Re: [amibroker] Numerous Buy/Sell Arrows showing up - when it shouldn't - HELP!!

["Tomasz Janeczko" <amibroker@xxxxxx>]

Hello,

Please use "Show arrows for ACTUAL TRADES" instead of "All raw signals"

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Dickie Paria" <babui@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, June 07, 2005 2:45 PM
Subject: [amibroker] Numerous Buy/Sell Arrows showing up - when it shouldn't - HELP!!


> I'm running the VFI trading system which is in the S&C Tips section 
> (July 2004).  My settings are set to weekly for Test 1 of VFI trading 
> system (there are 4 tests with the 1st test being a weekly test).  
> I'm only backtesting 'long' trades on weekly data.  I tested 
> against 'GLW' since 1994 just like the TASC article.  The report 
> shows 4-5 long trades - again just like the article BUT on the 
> screen, I see numerous buy/sell - green/red arrows.  What gives?  
> Here's the system
> 
> _SECTION_BEGIN("VFI");
> Period = Param("VFI Period", 26, 26, 1300, 1 ); 
> Coef = 0.2; 
> VCoef = Param("Max. vol. cutoff", 2.5, 2.5, 50, 1 ); 
> 
> inter = log( Avg ) - log( Ref( Avg, -1 ) ); 
> Vinter = StDev(inter, 30 ); 
> Cutoff = Coef * Vinter * Close; 
> Vave = Ref( MA( V, Period ), -1 ); 
> Vmax = Vave * Vcoef; 
> Vc = Min( V, VMax ); 
> MF = Avg - Ref( Avg, -1 ); 
> VCP = IIf( MF > Cutoff, VC, IIf ( MF < -Cutoff, -VC, 0 ) ); 
> VFI = Sum( VCP , Period )/Vave; 
> VFI = EMA( VFI, 3 ); 
> 
> Plot( VFI, "VFI", colorBlack, styleThick ); 
> Plot( EMA( VFI, 7 ), "EMA7 of VFI", colorBrown ); 
> Plot( 0, "", colorSeaGreen, styleNoLabel ); 
> Plot( V, "Volume", IIf( VCP > 0, colorGreen, IIf( VCP < 0, colorRed, 
> colorBlue ) ), 
> styleHistogram | styleOwnScale | styleNoLabel );
> _SECTION_END();
> 
> 
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> 
> Yahoo! Groups Links
> 
> 
> 
> 
> 
> 
> 
>


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