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Everyone has a NEED, bub. Tomasz' analogy is spot on - sounds like you
want to fly before you can crawl. You're using borrowed code and trying
to scale positions and you've been using AB how long ? Get over yourself
-if it were easy everyone would be doing it. G
allansn@xxxxxxxxxxxxx wrote:
> *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
> > > >
> > >
> > >
> > >
> > >
> > >
> > >
> >
>
>
> ------------------------------------------------------------------------
>
> No virus found in this incoming message.
> Checked by AVG Free Edition.
> Version: 7.1.394 / Virus Database: 268.10.1/389 - Release Date: 14/07/2006
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