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Chris - What positon score do you favor at this time
for your explorations?
Joe
--- Christoper <turkey@xxxxxxxxxxxxxxx> wrote:
---------------------------------
It may seem like a lot do, but *each one has its own
specific
purpose*. I've found that if you don't you will get
confused... like
playing around with chart/backtest file - close
quickly cause you have
to go, then do a daily explore - you lose lots of imte
later rumaging
through a whole bunch of commented out code each time
(for example
using $50,000 for equity as oppose to Equity() - big
difference
whether you're backtesting or daily scanning)
Again - this is only what I do, what works for you
works for you.
As for exploration, i find it much more useful than
scanning for daily
work. For example, my columns are:
- Ticker
- Date/Time
- Buy (1/0)
- Sell (1/0)
- PositionScore
- Today's High (to set limit buy order when buying)
- Current Stop (to set in my excel trade log file, so
that I can
monitor positions easily)
- PositionSize (# of shares, as you may see below - my
code spits out
position size/stop according to my 1% stop loss rule)
- CashRequired (Basically how much cash i need to take
position.
Helpful in determining when I need to reduce my
position - or which
account to place trade in. IRA, regular brokerage etc.
I don't trade
on margin)
I'm not sure about anyone else, but I'm really only
working with those
2-3 afl files regularly. Other afl code I have is
mostly for play -
i.e. testing new indicators, etc. And also, mistakes
with your Daily
code can become expensive.
And if anyone else would like to share how they
organize themselves,
I'm sure we all can learn something new.
Regards,
- chris
--- In amibroker@xxxxxxxxxxxxxxx, Sidney Kaiser
<s9kaiser@xxxx> wrote:
> Chris, thanks. This Explore version you use to find
what to trade
> tomorrow. Do you just have buy and sell columns
with the logical 1s
and 0s
> from the B/S arrays from the backtest code and then
sort to bring the
> current sigs to the top and what else? A column of
all the symbols,
of course.
> Is this what you are doing. It seems so awkward to
have to take these
> extra steps just to get the trading sigs....
> Sid
>
> At 05:53 AM 11/8/2004 +0000, you wrote:
>
>
> >Sidney,
> >
> >Here's what I do... for the current version of the
system I'm using, I
> >have multiple versions of the AFL file:
> >1 - Charting version: uses equity of fixed size
(not Equity()) and
> >settrade delays all to 1,1,1,1. Since I also use an
EOD system, and i
> >won't be able to buy in until the day after.
> >2 - Backtest version: uses Equity(), and settrade
delays to 1,1,1,1.
> >3 - Daily Explore version: uses fixed equity size
and delays to
> >0,0,0,0. Doestn' matter what BuyPrice is or
anything.
> >
> >Kinda of a pain, but if you're like me and likes to
test and tweak
> >your backtest and charting version, you probably
dont' want ot mess
> >with what's working for you on a daily/regular
basis.
> >
> >Try 0,0,0,0 and lemme know how that works.
> >
> >- chris
> >
> > > >Subject: [amibroker] trading signals for
tomorrow
> > > >
> > > >I know this question has been raised before but
I have searched and
> > > >searched and could not find the answer.
> > > >
> > > >I have a trading system that I am tying to
trade and I need
some way to
> > > >generate the trades to take tomorrow.
> > > >
> > > >
> > > >Right now I am running the backtester with
settings to trade
tomorrow's
> > > >open. I was using the backtester to see the
new trades when I
> >discovered
> > > >they do not show up in the backtester results
list until EOD of
> >the entry
> > > >day. For example this weekend I see the
backtester claims it
> >entered the
> > > >trade Friday morning on the open. Problem is I
didn't find this
> >out until
> > > >after Friday's EOD.
> > > >
> > > >What technique must I use to see the new trades
the evening
before I am
> > > >supposed to take the entry?
> > > >
> > > >Cheers
> > > >Sid
>
>
> ----------
>
>
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