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RE: [amibroker] Re: I am lost



PureBytes Links

Trading Reference Links

Oh, one other thing I should have mentioned: Learn how to use "DebugView".
That will really help you see what's happening on a bar by bar basis.  In
the help file search on _TRACE. 
 
Download the file it points to and then populate your code with _Trace
statements so that you can see what's happening a crucial points as your
code executes.  Its invaluable when trying to debug looping code.  It'll
take some time but will help you understand what's going on.
 
 
d
  _____  

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of allansn@xxxxxxxxxxxxx
Sent: Saturday, July 15, 2006 10:23 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: I am lost





Tomasz,

that is certainly not the answer I was expecting.I am making a diligent
effort to learn the coding and I have a specific NEED....Perhaps you didnt
bother to read my prior message to the board

I posted the code that I was working with and can NOT get the results
expected from the code descriptions.It is not like I asked the board to code
me a system.I supplied the system which I copied from either the manual or a
user file.I had no problems whatsoever,but when I went into the detailed
trade report and went over the output,I discovered  that the supposed scale
out of 50% was not occuring.but rather 86%.After spending several hours on
it,I thought that I may find some help

"I don't have any experience as a pilot but please give me simple 
one-page instruction how to fly jumbo-jet from New York to London" 
Sorry but this is NOT doable"

Tomasz,your analogy is way off base and I really dont appreciate it.

 

Allan

 

 

 

 

