|
PureBytes Links
Trading Reference Links
|
Hello Grant,
I am addressing this more to the forum rather than to you
personally, although it seems an appropriate place to put it.
I am new to forums.
I am not a forum type person.
In fact this is my first and one and only (that is a big compliment
to AB and the AB community).
It will also probably be my last.
The only other one I am planning to join is my own, at a future
website I am planning, but I won't mention the details as it has
nothing to do with stock market trading.
Every community has their own set of rules; written or unwritten.
Of course, if we want to remain healthy adjusted people we shouldn't
divorce our belief system too far from what is acceptable in the
wider community.
That doesn't mean the paradigms of the wider community are more
correct than ours, it just means that if we do go too far we will be
subject to inordinate amounts of stress that will act to impede our
efforts to attain our personal goals.
So, to be absolutely clear about some comments I have made elsewhere
in AB forums.
>From my AB experiences and observations I have compiled a list of
what consitutes acceptable behaviour at this site, for me i.e. this
is how I consider I should behave.
Hopefully others will treat me how I treat them.
Of course I am not perfect and I hope people will forgive me when I
slip off my pedestal.
The following are OK (no order of priority):
- friendly banter and humour
- if I ask a silly question I accept silence as a dignified way of
pointing that out to me
- if people know the answer to my question but don't answer it I
accept that they are too busy to do so.
- if people just couldn't care less or are not interested I expect
the silent treatment
- if I don't read the manual first I might also receive the silent
treatment or a referral to the manual (the same goes for searching
the site first although there is an element of doubt about the
search capabilities of YahooGroups)
- if I have a go myself first I am more likely to recieve help
- incorrect facts and ineffectual arguments are fair game (correct
the errors and destroy the arguments)
- a little constructive personal advice here and there, based on
friendship or care and concern is OK (technically speaking that is
taboo; it's just that I can't help myself there )
- if the question is about other software or non-trading issues a
response is unlikely
- polite defense of ones honour or the honour of ones friends is
acceptable
- occassionally passions get inflammed and minor, but not blatant,
straying outside of the above boundaries is acceptable among friends.
I have noticed that a proportion of posts do seem to fall outside
those guidelines.
Personally, I just let those ones go through to the keeper as a
means of conserving energy, so they really are a wasted effort on
the part of the proponents.
Knowing that nearly every single person in the forum is ignoring and
or deleting that type of post I wonder why they bother.
BrianB.
--- In amibroker@xxxxxxxxxxxxxxx, Grant Noble <gruntus@xxx> wrote:
>
> 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@xxx 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@xxx>
> >
> > *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@xxx
> > > 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@xxx>
> > >
> > > 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@xxx
> > > >
> > > > peace
> > > >
> > > > OT
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "matrix10014" <allansn@>
> > > 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@ 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
>
|