Just an
update, of the 3 issues I posted earlier, I have managed to resolve issue 2,
which was the date format, following an example of code posted by Stephane
Carrasset. Tradesim will now load successfully the file produced just
by double clicking the file. Note that you must change your regional date
settings to the format, YYYY/MM/DD. Cheers.
The two issues which
remain are,
- Trade
List
1.1
If I run
the individual backtest, I only get the last symbols results. Can the
script be altered so all symbols are listed with their results ?
1.2
Portfolio
backtest. If we are unable to get the individual backtester working,
what configuration would be required to get all possible trades using the
portfolio backtester ?
- Initial stop
value.
I was going
to leave this for a separate post, but I feel like we are on a
roll. Is there also anyway to get the value of atr(period) at the
first bar (or bar before) the entry signal ? This value is used for position
sizing within Tradesim.
I would
appreciate any help as I am a complete novice with Amibroker. Here is
the updated code,
/* Tradesim
- Universal text Trade Database Version 1.1 - Work in
Progress
Adapted
from sample code in PBI Collected Documentation, 'How to create a Trade List
By ShortFox'
Requirements:
To generate YYYYMMDD output, declare it in your regional settings
Revisions
1.1 Remove separators / from date format
Current
Issues
- does NOT
produce full trade list - all individual trades
- Initial
stop value not yet used. Currently set to 0
*/
Buy =
0; Sell = 0; Short = 1; Cover = 0;
SetCustomBacktestProc("");
if (
Status(
"action" ) ==
actionPortfolio
)
{
fh = fopen(
"C:\\TestFile.trt",
"w"
);
bo = GetBacktesterObject();
bo.BackTest(); //
High-Level backtest
//
dt = DateTime();
Initial_Stop = "0";
// if
Initial Stop data is not available then 0 placeholder should be
used.
for ( trade =
bo.GetFirstTrade(); trade; trade = bo.GetNextTrade()
)
{ // iterate
through closed trades
if (
trade.IsLong )
{
Long_Short = "L";
}
else
{
Long_Short = "S";
}
// Revision
1.1 Fixup date format for Tradesim - remove date
separators
EntryDate
= NumToStr(trade.EntryDateTime,formatDateTime);
entryyyyy=StrLeft(EntryDate,4);
entrymm=StrMid(EntryDate,5,2);
entrydd=StrRight(EntryDate,2);
TSEntryDate
= entryyyyy+entrymm+entrydd;
ExitDate
= NumToStr(trade.ExitDateTime,formatDateTime);
Exityyyy=StrLeft(ExitDate,4);
Exitmm=StrMid(ExitDate,5,2);
Exitdd=StrRight(ExitDate,2);
TSExitDate
= exityyyy+exitmm+exitdd;
String = trade.Symbol + "
" +
Long_Short + "
" +
TSEntryDate + "
" +
TSExitDate
+ "
" +
Initial_Stop + "
" +
trade.EntryPrice + "
" +
trade.ExitPrice;
if ( fh
)
fputs( string +
"\n", fh
);
}
fclose( fh );
}
// Your
trading system here...
Buy = C > EMA(C,20);
Sell = C < EMA(C,20);