|
PureBytes Links
Trading Reference Links
|
I didn't have time to get through all your code, but I did see that
problem. Instead of min to max, change your initialization parameter of
Lowsinceshort from 0 to 100000. It's never finding the first Low because
you are always comparing to 0. If you change to Max it will never find
subsequent lows.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of orionsturtle
Sent: Friday, July 14, 2006 19:45
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Why wont this code allow short trades???
I have had the positions set to short since the first post. I have
dicovered on thing though. I changed Min to Max in this line and I
generated 13 trades. Not really sure why yet but at least i can
start to see some results that may give further clues to the fix.
Thanks for the advice...
Lowsinceshort= Min( Low[ i ], Lowsinceshort); //Min to max generates
13 trades???
OT
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> > 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@xxx>
> 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@>
> > 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@>
> >> 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
> >
> >
> >
> >
> >
> >
> >
> >
>
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
|