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Re: [amibroker] creating a basket order file



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hi Dingo,

for this system I use EOD data with a Buy delay of 1.

I think the data should somehow be extracted but I do not think it can be done with AFL yet. Maybe with scripting but I wouldn't know how to do it,

rgds, Ed
 
  ----- Original Message ----- 
  From: dingo 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Thursday, September 09, 2004 3:09 AM
  Subject: RE: [amibroker] creating a basket order file


  are you working with eod?  what delay are you using?

  d


    _____  

  From: ed nl [mailto:ed2000nl@xxxxxxx] 
  Sent: Wednesday, September 08, 2004 5:57 PM
  To: amibroker@xxxxxxxxxxxxxxx
  Subject: Re: [amibroker] creating a basket order file


  hi Dingo,

  yes I know these functions but how do I use them and tell them to output
  what to buy and sell on the last day of the backtest. For instance the
  simple system below. How do I create this particular output using these
  functions?

  rgds, Ed


  // simple sys
  SetOption("InitialEquity", 100000 );
  SetOption("MaxOpenPositions", 4 );

  PositionSize = -25;
  SetTradeDelays(1,1,1,1);

  Buy = Cross(RSI(14),30);
  Short = Cross(70,RSI(14));
  BuyPrice = O;
  SellPrice = O;
  Sell = 0;
  Cover = 0;

  ApplyStop( stopTypeNBar,stopModeBars,5,ExitAtStop = 1,Volatile = False,
  ReentryDelay = 1 );

  ShortPrice = O;
  CoverPrice = O;

  PositionScore = 50-StochK(14); 

    ----- Original Message ----- 
    From: dingo 
    To: amibroker@xxxxxxxxxxxxxxx 
    Sent: Wednesday, September 08, 2004 11:36 PM
    Subject: RE: [amibroker] creating a basket order file


    File Input/Output functions

    *      fclose
    <mk:@MSITStore:C:\Program%20Files\Amibroker\Broker.chm::/afl/fclose.html>
    (File Input/Output functions) - close a file (AFL 2.5) 

    *      feof
    <mk:@MSITStore:C:\Program%20Files\Amibroker\Broker.chm::/afl/feof.html>
    (File Input/Output functions) - test for end-of-file (AFL 2.5) 

    *      fgets
    <mk:@MSITStore:C:\Program%20Files\Amibroker\Broker.chm::/afl/fgets.html>
    (File Input/Output functions) - get a string from a file (AFL 2.5) 

    *      fopen
    <mk:@MSITStore:C:\Program%20Files\Amibroker\Broker.chm::/afl/fopen.html>
    (File Input/Output functions) - open a file (AFL 2.5) 

    *      fputs
    <mk:@MSITStore:C:\Program%20Files\Amibroker\Broker.chm::/afl/fputs.html>
    (File Input/Output functions) - write a string to a file (AFL 2.5) 

    From the help file..

    d


      _____  

    From: ed nl [mailto:ed2000nl@xxxxxxx] 
    Sent: Wednesday, September 08, 2004 5:29 PM
    To: amibroker@xxxxxxxxxxxxxxx
    Subject: [amibroker] creating a basket order file


    hi,

    I am trying to make a basket order file for Interactive Brokers. I use a
    portfolio type backtest and I would not know how to be able to influence
  the
    output. The output file would contain something like this

    BUY, 100, MSFT, STK, SMART, LMT, 52.85, 
    BUY, 100, FITB, STK, SMART, LMT, 58.25, 
    SELL, 100, AAPL, STK, SMART, LMT, 30.22, 
    COVER, 100, BRCM, STK, SMART, LMT, 15.55, 
    SHORT, 100, PETM, STK, SMART, LMT, 22.44, 

    any ideas?

    thanks, Ed

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