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What is this p&l ?
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "mhtrading2003"
<hennigmichael@xxxx> wrote:
> 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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