----- Original Message -----



From: Tomasz Janeczko <groups@xxxxxxxxxxxxx> 



Date: Saturday, July 15, 2006 8:49 am 



Subject: Re: [amibroker] Re: I am lost 





> Hello, 
> 
> What you are asking for can be compared to: 
> . 
> It takes time and effort to learn how to fly as it takes time and 
> effort to learn how to use any tool more sophisticated than a hammer. 
> 
> Sorry guys but of you have no experience you should start with 
> something simple and make your system 
> simple not using pyramiding and such stuff.  Then go slowly 
> learning AFL. THere is a plenty of material posted to this list, 
> in the knowledge base and in the manual. 
> 
> Best regards, 
> Tomasz Janeczko 
> amibroker.com 
>  ----- Original Message ----- 
>  From: allansn@xxxxxxxxxxxxx 
>  To: amibroker@xxxxxxxxxxxxxxx 
>  Sent: Saturday, July 15, 2006 2:04 PM 
>  Subject: Re: [amibroker] Re: I am lost 
> 
> 
> 
>  Thanks OT, 
> 
>  I will take you up on your offer.Ami is  great program,but is in 
> desparate need of a simplied" Dummy" manual for those that have 
> very little programming experience. 
> 
>  As I did not write this code,and was using it to learn  "AFL",I 
> am having a difficult time pinpointing what is causing an 86% 
> scale out,when it should be 50%.. 
> 
>  If there are any power users who have a simple code that 
> involves "scaling in/out of positions"and replacing stops,or a 
> pyramyiding example would really appreciate seeing it. 
> 
>  Allan 
> 
> 
> 
> 
> 
>  ----- Original Message ----- 
> 
> 
>  From: orionsturtle <orionsturtle@xxxxxxxxx> 
> 
>  Date: Friday, July 14, 2006 10:20 pm 
> 
>  Subject: [amibroker] Re: I am lost 
> 
> 
>  > I don't have the expertise in programming but I have been 
>  > struggling 
>  > with this same bit of code for the past 2 weeks. I have made 
> it 
>  > work 
>  > on the long only side and would be glad to send you the EOD 
> sys 
>  > file 
>  > I have that works. Between the detail log and the trade report 
> you 
>  > should be able to see what is going on and make adjustments to 
>  > suite 
>  > your needs. The switches in the backtest settings will screw 
> you 
>  > up 
>  > if not set properly and may account for your weird results. 
> make 
>  > sure in the backtest settings>portfolio tab, that the limit 
> trade 
>  > size as % of entry bar is set to zero and just the "Trade size 
>  > limit 
>  > when..." is the only thing checked. i have my max positions 
> set to 
>  > one for now until I get the code fully to my liking. If you 
> want 
>  > the 
>  > SYS file reach me at orionsturtle@xxxxxxxxx 
>  > 
>  > peace 
>  > 
>  > OT 
>  > 
>  > --- In amibroker@xxxxxxxxxxxxxxx, "matrix10014" <allansn@xxx> 
> wrote: 
>  > > 
>  > > Hi, 
>  > > Been playing with a code that I copied to familairize myself 
>  > with 
>  > > some of the functionality of Amibroker...As you can see,the 
>  > entry 
>  > is 
>  > > a simple moving average crossover,that exits 50% of the 
> position 
>  > up 
>  > > 20% and the remaining 50% up 30%.There is also a trailing 
> stop.. 
>  > > 
>  > > When i check a detailed log of the trade,I get very bizzare 
>  > results. 
>  > > 
>  > > An example is HANS..On 10/31/2005 I go long 205 shares of 
> HANS@ 
>  > 48.59 
>  > > 
>  > > On 11/3,I scale out of 176 shares@xxx is 86% of my 
>  > > position,when i am supposed to scale out of half.As its not 
> my 
>  > > code,and i am trying to learn Ami code,i really dont know 
> what 
>  > went 
>  > > wrong.. 
>  > > 
>  > > 
>  > > 
>  > > 
>  > > 10/31/2005 
>  > >         Enter Long, HANS, Price: 48.59, Shares: 205, 
>  > > Commission: 0, Rank: 1, Equity 100000, Margin Loan: 0, Fx 
> rate: 1 
>  > > 
>  > > 
>  > >                 11/3/2005 
>  > >         Exit signals:HANS=Scale-Out, 
>  > > Scale-Out Long HANS, Price 59.74, Shares 176, Fx Rate 1, 
>  > > Number of shares - Current: 29, Exited: 176, Max: 205, Avg. 
>  > Entry 
>  > > Price 48.59, Avg. Exit Price 59.74, Avg Fx. Rate Entry 1, 
> Exit 
>  > 1, 
>  > > 
>  > > 
>  > > 
>  > > The code is as follows 
>  > >                         
>  > > Buy = Cross(C, MA( C,21) ); 
>  > > Sell = 0; 
>  > > 
>  > > // the system will exit 
>  > > // 50% of position if FIRST PROFIT TARGET stop is hit 
>  > > // 50% of position is SECOND PROFIT TARGET stop is hit 
>  > > // 100% of position if TRAILING STOP is hit 
>  > > 
>  > > FirstProfitTarget = 20; // profit 
>  > > SecondProfitTarget =30; // in percent 
>  > > TrailingStop = 50; // also in percent 
>  > > 
>  > > 
>  > > priceatbuy=0; 
>  > > highsincebuy = 0; 
>  > > 
>  > > exit = 0; 
>  > > 
>  > > for( i = 0; i < BarCount; i++ ) 
>  > > { 
>  > >    if( priceatbuy == 0 AND Buy[ i ] ) 
>  > >     { 
>  > >        priceatbuy = BuyPrice[ i ]; 
>  > >     } 
>  > > 
>  > >    if( priceatbuy > 0 ) 
>  > >     { 
>  > >        highsincebuy = Max( High[ i ], highsincebuy ); 
>  > > 
>  > >       if( exit == 0 AND 
>  > >           High[ i ] >= ( 1 + FirstProfitTarget * 0.01 ) * 
>  > > priceatbuy ) 
>  > >        { 
>  > >          // first profit target hit - scale-out 
>  > >          exit = 1; 
>  > >          Buy[ i ] = sigScaleOut; 
>  > >        } 
>  > > 
>  > >       if( exit == 1 AND 
>  > >           High[ i ] >= ( 1 + SecondProfitTarget * 0.01 ) * 
>  > > priceatbuy ) 
>  > >        { 
>  > >          // second profit target hit - exit 
>  > >          exit = 2; 
>  > >          SellPrice[ i ] = Max( Open[ i ], ( 1 + 
>  > SecondProfitTarget 
>  > * 
>  > > 0.01 ) * priceatbuy ); 
>  > >        } 
>  > > 
>  > >       if( Low[ i ] <= ( 1 - TrailingStop * 0.01 ) * 
> highsincebuy 
>  > ) 
>  > >        { 
>  > >          // trailing stop hit - exit 
>  > >          exit = 3;    
>  > >          SellPrice[ i ] = Min( Open[ i ], ( 1 - TrailingStop 
> * 
>  > > 0.01 ) * highsincebuy ); 
>  > >        } 
>  > > 
>  > >       if( exit >= 2 ) 
>  > >        { 
>  > >          Buy[ i ] = 0; 
>  > >          Sell[ i ] = exit + 1; // mark appropriate exit code 
>  > >          exit = 0; 
>  > >          priceatbuy = 0; // reset price 
>  > >          highsincebuy = 0; 
>  > >        } 
>  > >     } 
>  > > } 
>  > > 
>  > > SetPositionSize( 10, spsPercentOfEquity ); 
>  > > SetPositionSize( 50, spsPercentOfPosition * ( Buy == 
>  > > sigScaleOut ) ); // scale out 50% of position 
>  > > 
>  > 
>  > 
>  > 
>  > 
>  > 
>  >  
>