[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Volume Code Question



PureBytes Links

Trading Reference Links

sorry I might be a bit dim, but not sure what you are asking
1.  MA (Volume,10) > 20000000

2.  Buy = Open > 1.00 AND Volume > 10000000 

do you mean

1.  Buy = Open > 1.00 AND MA (Volume,10) > 20000000

2.  Buy = Open > 1.00 AND Volume > 10000000 


also have you set your initial equity in the AA window settings?

On 8/11/05, eric paradis <thechemistrybetweenus@xxxxxxxxx> wrote:
> Graham or anyone, I have a question about the
> following code:
> 
> When I use code 2 on my database I generate trades
> which do not meet the criteria that is, volume
> required. What exactly could be going on behind the
> scenes, because the code allows trades with less than
> 10000000 volume to get through. When I test 1. , the
> code works fine, but I found the return goes way down
> compared to the 2. coe, volume for the single day
> only. I can't figure out why this is.
> 
> 1.  MA (Volume,10) > 20000000
> 
> 2.  Buy = Open > 1.00 AND Volume > 10000000 AND ....
> 
> 
> System Code:
> 
> Length      = Optimize("Length", 50, 1, 100, 1);
> 
>  Change      = Close - Ref(Close, -1);
>  intraChange = Close - ((H + L) / 2);
> 
>  PlusChange  = IIf(Change > 0 AND intraChange > 0,
> Change +
>  intraChange, 0);
>  MinusChange = IIf(Change < 0 AND intraChange < 0,
> -Change -
>  intraChange, 0);
> 
>  BSPC0       = BarsSince(PlusChange  == 0);
>  BSMC0       = BarsSince(MinusChange == 0);
> 
>  PlusCF      = Sum(PlusChange,  BSPC0);
>  MinusCF     = Sum(MinusChange, BSMC0);
> 
>  PlusTCF     = Sum(PlusChange  - MinusCF, Length);
>  MinusTCF    = Sum(MinusChange - PlusCF,  Length);
> 
> 
>  //MA (Volume,10) > 2000000
> 
> Buy         = Open > 1.00 AND Volume > 10000000 AND
> PlusTCF  > 0 AND Cross ( MACD (12,26), Signal
> (12,26,9)) OR Cross( MA( Close, 154 ), MA( Close, 384
> ));
>  Sell        = MinusTCF > 0 OR Cross( MA( Close, 200
> ), EMA( Close, 20 ) );
> 
>  Plot(PlusTCF,  "PlusTCF",  colorGreen, 1);
> //Plots PlusTCF line
> Plot(MinusTCF, "MinusTCF", colorRed,   1);
> //Plots MinusTCF line
>  Plot (0,       "",         colorBlue,  styleNoLabel);
> // shows a blue  line through 0
> 
>  PlotGrid( 25, 55); // shows white grid line for black
> background
>  PlotGrid(-25,-55); // same
> 
> //Stops
> 
> TrailStopAmount = 16 * ATR( 10 );
> ApplyStop( 2, 2, TrailStopAmount, 2 );
> 
> //Position Sizing Algorithm
> 
> Capital= 100000;
> 
> MaxTrade =  Ref(Equity(),-1) * 0.30;
> MaxTrade =  Equity() * 0.30;
> MinTrade = Equity() * 0.07;
> riskPS   = (.015 * Capital)/(BuyPrice *
> (TrailStopAmount/500)) * BuyPrice;
> PositionSize = Min(MaxTrade, riskPS);
> 
> Thanks,
> 
> Eric
> --- Graham <kavemanperth@xxxxxxxxx> wrote:
> 
> > Buy = MA (Volume,-20) > 10000000l is incorrect
> > unless you are trying
> > to calculate moving average into the future, not
> > even certain it does
> > calculate anything printable
> >
> > try using
> > Buy = MA (Volume,20) > 10000000
> >
> >
> > Volume > 10000000 means on that particular single
> > bar the volume value
> > MA(Volume,20) is the average of the volumes over
> > past 20 bars
> >
> > On 8/10/05, eric paradis
> > <thechemistrybetweenus@xxxxxxxxx> wrote:
> > > I am using the following code as part of my buy
> > > statement. What is the difference between the
> > > statement with the moving average and volume by
> > > itself? It can't be volume for a single bar,
> > because
> > > during testing, the system bought shares on stocks
> > > with about 200,000 volume a day. Is there a
> > default
> > > period that volume uses? I cannot find the
> > information
> > > in my User Guide. Thanks for the help.
> > >
> > > Buy = MA (Volume,-20) > 10000000
> > >
> > >
> > > Buy = Volume > 10000000
> > >
> > > __________________________________________________
> > > Do You Yahoo!?
> > > Tired of spam?  Yahoo! Mail has the best spam
> > protection around
> > > http://mail.yahoo.com
> > >
> > >
> > >
> > > 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
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> >
> >
> > --
> > Cheers
> > Graham
> > AB-Write >< Professional AFL Writing Service
> > Yes, I write AFL code to your requirements
> > http://e-wire.net.au/~eb_kavan/ab_write.htm
> >
> 
> 
> __________________________________________________
> Do You Yahoo!?
> Tired of spam?  Yahoo! Mail has the best spam protection around
> http://mail.yahoo.com
> 
> 
> 
> 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
> 
> 
> 
> 
> 
> 
> 


-- 
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm


------------------------ Yahoo! Groups Sponsor --------------------~--> 
<font face=arial size=-1><a href="http://us.ard.yahoo.com/SIG=12hsml49s/M=362131.6882500.7825259.1493532/D=groups/S=1705632198:TM/Y=YAHOO/EXP=1123726781/A=2889190/R=0/SIG=10r90krvo/*http://www.thebeehive.org
">Put more honey in your pocket. (money matters made easy) Welcome to the Sweet Life - brought to you by One Economy</a>.</font>
--------------------------------------------------------------------~-> 

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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/