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RE: [amibroker] Re: Exploration problem



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Trading Reference Links

One note, with the formula below, it buys on 2/4/2002, but 2/1/2004 was on a
Friday.

-----Original Message-----
From: micmus2002 [mailto:micmus2002@xxxxxxxxx] 
Sent: Thursday, February 03, 2005 12:55 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Exploration problem



Dimension,

I think the following might work.

buyCond = ( Month( ) == 2 ) and (ref(month(),-1) ==1)
sellCond=BarsSince(BuyCond)==14;

BTW are you on iHub with the same nick ?


--- In amibroker@xxxxxxxxxxxxxxx, dimension <dimension@xxxx> wrote:
> Hmmm.I think I may know what it is. I believe it is the "Day() == 
1".  That
> may fall on a non-trading day, such as the weekend.
> 
>  
> 
> How can I say "Buy the first trading day of February, and sell On 
February
> 14 or the first trading day after BEFORE that"?
> 
>  
> 
>   _____  
> 
> From: dimension [mailto:dimension@x...] 
> Sent: Wednesday, February 02, 2005 11:35 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Exploration problem
> 
>  
> 
> I am trying to write an exploration/backtest that Buys on Feb 1st, 
and sells
> 14 days later. The code below works, but only seems to show results 
for 2000
> and 2001. The ticker I am using is FLWS.  I have daily data for it 
from 1999
> to today.  Range is set to "All Quotations".  Anyone see any flaws?
> 
>  
> 
> DAYSTOHOLD = 14;
> 
> DAYB4BUY = DAYSTOHOLD + 1; 
> 
>  
> 
> buyCond = ( Month( ) == 2 ) && ( Day( )== 1 );
> 
> sellCond = BarsSince( buyCond ) == DAYSTOHOLD ;
> 
>  
> 
> BuyPrice = Ref( C, -( DAYSTOHOLD ) ); 
> 
> priceB4BUY = Ref( C, -( DAYB4BUY ) );
> 
>  
> 
> Buy=buyCond; Sell = sellCond;
> 
>  
> 
> AddColumn( priceB4BUY, "P B4 Buy");
> 
> AddColumn( BuyPrice, "Buy");
> 
> AddColumn( C, "Sell");
> 
> AddColumn ( C - BuyPrice , "G/L", 1.2);
> 
> AddColumn ( ( ( C - BuyPrice ) / C ) * 100, "%G/L", 1.2);
> 
>  
> 
> Filter = Sell;
> 
> 
> 
> 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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