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after the equity(1,0); statement, and remove the sell=sell>0 line if you ahve it
plotshapes(shapedownarrow*(sell==1), etc
plotshapes(shapedownarrow*(sell>1), etc
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 21/01/07, itmwh <toxutao@xxxxxxxx> wrote:
> 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
> >
>
>
>
>
> 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
>
>
>
>
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