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sebastian, I tried to use this for your equity. Doesnt
work out though, youll find it probably impeds your
system performance.
I havent been able to find a way to trade my equity
curve profitably.
Sell= IIf (Equity() * 1.13 <
HHV(Ref(Equity(),-1),100),1,0);
--- sebastiandanconia <sebastiandanconia@xxxxxxxxx>
wrote:
> Dan, I appreciate the effort, and if that crossover
> indicator was all
> I needed I'm sure it would work as you say.
> Thank-you, and I'll
> store away the idea for the future.:)
>
> Unfortunately, what I really need is access to the
> values of the
> custom index I created, as if it was another ticker
> symbol. In fact,
> I want to create a few more custom indices,
> representing different
> stock portfolios.
>
> In case I've been unclear about what I'm doing and
> why, I want to be
> able to run a portfolio-level system test where I
> refer to the
> portfolio equity in a "sell" rule, i.e., "sell the
> entire portfolio
> if the equity falls by -%5 from its peak." My
> thinking was that if I
> could re-create the portfolio as an index OUTSIDE of
> the system test
> and refer to it using "FOREIGN" I could avoid coding
> that was over my
> head, and circular references.
>
>
> Luck,
>
> Sebastian
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Dan Clark"
> <dan_public@xxxx> wrote:
> >
> > Sebastian,
> >
> >
> >
> > Hi. A simple function might do the trick. Below
> is a function
> that I
> > created that you can try out. Copy this into a
> text file and save
> it as
> > some good sounding file name. For example,
> "CrossHHV.afl". Save
> it to the
> > "..\AmiBroker\Formulas\Systems\" folder.
> Contents of CrossHHV.afl
> (before
> > using include file) should look like:
> >
> >
> >
> > function CrossHHV()
> >
> > {
> >
> > RetValue = Cross(Ref(HHV(C, 20), -1)*.95, C);
> >
> >
> >
> > return RetValue;
> >
> > }
> >
> >
> >
> > Sell = CrossHHV();
> >
> > Filter = Sell;
> >
> >
> >
> > AddColumn(HHV(C, 20), "HHV(H, 20)", 1.2);
> >
> > AddColumn(Ref(HHV(C, 20), -1), "Ref(HHV(H, 20),
> -1)", 1.2);
> >
> > AddColumn(Ref(HHV(C, 20), -1)*.95, "Ref(HHV(H,
> 20), -1)*.95", 1.2);
> >
> >
> >
> >
> >
> > Open up the AA window, Pick "CrossHHV.afl", and
> click "Explore".
> You will
> > see all symbols that meet that criteria.
> >
> >
> >
> > Assuming that works, try using an include file.
> An include file is
> nothing
> > more than an AFL file that contains custom
> functions and procedures
> that you
> > create. Typically, you store it in the folder
> > "..\AmiBroker\Formulas\Include\". To use the
> functions, you would
> add to
> > chart or exploration\backtest code: "#include" +
> file name. For
> example, if
> > your include file was named, "ABFunctions.afl, you
> would add this
> to your
> > charts, explorations, etc:
> >
> >
> >
> > #include <ABFunctions.afl>;
> >
> >
> >
> > So, create a file called "ABFunctions.afl" in the
> > "..\AmiBroker\Formulas\Include\" folder. Now,
> move ONLY the
> CrossHHV
> > function code ONLY to the "ABFunctions.afl" file.
> The contents of
> the
> > "ABFunctions.afl" file should look like:
> >
> >
> >
> > function CrossHHV()
> >
> > {
> >
> > RetValue = Cross(Ref(HHV(C, 20), -1)*.95, C);
> >
> >
> >
> > return RetValue;
> >
> > }
> >
> >
> >
> > Now make sure that the CrossHHV.afl file has been
> modified. It
> should look
> > like this (after using the include file):
> >
> > #include <ABFunctions.afl>;
> >
> >
> >
> > Sell = CrossHHV();
> >
> > Filter = Sell;
> >
> >
> >
> > AddColumn(HHV(C, 20), "HHV(H, 20)", 1.2);
> >
> > AddColumn(Ref(HHV(C, 20), -1), "Ref(HHV(H, 20),
> -1)", 1.2);
> >
> > AddColumn(Ref(HHV(C, 20), -1)*.95, "Ref(HHV(H,
> 20), -1)*.95", 1.2);
> >
> >
> >
> > Now, when you execute the CrossHHV.afl file, the
> code in the
> ABFunctions.afl
> > will be "included" in the CrossHHV.afl and you can
> execute the
> function.
> > This is a convenient way of reusing code.
> >
> >
> >
> > I hope this helps.
> >
> >
> >
> > Regards,
> >
> >
> >
> > Dan.
> >
> > _____
> >
> > From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx]
> On Behalf
> > Of sebastiandanconia
> > Sent: Friday, November 25, 2005 2:59 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: How to refer to a custom
> formula
=== message truncated ===
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