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hello
did you check the p&l, becaus i got strange results in the p&l .
regards
Michael
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx> wrote:
> 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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