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to set the starting capital in the afl you use
SetOption( "initialequity", 100000 );
yu do not need to set it in both afl and aa settings, afl will
override any aa settings
On 8/11/05, eric paradis <thechemistrybetweenus@xxxxxxxxx> wrote:
> Yes graham, I mean I've tested for both statements.
> And yes, I set Capital in the settings to 100000 as
> Capital in the code is set too.
>
> --- Graham <kavemanperth@xxxxxxxxx> wrote:
>
> > 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
> > > > >
> > > > >
> > __________________________________________________
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> > > > >
> > > > >
> > > > > 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
> > > >
> > >
> > >
> > > __________________________________________________
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> > 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
> >
> === message truncated ===
>
>
> __________________________________________________
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>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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>
> For other support material please check also:
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>
>
> 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
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