[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Backtest Signals Different from PlotShapes



PureBytes Links

Trading Reference Links

Thanks Steve,
I'm traveling now but I'll look up equity and see what's happening.
Dave

  ----- Original Message ----- 
  From: Steve Dugas 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Thursday, September 21, 2006 9:50 AM
  Subject: Re: [amibroker] Backtest Signals Different from PlotShapes


  Hi - If you are trading with delays, Equity(2) shifts your Buy/Sell arrays to calculate the equity but does not restore them to their original position. Equity(1) will shift the arrays and then restore them afterwards, but I have found in the past that if you have a signal on the last bar, it is lost after being shifted "out of bounds", so you may need to account for this in your code. See the Equity function in the users guide for more info

  Steve
    ----- Original Message ----- 
    From: David Fitch 
    To: amibroker@xxxxxxxxxxxxxxx 
    Sent: Thursday, September 21, 2006 12:21 PM
    Subject: [amibroker] Backtest Signals Different from PlotShapes



    I'm getting slightly different signals from AA Backtest than I am from this snippet of code that I ripped out of S&C article that TJ subsequently wrote code for.
    I'm not sure why. Can someone point me in right direction. Is this enough code to see what's happening?
    Thanks
    Dave

    if(Status("action")==actionIndicator)

    {

    Equity(2);

    PlotShapes(Buy * shapeUpArrow,colorGreen,0,DnBand,-24);

    PlotShapes(Sell * shapeDownArrow,colorRed,0,UpBand,-24);

    //PlotShapes(Short * shapeHollowDownArrow,colorRed,0,UpBand,-24);

    //PlotShapes(Cover * shapeHollowUpArrow,colorGreen,0,DnBand,-24);

    }