|
PureBytes Links
Trading Reference Links
|
Thanks to Herman, Terry and Graham! According to the method
indicated by Graham, now I have been able to visualize the exit
signal from regular exit rule and from applystop() function
respectively.
Also,find the following paragraphs within the help file especially
helpful
============================================================
Using Equity function we can build up Equity "indicator" that will
work without the need to run backtester. Just type the following
formula in the Formula Editor and press Apply:
buy = ... your buy rule ...
sell = .... your sell rule ...
graph0 = Equity();
Equity() function uses the buy/sell/short/cover rules that are
defined BEFORE this function is called. The whole backtesting
procedure is done inside Equity function that generates equity line.
Notes:
1. Equity line is dependant of the parameters in the Automatic
Analysis settings
2. Equity traces Interest Earnings when you are OUT of the market.
If you don't want this just enter 0 into "Annual interest rate"
field in the settings.
3. Equity also traces commissions. If commissions are not zero
entry commission is taken using position size of the entry and exit
commission is taken for each point to simulate how much money would
you have if you closed position at given bar.
4. AmiBroker uses SellPrice array for long trades and CoverPrice
array for short trades to calculate current equity value.
5. Equity() function is single-security and does not reflect
portfolio-level effects like skipping trades, does not handle some
advanced functionality offered only by portfolio-backtester. For
more information see that table.
=================================================================
--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxx> wrote:
>
> Sorry, I swear I read the Equity does ExRem, but I reviewed the
Help docs
> just now and Graham is correct. It even states that the exit
values are
> retained for plotting various type exits.
>
> Apologies and thanks Graham for the correction!
> --
> Terry
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Graham
> Sent: Saturday, January 20, 2007 14:22
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Re: Is it possible to visulize exit made
by
> applystop() signals?
>
> the best way to just see them on them chart is to use Equity(1,0)
> Equity(1) is like using Equity(1,1) which will only show trades
after a
> backtest
>
> buy = ........
> sell = ...........
> applystop(..................
> equity(1,0);
> sell = sell>0;
> plots..................
>
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://www.aflwriting.com
>
>
>
> On 21/01/07, Terry <MagicTH@xxx> wrote:
> > Also, if you use Equity() it ExRems your Buy,Sell signals and
you lose the
> > ApplyStop codes. If you want to see them you must plot the
arrows before
> you
> > execute Equity();
> >
> > --
> > Terry
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On
> Behalf
> > Of Herman
> > Sent: Saturday, January 20, 2007 07:22
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: RE: [amibroker] Re: Is it possible to visulize exit
made by
> > applystop() signals?
> >
> > You misunderstand Equity(), please read up on it. You hardly
ever need to
> > use Equity(2)...
> >
> > Just try it using equity(1) and display your signals/stops. Use
the
> > bar-Playback feature... it is great!
> >
> > herman
> >
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]On
> > Behalf Of itmwh
> > Sent: January 20, 2007 8:13 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Is it possible to visulize exit made by
> > applystop() signals?
> >
> >
> > Hi, herman
> >
> > My purpose is to test max loss stops, so is it necessary to use
> > equity(2) instead of equity(1) in the codes. ( As 2-max. loss ?)
> >
> > And also in the plotshapes sentence, should I use "PlotShapes
(IIf
> > (Sell==2, shapeHollowDownTriangle,
shapeNone),4,0,SellPrice,0)" ?
> >
> > Also, what do you mean that "equity(1) also removes all extra
> > signals"? what are the "extra signals"?
> >
> > thanks for your attenttion
> >
> > best regards/ Tom
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Herman" <psytek@> wrote:
> > >
> > > Using Equity( 1 ) evaluates stops and writes BACK signals to
> > sell/cover
> > > arrays. Equity(1) also removes all extra signals. Depending on
> > kind of the
> > > stop various values are written back to sell/cover array to
enable
> > you to
> > > distinguish if given signal was generated by regular rule or by
> > stop.
> > >
> > > 1 - regular exit
> > > 2 - max. loss
> > > 3 - profit target
> > > 4 - trailing
> > > 5 - ruin stop
> > > 6 - n-bar stop
> > >
> > > You would use something like
> > > PlotShapes(IIf(Sell==3, shapeHollowDownTriangle,
> > > shapeNone),4,0,SellPrice,0);
> > > to display a particular stops.
> > >
> > > herman
> > >
> > > -----Original Message-----
> > > From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]
> > On
> > > Behalf Of itmwh
> > > Sent: January 20, 2007 7:23 AM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Is it possible to visulize exit made by
> > applystop()
> > > signals?
> > >
> > >
> > > Hi, I am testing a system with buy/sell signals. I use the
> > following
> > > codes to visualize the entrys and exits
> > >
> > > Buy=......;
> > > Sell=.....;
> > >
> > > PlotShapes( IIf(Buy,shapeUpArrow,IIf(Sell,shapeDownTriangle,
> > > shapeNone )) , IIf( Buy, ColorRGB(255,0, 255), ColorRGB
> > (0,255,255) ),
> > > 0,IIf(Buy,Low-5,High+5) );
> > >
> > > But now I want to add applystop() to the system to test
multiple
> > > exiting strategies ? Is it possible to visulize exit signals
(also
> > > showing arrows and triangles) made by applystop() function ?
> > >
> > > Thanks for any help / Tom
> > >
> > >
> > >
> > > 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
> > >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
>
>
> 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
>
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.17.2/641 - Release Date: 1/20/2007 10:24 AM
|