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PureBytes Links
Trading Reference Links
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I make a .csv file with dates and signals (only trade dates are
necessary if you have pad and align checked)
The file might look like this:
1/2/2001,-1
1/23,2001,1
1/31/2001,0
2/5/2001,-1
Where:
-1 represents a Short signal
0 = cash
1 = Long signal
You can read the file with File->Import Wizard placing the signals into
the Close field (be sure to check allow negative values). You can now
use Foreign to store the signals and trigger on them for you backtest.
The ticker name will be the name of the file so let's name it VVS.csv
(for VectorVest Signals).
mySignal = foreign("VVS","Close");
Buy = Cross(mySignal,0);
Sell = Cross(0,mySignal) OR mySignal == 0;
Short = Cross(0,mySignal);
Cover = Buy or mySignal == 0;
--
Terry
| -----Original Message-----
| From: amibroker@xxxxxxxxxxxxxxx
| [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of George Loyd
| Sent: Monday, June 13, 2005 12:41 AM
| To: amibroker@xxxxxxxxxxxxxxx
| Subject: [amibroker] Using third-party generated Signal file
| in AmiBroker Backtester - can it be done?
|
|
| Hi group,
|
| I have gone through the group messages tonight and evidently
| don't know
| what I am looking for. I want to use a third-party generated
| (by Vector
| Vest) Signal file containing Trade dates and use this in AmiBroker
| Backtester to evaluate and optimize trading results of first several
| induces and then one or several watchlists of stocks. At the
| AFL formula
| level. Any help or guidance, a direction to go would be appreciated.
|
| I see the work done with FastTrack, but it looks like folks
| are trying
| to get AmiBroker to generate the Trade Signals rather than
| using a list
| generated in a third party software and then imported into
| AmiBroker. I
| hope what I want is clear.
|
| Thanks,
| George Loyd
|
|
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