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



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Trading Reference Links

Thanks Tomasz.  I should have been 'right-clicking' on mouse to get 
actual trades instead of double-clicking on results pane.  Heh! Heh!


--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx> 
wrote:
> 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@xxxx>
> 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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