[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] is something wrong with this or is it a bug

To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] is something wrong with this or is it a bug
From: "murthysuresh" <money@xxxxxxxxxxxxxx>
Date: Thu, 16 Mar 2006 23:24:08 -0000

PureBytes Links

Trading Reference Links

I have a back test that does a good job. however when i rightlick on results and select show arrows fo ractual trdes, i get arrows for trades that were not traded at all.

i have attached a screen shot

http://xs72.xs.to/pics/06115/issueamibroker.jpg

Pl let me know what did i do wrong.

my script is

SetCustomBacktestProc("");

if(Status("action")==actionPortfolio){

bo=GetBacktesterObject();

bo.backtest();

st=bo.GetPerformanceStats(0);

// Expectancy calculation (the easy way)

// %Win * AvgProfit - %Los * AvgLos

// note that because AvgLos is already negative

// in AmiBroker so we are adding values instead of subtracting them

// we could also use simpler formula NetProfit/NumberOfTrades

// but for the purpose of illustration we are using more complex one :-)

expectancy = st.GetValue("WinnersAvgProfit")*st.GetValue("WinnersPercent")/100 +

st.GetValue("LosersAvgLoss")*st.GetValue("LosersPercent")/100;

// Here we add custom metric to backtest report

bo.AddCustomMetric( "Expectancy ($)", expectancy );

}

//Buy 90 day breakouts

// Suersh

NumColumns = 5;

Period = 14;

// Determines trend direction using DMI indicators

PDIFilter=IIf(PDI(14)>MDI(14),1,0);

// make sure that the slope is going up and greater than 20

// New 3 month high has occurred in the last 5 days?

NewHighs = IIf(HHV(H,5) >= HHV(H,60), 1,0);

//NewLows = LLV(L,5) <= LLV(L,40);

// Are moving averages lined up correctly? Close > 50 and 200 ma

BullishMAs = IIf(Close >= MA(C,200) AND Close >= MA(C,50), 1,0);

//BearishMAs = IIf(MA(C,10) <= EMA(C,20) AND EMA(C,20) <= EMA(C,30), 1, 0);

Column0 = ADX(period);

Column0Name = "ADX";

Column1 = IIf(PDIFilter AND NewHighs AND BullishMAs, 1, 0);

Column1Name = "Buy Signal";

Column2 = IIf(Column1 == 1, H + .125, 0);

Column2Name = "Buy Stop";

Column3 = IIf(MDIFilter AND NewLows AND BearishMAs, 1, 0);

Column3Name = "Sell Signal";

Column4 = IIf(Column3 == 1, L - .125, 0);

Column4Name = "Sell Stop";

// Filter based on ADX > 20 (trending) and if buy or sell has triggered

ADXval=IIf(ADX(14)>20,True,False);

//AND PDIfilter AND bullishMas AND (Close<5) AND (MA(V,30)>200000) AND NewHighs) ;// (Column1 OR Column3);

_TRACE("outsidee buyubg");

//buynotdone=IIf(Buy=0,1,0);

//if (buynotdone AND NewHighs AND PDIFilter AND BullishMAs ){

_TRACE("insude buyubg");

//Buy= NewHighs AND PDIFilter AND BullishMAs ;

Buy=HHV(H,5) >= HHV(H,60) AND Close >= MA(C,200) AND Close >= MA(C,50) AND ADX(14)>20 AND MA(V,30)>200000 ;

Sell = Close<Ref(Low,-1) AND Close<Ref(EMA(Close,9),-1) AND Buy;

SetTradeDelays( 10,0, 10, 10 ) ;

//}

//Buy = Low <EMA(Close,9) * 105/100 AND Filter; // ADX(period) >=20 AND Column1;

//IIf(Buy=1,Sell = Close<Ref(Low,-1),False);

Buy = ExRem( Buy, Sell );

Sell = ExRem( Sell, Buy );

AddColumn(Buy,"Buy");

//AddColumn(Sell,"sell");

AddColumn(BuyPrice,"BuyPrice");

AddColumn(SellPrice,"SellPrice");

AddColumn(HHV(H,5) ,"HHV(H,5) ");

AddColumn(HHV(H,60),"HHVBars ");