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profit ans loss wich means the profit cullumn
Michael
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx> wrote:
> 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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