Nath,
Did someone answer your question? If
not, try this…
Code looks OK. I suspect you have a
different ticker selected on Chart vs. Backtest. Since there's no code for your
Foreigncaled I can only assume the values never cross whatever you have
selected to trade.
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of WALTON, Nathan
Sent: Tuesday, November 01, 2005
16:55
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Backtest
Sell/Cover problem
Hi
I've got an odd problem that I've been wrestling with
for a few days:
I have a lovely (albeit simplistic) plot with my
buy/short/cover/sell signals all prominently displayed. However, when I run a
backtest on this, I get one open trade at the start and that's it. There are
sell/cover indicators all over my plot (in the appropriate locations too) but
they seem to be ignored. Relevant code below. "Foreignscaled" refers
to a "Foreign" close. I've tried other sell/cover conditions
that use Foreign data and they seem to work ok. It must be something stupid but
I can't step back and see it.
Buy = C < Foreignscaled - 0.01;
Short = C > Foreignscaled +
0.01;
Sell = C >= Foreignscaled;
Cover = C <= Foreignscaled;
Buy = ExRem(Buy, Sell);
Sell = ExRem(Sell, Buy);
Short = ExRem(Short, Cover);
Cover = ExRem(Cover, Short);
PlotShapes( IIf( Buy , shapeUpArrow , shapeNone ),
colorGreen, 0, Graph0, -12 );
PlotShapes( IIf( Sell ,
shapeDownArrow, shapeNone ),
colorPink, 0, Graph0, -12 );
PlotShapes( IIf( Cover ,
shapeUpArrow , shapeNone ),
colorBlue, 0, Graph1, -12 );
PlotShapes( IIf( Short ,
shapeDownArrow, shapeNone ),
colorRed, 0, Graph1, -12 );
Any help would be greatly appreciated.
Thanks,
Nath
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