|
PureBytes Links
Trading Reference Links
|
Thanks Tomasz, SetBarsRequired fixed the problem. I did not realize
that the charts and explore were calculated differently. I always
used the charts to verify the code I write when I combine a number
of charts in the buy/sell logic. Nice to know.
Thanks again,
Barry
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
>
> 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@xxxx>
> 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
> >
> >
> >
> >
> >
> >
> >
> >
> >
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
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/
|