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Thanks SO MUCH for taking the time to submit this code and getting me
on the right track... I know I have no programming ability and its
probably very frustrating talking to us non coders....THANKS AGAIN
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
> The simplest answer is probably to upgrade to the pro version which
> includes these statistics ...
>
> When using Explores or even when developing systems it is sometimes
> handy to initially at least show all the intermediate results so
you
> can easily tell when things aren't happening the way you expect ...
>
> This is probably not the simplest solution but it appears to work.
>
> I put a dummy system on top that basically buys on or after the
10th
> of the month and sells on or after the 20th.
>
> Buy = Day() >= 10 AND Ref(Day(), -1) < 10;
>
> Sell = Day() >= 20 AND Ref(Day(), -1) < 20;
>
> InOut = Flip(Buy, Sell);
>
> BarsIn = BarsSince(InOut == 0);
>
> EntPrc = IIf(Ref(BarsIn, -1) > 0, Ref(C, -(Ref(BarsIn, -1))), 0);
>
> MAE = IIf(EntPrc > 0, 100 * (EntPrc - LLV(L, Ref(BarsIn, -1))) /
> EntPrc, 0);
> MFE = IIf(EntPrc > 0, 100 * (HHV(H, Ref(BarsIn, -1)) - EntPrc) /
> EntPrc, 0);
>
> Filter = 1; // Sell == 1;
>
> AddColumn(C, "Close", 1.2);
> AddColumn(H, "High", 1.2);
> AddColumn(L, "Low", 1.2);
> AddColumn(Buy, "Buy", 1.0);
> AddColumn(Sell, "Sell", 1.0);
> AddColumn(InOut, "InOut", 1.0);
> AddColumn(BarsIn, "BarsIn", 1.0);
> AddColumn(EntPrc, "EntPrc", 1.2);
> AddColumn(MAE, "MAE", 1.2);
> AddColumn(MFE, "MFE", 1.2);
>
> --- In amibroker@xxxxxxxxxxxxxxx, "coba702002" <coba702002@xxxx>
> wrote:
> > I have been trying to get a version of MAE code to work either in
> > backtester OR explorer without any luck. I am trying to get the
> most
> > amount of points a long/short has gone against me AFTER i enter
> the
> > trade on close.
> >
> > I started with this in explore
> >
> > BarsInTrade=IIf(Sell,BarsSince(Buy),0);
> > MaximumPrice=HHV(H,BarsInTrade);
> > MinimumPrice=LLV(L,BarsInTrade);
> > MFE=IIf(Sell, 100 * (MaximumPrice-ValueWhen(Buy,C,1))/ValueWhen
> > (Buy,C,1), 100 *
> > (ValueWhen(Short,C,1)-MinimumPrice)/ValueWhen(Short,C,1));
> > MAE=IIf(Buy, 100 * (MinimumPrice-ValueWhen(Buy,C,1))/ValueWhen
> > (Buy,C,1), 100 *
> > (ValueWhen(Short,C,1)-MaximumPrice)/ValueWhen(Short,C,1));
> >
> > it doesnt work... Im not sure why!
> >
> > Then i tried to get something to work in backtester with no good
> > results
> >
> >
> > HELP!
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