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eman
Try this.
>From the AA window goto Settings > Portfolio. Set "Limit trade size as a %
of entry bar volume" to 0.
Steve
--- In amibroker@xxxxxxxxxxxxxxx, "eman197" <kb1fuo@xxxx> wrote:
>
> Sorry to bother the group with what I'm sure is an easy question. I
> would like to optimize a trading system (for example the simple MA
> crossover below) on an Index such as SPX.
>
> When I run Optimize, it does not find any trades. However, when I use
> a stock symbol, such as IBM, Optimize works correctly.
>
> I am using data from TC2000 and have tried data from MSNMoney and it
> does not work. It seems that Index data is handled differently than
> normal stock data when running Optimize or Backtest.
>
> I'd appreciate any help.
>
> eman
>
>
>
> fast=10;
> slow=41;
> fast=Optimize("fast",2,2,20,1);
> slow=Optimize("slow",7,20,42,1);
>
> Buy=Ref(EMA(C,fast),-1) < Ref(EMA(C,slow), -1) AND EMA(C,fast) >
> EMA(C,slow);
> Sell=Ref(EMA(C,fast),-1) > Ref(EMA(C,slow), -1) AND EMA(C,fast) <
> EMA(C,slow);
> Short=Ref(EMA(C,fast),-1) > Ref(EMA(C,slow), -1) AND EMA(C,fast) <
> EMA(C,slow);
> Cover=Ref(EMA(C,fast),-1) < Ref(EMA(C,slow), -1) AND EMA(C,fast) >
> EMA(C,slow);
>
>
> Filter=Buy OR Sell OR Short OR Cover;
> Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy); Short=ExRem(Short,Cover);
> Cover=ExRem(Cover,Short);
>
> AddColumn(Buy,"Buy");
> AddColumn(Sell,"sell");
> AddColumn(Short,"short");
> AddColumn(Cover,"cover");
> AddColumn(Open,"
>
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