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

Re: [amibroker] System building question



PureBytes Links

Trading Reference Links

Todaysposition = ((C-Lbar)/Diff * 100)>55;

Custom metrics is used to add columns to the backtest report


-- 
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com


On 11/06/07, upsidetarget <digimax@xxxxxxxxx> wrote:
> I am trying to add:
>
> Hbar = HHV(C,90);
> Lbar = LLV(C,90);
> Diff = Hbar - Lbar;
> (Todaysposition = ((C-Lbar)/Diff) * 100)>55;
>
> to a trading system where the trade trigger is a value of 55 or more.
> But it will not take due a syntax error. Any help?
>
> When I export backtesting results on individual trades, I get these
> fields:
>
> Ticker  Trade   Date    Price   Ex. date        Ex. Price       % chg   Profit  % Profit
> Shares  Position value  Cum. Profit     # bars  Profit/bar      MAE     MFE     % chg
>
> Do you know how I can add the following columns:
>
> RRR
>
> MA(C,7),-1) [i.e. the value of the 7 day simple MA on the day before
> the trade closed out]?
>
> Thanks
>
> Michael
>


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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/