0.5*Fish[i-1];
}
Trigger=Ref(Fish,-1);
Buy=Cross(Fish,Trigger);
Sell=Cross(Trigger,Fish);
Cover=Buy;
Short=Sell;
Plot(Fish,"Fisher Transform",3,1);
Plot(Ref(Fish,-1),"Trigger",5,1);
cheers
Michael
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> Not certain what you mean
> Barcount is the count of the number of bars in your chart. It is
same as
> saying Lastvalue(cum(1)) or Lastvalue(Barindex()+1)
> So the line
> for (i=1;i<BarCount;i++)
> looks at the 2nd bar (1st bar is zero) to the last bar of the data.
>
> I would suggest your strange results could most likely be in the
formulae
> you are using within the code. Can you post the full code?
>
> Just looking at the line I can see I may be wrong above and if you
have put
> this as a full line in the code
>
> statement (for (i=1;i<BarCount;i++))
>
> Then you do not use the statement part.
> There are examples in the help files for using the if for etc
statements
> Amibroker Formula Language - AFL Reference Manual
>
> You do not need to define a variable or array before using it,
except to
> define the first value
>
> Here is one example from the help file as above
> myema[ 0 ] = Close[ 0 ];
> for( i = 1; i < BarCount; i++ )
> {
> myema[ i ] = 0.1 * Close[ i ] + 0.9 * myema[ i - 1 ];
> }
>
> Hope this helps
>
>
> Cheers,
> Graham
> http://e-wire.net.au/~eb_kavan/
>
> -----Original Message-----
> From: mhtrading2003 [mailto:hennigmichael@x...]
> Sent: Friday, July 09, 2004 2:46 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: number of bar limit for using for
statement
>
> --- In amibroker@xxxxxxxxxxxxxxx, "mhtrading2003"
> <hennigmichael@xxxx> wrote:
> > Hello,
> >
> > does anybody know if there is a number of bar limit for
> using "for"
> > statement (for (i=1;i<BarCount;i++))
> > because I get strange results when backtesting with a formula
> using
> > this for statement.or is there a function lile dim in basic?
> >
> > regards
> > Michael
>
>
>
>
> 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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