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J,
The following may not make sense to you, but it does what you want. The
problem is all the references to my own code. Hopefully they are descriptive
enough that this is more help than hindrance ;-)
//////////////////////////////// FOR EXPLORE
entryPrice = ValueWhen(Ref(Buy,-1),O); //Figure out the BuyPrice
gain = IIf(Sell,(exitPrice - entryPrice) / entryPrice * 100 - 0.4,0);
//Account for 2 way commissions at .2% each
//>>>>>>>>>>>>>>>>>>>>>>>>>> future reference - Just for marking Next Day
Buy in Explore
bdate = IIf(Sell,ValueWhen(Ref(Buy,-1),DateTime()),DateTime());
//////////////////////////////// BEGIN EXPLORATION
_N(seeBS = ParamList("Show Buys, Sells, Both or Daily
signals?","Both|Buys|Sells|BSSC|Daily",0));
if (seeBS == "Both") Filter = Buy OR Sell;
else if (seeBS == "Buys") Filter = Buy;
else if (seeBS == "Sells") Filter = Sell;
else if (seeBS == "BSSC") Filter = Buy OR Sell OR Short OR Cover;
else Filter = 1; //Show every single day for every selected symbol - BE
CAREFUL, you don't really want this unless you click "current symbol".
AddColumn(bdate,"Buy
Date",formatDateTime,IIf(Buy,colorWhite,colorRed),IIf(Buy,colorGreen,colorWh
ite));
AddColumn(IIf(Buy AND MarketOK,tradeLot,0),"Shares to Buy",1.0,IIf(NOT
Buy,colorGrey50,IIf(Buy AND dollarMax < 2/3 *
tradeAmount,colorOrange,IIf(Buy AND dollarMax <
tradeAmount,colorYellow,colorWhite))),IIf(Buy,colorGreen,colorGrey50),85);
AddColumn(C,"Close",1.2,IIf(Buy,colorWhite,IIf(Sell AND gain >
0,colorGreen,colorWhite)),IIf(Buy,colorGreen,IIf(Sell AND gain >
0,colorPaleGreen,IIf(Sell,colorRed,colorGold))),50);
AddColumn(IIf(Buy AND NOT
MarketOK,-1000,IIf(Buy,PositionScore,-999)),"PScore",1.0,IIf(Buy AND
PositionScore >= ps_min,colorRed,IIf(Buy AND PositionScore <
ps_min,colorBlack,colorGrey50)),IIf(Buy,colorBrightGreen,colorGrey50),50);
AddTextColumn(IndustryID(1),"Industry ID",1.0,IIf(StrLeft(IndustryID(1),7)
== "Biotech",colorDarkBlue,colorLightBlue),IIf(StrLeft(IndustryID(1),7) ==
"Biotech",colorLightBlue,colorDarkBlue),150);
AddColumn(IIf(Buy,0000,entryPrice),"Entry$",1.2,IIf(Buy,colorGreen,IIf(Sell
AND gain > 0,colorGreen,colorWhite)),IIf(Buy,colorGreen,IIf(Sell AND gain >
0,colorPaleGreen,colorRed)));
AddColumn(IIf(Buy,9999,IIf(Sell,gain,0)),"Profit%",1.2,IIf(Buy,colorGreen,II
f(Sell AND gain > 0,colorGreen,colorWhite)),IIf(Buy,colorGreen,IIf(Sell AND
gain > 0,colorPaleGreen,colorRed)),50);
AddColumn(IIf(Buy AND MarketOK,tradeLot * C,0),"Position
$ize",1.0,IIf(Buy,colorWhite,colorGrey50),IIf(Buy,colorDarkBlue,colorGrey50)
,85);
AddColumn(dollarMax,NumToStr(VolMax*100,1.2) + "% Limit $$",1.0,IIf(NOT
Buy,colorGrey50,IIf(Buy AND dollarMax < 2/3 *
tradeAmount,colorOrange,IIf(Buy AND dollarMax <
tradeAmount,colorYellow,colorBrightGreen))),IIf(Buy,colorGreen,colorGrey50),
85);
AddColumn(dollarVolNOW,"$Vol traded today",1.0,IIf(dollarVolNOW >
dollarVolMA,colorAqua,colorLightGrey),colorBlack,100);
AddColumn(dollarVolMA,"MA $Volume",1.0,IIf(dollarVolNOW <
dollarVolMA,colorAqua,colorLightGrey),colorBlack,100);
if (seeBS == "Daily")
{
AddColumn(newBuy,"newBuy",1.0);
AddColumn(Buy,"Buy",1.0);
AddColumn(OnBuy,"OnBuy",1.0);
AddColumn(newSell,"newSell",1.0);
AddColumn(Sell,"Sell",1.0);
AddColumn(newShort,"newShort",1.0);
AddColumn(Short,"Short",1.0);
AddColumn(OnShort,"OnShort",1.0);
AddColumn(newCover,"newCover",1.0);
AddColumn(Cover,"Cover",1.0);
AddColumn(entry,"entry",1.0);
AddColumn(myBars - Ref(entry,-1),"Max Days Exit",1.0);
AddColumn(MaxDaysIn,"MaxDaysIn",1.0);
}/////////////////////////////////// END
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of jgholson
Sent: Sunday, January 14, 2007 04:31
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Exploration Help
Good Day All!
I'm wondereing if anyone has developed an exploration that reports
similar type information like the Backtest. Listing Ticker, Trade
(i.e. open long, open short, long, short), date of entry of current
trade, price of entry, exit date, exit price and % change. I want to
add this code to my system to run everyday.
I'm sure it can be done or someone has done it. I just wanted to ask
the group before I try it on my own.
Any help or pointing me in the right direction would be greatly
appreciated.
Thanks
J
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