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> If I select that setting it tells me to consult the help files. I do
> not have any buy signals in this code.
If you do not have buys then obviously you should select "Positions: SHORT" only.
Also you may run "SCAN" first to make sure if any signals are generated at all.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "orionsturtle" <orionsturtle@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, July 14, 2006 10:09 PM
Subject: [amibroker] Re: Why wont this code allow short trades???
> If I select that setting it tells me to consult the help files. I do
> not have any buy signals in this code. I want to just make the
> shorts work. Here is the whole code if you care to take a look. I
> don't get a single trade in the report. I do have this working on
> the longs and I thought it would be fairly straight forward in
> switching it to work with shorts but I am missing something???
> -------------------------------------------
> Short = Cross( MA( C, 10 ), MA( C, 5 ) );
> Cover = 0 ;
>
> FirstProfitTarget = .05; // profit
> SecondProfitTarget = .1; // in percent
> TrailingStop = .1; // also in percent
> Icing = .03 ;
>
> priceatshort=0;
> Lowsinceshort=0;
> exit = 0;
> /*--------------------------------Short code-------------------------
> ---------*/
>
> for( i = 0; i < BarCount; i++ )
> {
> if( priceatshort == 0 AND Short[ i ] )
> {
> priceatshort = ShortPrice[ i ];
> }
> if( priceatshort > 0 )
> {
> Lowsinceshort= Min( Low[ i ], Lowsinceshort);
> //PT1
> if( exit == 0 AND Low[ i ] <= ( 1 - FirstProfitTarget * 0.01 )
> * priceatshort)
> {
> exit = 1;
> ShortPrice[i] = ( 1 - FirstProfitTarget * 0.01 ) *
> priceatshort;
> Short[ i ] = sigScaleOut;
> }
>
> //PT2
> if( exit == 1 AND Low[ i ] <= ( 1 - SecondProfitTarget *
> 0.01 ) * priceatshort)
> {
> exit = 2;
> ShortPrice[ i ] = ( 1 - SecondProfitTarget * 0.01 ) *
> priceatshort ;
> Short[ i ] = sigScaleOut;
> }
>
> //PT3 Icing
> if( exit == 2 AND Close[ i ] >= ( 1 + Icing * 0.01 ) *
> Lowsinceshort)
> {
> exit = 3;
> CoverPrice[ i ] = ( 1 + Icing * 0.01 ) * Lowsinceshort ;
> }
>
> //Trail Stop Loss
> if( High[ i ] >= ( 1 + TrailingStop * 0.01 ) * Lowsinceshort )
> {
> exit = 4;
> CoverPrice[ i ] = ( 1 + TrailingStop * 0.01 ) *
> Lowsinceshort ;
> }
>
> //Reset for the next loop
> if( exit >= 3 )
> {
> Short[ i ] = 0;
> Cover[ i ] = exit + 1; // mark appropriate exit code
> exit = 0;
> priceatshort= 0; // reset price
> Lowsinceshort = 0;
> }
> }
> }
>
> SetPositionSize( 50, spsPercentOfEquity ); /*Initial % of equity to
> be traded.*/
> SetPositionSize( 50, spsPercentOfPosition * ( Short ==
> sigScaleOut ) ); /* percentage to scale out when PT's are hit*/
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
> wrote:
>>
>> Go to AA settings and make sure that you have selected
> Postions: "Long and short"
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "orionsturtle" <orionsturtle@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Friday, July 14, 2006 8:08 PM
>> Subject: [amibroker] Why wont this code allow short trades???
>>
>>
>> >I tried to make this help file code work on the short side, but
> it
>> > never even enters into a single trade. I did set the backtest
>> > positions to short. Could someone please just take a quick look
> at
>> > this small piece of code and maybe you can see why it wont trade
>> > short. I believe it is something simple but I can't seem to find
>> > it.Thank you.
>> > ---------------------------
>> > Short = Cross( MA( C, 10 ), MA( C, 5 ) );
>> > Cover = 0 ;
>> > priceatshort=0;
>> > Lowsinceshort=0;
>> > exit = 0;
>> >
>> > for( i = 0; i < BarCount; i++ )
>> > {
>> > if( priceatshort == 0 AND Short[ i ] )
>> > {
>> > priceatshort = ShortPrice[ i ];
>> > }
>> > if( priceatshort > 0 )
>> > {
>> > Lowsinceshort= Min( Low[ i ], Lowsinceshort);
>> > //PT1
>> > if( exit == 0 AND Low[ i ] <= ( 1 - FirstProfitTarget *
> 0.01 )
>> > * priceatshort)
>> > {
>> > exit = 1;
>> > ShortPrice[i] = ( 1 - FirstProfitTarget * 0.01 ) *
>> > priceatshort;
>> > Short[ i ] = sigScaleOut;
>> > }
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> > 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
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>>
>
>
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
>
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