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Michael,
I did not see any problem plotting or optimizing/backtesting your
code.
BTW, the system suffers from SEVERE losses [for ANY Length value] !!!
I hope you will not apply it !!
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "mhtrading2003"
<hennigmichael@xxxx> wrote:
> 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
> > Yahoo! Groups Links
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