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hi,
Tomasz provided new functionality to Amibroker in
the latest beta: making use of redundant signals. It seems to work very good.
Below I show example code how it can be used.
regards, Ed
If you leave the code like this:
//SetBacktestMode(
backtestRegularRaw );
//SetBacktestMode( backtestRegularRawMulti );
it will run a backtest as usual
without using the redundant signals.
If you set it
as:
SetBacktestMode( backtestRegularRaw );
//SetBacktestMode( backtestRegularRawMulti );
then it
will use the redundant signals but only take a position in 1 symbols at a
time.
This setting
//SetBacktestMode( backtestRegularRaw );
SetBacktestMode( backtestRegularRawMulti );
can take multiple positions in 1 symbol at one
time.
procedure sell_proc(Buy,imav,pds) {
global Sell;
global SellPrice;
Sell = 0;
SellPrice = 0;
for (i = pds; i <
BarCount; i++) {
if (Buy[ i ]) {
BuyAdjusted[ i ] = 1;
BuyPriceAdjusted[ i ] =
O[ i ];
for (j = i + 1; j < BarCount; j++) {
if (O[ j ] > imav[ j ]) {
Sell[ j ] = 1;
SellPrice[ j ] = O[ j ];
i =
j;
break;
} else if (O[ j ] < imav[ j ]
AND H[ j ] > imav[ j ]) {
Sell[ j ] = 1;
SellPrice[ j ] = imav[ j
];
i =
j;
break;
} else if (j == BarCount - 1) {
i =
BarCount;
}
}
}
}
}
SetBacktestMode( backtestRegularRaw );
//SetBacktestMode( backtestRegularRawMulti );
SetBarsRequired(10000,10000);
SetOption("MaxOpenPositions", 100 );
PositionSize = -10;
SetTradeDelays(0,0,0,0);
pds =
10;
PositionScore = Ref(50-StochK(pds),-1);
mav = MA(C,pds);
Buy = StochK(pds) < 10;
Buy = Ref(Buy,-1);
BuyPrice =
O;
sell_proc(Buy,Ref(mav,-1),pds);
SetChartOptions(0, chartShowDates);
GraphXSpace = 5;
Plot(C,"C",1,64);
Plot(Ref(MAv,-1),"",colorGold,styleThick);
PlotShapes(IIf(Buy,shapeSmallUpTriangle,0),colorWhite, layer = 0,
yposition = BuyPrice, offset = 0 );
PlotShapes(IIf(Sell,shapeDownArrow,0),colorYellow, layer =
0, yposition =
SellPrice, offset =
0
);
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