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Hi Ton!
Is there a Programming Excel for Dummies?
Thanks!
Millowena
----- Original Message -----
From: Ton Sieverding
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, July 16, 2006 5:28 AM
Subject: Re: [amibroker] Re: I am lost
Ever tried, first to develop your system in Excel ? If it works en shows you the correct graph, it's rather simple to transform the system into AFL. Of course you must have some experience in programming. Also here Excel can help ...
Kind regards,
Ton Sieverding.
----- 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
> >
>
>
>
>
>
>
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