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Re: [amibroker] Exploration giving bad dates



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Hello,

You don't list the indicator formula you use, so it is kind of
hard to guess what you are doing on the charting side but anyway...

Few things to do:
1. Make sure that code used for CHART is the same as code used
 for AUTOMATIC ANALYSIS

2. 
Add
SetBarsRequired( 1000000, 1000000 );
to charting code. This effectively turns off QuickAFL. 

This is "just in case" because of the fact that indicators use
QuickAFL (execution based on visible bars only plus some extra)
while AA uses ALL bars all the time.
This may lead to some very minor differences if your charts
are based on  recursive functions such as EMA/MACD.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Barry Scarborough" <razzbarry@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, October 20, 2005 4:57 PM
Subject: [amibroker] Exploration giving bad dates


>I am using one indicator, MBI, to give buy signals and MACD zero 
> crossing to give sell signals. I plot these as positive and negative 
> spikes of one bar duration. I also plot the indicators in separate 
> panes so I can see if the buy and sell points are what I expect. 
> They are exactly in the right place. 
> 
> Now is gets weird. I do an exploration and the buy indicator occurs 
> on exactly the same dates as the chart shows. But the MACD zero 
> crossing dates are not the same dates as the chart. Some are missing 
> too.
> 
> Then I plotted a MACD and use the zero crossing for both buy and 
> sell signals and plot them as spikes and run exploration and the 
> dates are exactly as the chart. Also the sell spikes are exactly the 
> same as the MBI/MACD chart. 
> 
> How can explore show incorrect sell dates referenced to the MBI/MACD 
> chart but correct dates on the MACD only chart?
> 
> I don't know if it makes any difference but Settings is set for 
> daily long and short with trade on the next open. All stops are 
> disabled.
> 
> // buy/sell logic is:
> myMBI = Cross(MBI, 45); // MBI range 0 to 100, long is up 45 crossing
> myMACD = Cross(0 , MACD(6, 19)); // sell on down 0 crossing
> Buy = Cover = myMBI;
> Sell = Short = myMACD;
> 
> // explore is set to:
> Filter = Buy OR Sell OR Short OR Cover;
> AddColumn(C, "Price", 1.2);
> AddColumn(Buy, "Buy", 1.0);
> AddColumn(Sell, "Sell", 1.0);
> 
> Thanks,
> Barry
> 
> 
> 
> 
> 
> 
> 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
> 
> 
> 
> 
> 
> 
> 
> 
>


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