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

[amibroker] Re: Exploration Help



PureBytes Links

Trading Reference Links

Thanks!  If I get some time the next few days I'll try to incorporate 
it into my code.

J

--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxx> wrote:
>
> 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
> 
>  
> 
>  
> 
>  
> 
> Please note that this group is for discussion between users only.
> 
>  
> 
> To get support from AmiBroker please send an e-mail directly to 
> 
> SUPPORT {at} amibroker.com
> 
>  
> 
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> 
> http://www.amibroker.com/devlog/
> 
>  
> 
> For other support material please check also:
> 
> http://www.amibroker.com/support.html
> 
>  
> 
> Yahoo! Groups Links
> 
>  
> 
>     http://groups.yahoo.com/group/amibroker/
> 
>  
> 
>     Individual Email | Traditional
> 
>  
> 
>     http://groups.yahoo.com/group/amibroker/join
> 
>     (Yahoo! ID required)
> 
>  
> 
>     mailto:amibroker-digest@xxxxxxxxxxxxxxx 
> 
>     mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
> 
>  
> 
>     amibroker-unsubscribe@xxxxxxxxxxxxxxx
> 
>  
> 
>     http://docs.yahoo.com/info/terms/
>



Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.16.10/625 - Release Date: 1/13/2007 5:40 PM