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Probably because OpenPos is returning Null when there's no open
position for that stock. Any time you call a function to get an
object, you need to test that the object returned is not Null.
Technically this should be done with a statement like:
if (!IsNull(OpenPos))
but the following also works due to the nature of Null:
if (OpenPos)
Regards,
GP
--- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@xxx> wrote:
>
>
> if (OpenPos.GetPercentProfit()>15)
>
> --- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@>
> wrote:
> >
> > On which line? And what is the error message?
> >
> > Regards,
> > GP
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@> wrote:
> > >
> > > Thanks GP for pointing that out. I been fooling around with the
> code
> > > all weekend long and inadvertantly posted the wrong one. The
> problem
> > > is that it produces error on that line.
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@>
> > > wrote:
> > > >
> > > > I've only had a quick glance through your code, but it looks
> like
> > > > you're testing for the profit being greater than 15%, not the
> loss.
> > > >
> > > > I think the sell signal generated by ApplyStop should include
> reason
> > > > code 1 for maximum loss. Try checking that.
> > > >
> > > > Regards,
> > > > GP
> > > >
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@> wrote:
> > > > >
> > > > > How can test to see of max loss percent has been met (using
> CBI)?
> > > > > Below is my feeble attempt.
> > > > > Thanks in advance
> > > > >
> > > >
> > >
> > /*==================================================================
> > > ==
> > > > > ==========
> > > > > Global Settings
> > > > >
> > >
> ======================================================================
> > > > > ========*/
> > > > > SetBarsRequired(1000000,0); /* this ensures that the charts
> > > include
> > > > > all bars AND NOT just those on screen */
> > > > > SetFormulaName("System Four with Stochastics-6"); /* name it
> for
> > > > > backtest report identification */
> > > > > SetOption("InitialEquity", 100000); /* starting capital */
> > > > > SetOption("CommissionAmount",8); /* commissions AND cost */
> > > > > SetOption("CommissionMode", 2); /* set commissions AND costs
> as $
> > > per
> > > > > trade */
> > > > > SetTradeDelays( 1, 1, 1, 1);
> > > > > SetOption("PriceBoundChecking", 1); /* trade only within the
> > > chart
> > > > > bar's price range */
> > > > > SetOption("UsePrevBarEquityForPosSizing", 1); /* set the use
> of
> > > last
> > > > > bars equity for trade size */
> > > > > /* SetOption("MinPosValue", ); */
> > > > > SetOption("AllowPositionShrinking", True);
> > > > > SetOption("MinShares", 100);
> > > > > SetOption("AccountMargin", 100);
> > > > > SetOption("HoldMinBars",2 ); /* Set Minimun Holding Days to 2
> > > Days*/
> > > > > RoundLotSize = 1 ;
> > > > > PositionSize = - 10; /* trade size will be 10% of available
> > > equity */
> > > > > MaxLossPercentStop = 15 ;
> > > > > ApplyStop(0, 1, MaxLossPercentStop, 0, False, 0);
> > > > >
> > > > > SetBacktestMode( backtestRegularRaw );
> > > > >
> > > >
> > >
> > /*==================================================================
> > > ==
> > > > > ==========
> > > > >
> > > > >
> > >
> ======================================================================
> > > > > ========*/
> > > > >
> > > > > TradeDate = DateTime();
> > > > >
> > > > > SetCustomBacktestProc("");
> > > > >
> > > > > MaxBuys = 3; // Set no more than 4 buys per day
> > > > >
> > > > > if( Status("action") == actionPortfolio )
> > > > > {
> > > > > bo = GetBacktesterObject();
> > > > > bo.PreProcess();
> > > > >
> > > > > Symbol = " ";
> > > > > TransType = "";
> > > > > CommissionAmount = 8;
> > > > > SEC_Fee = 0;
> > > > > Rank = 0;
> > > > > TradeSize = 0;
> > > > > Shares = 0;
> > > > > TransAmount = 0;
> > > > > Reason = 0;
> > > > > Price = 0;
> > > > > CashBal = bo.InitialEquity;
> > > > > EquityBal = bo.Equity;
> > > > > ProfitPercent = 0;
> > > > >
> > > > > for( i = 0; i < BarCount; i++ )
> > > > > {
> > > > > cntBuys = 0;
> > > > > // look at new signals and exclude signals if they exceed
> > > maxBuys
> > > > > for( sig = bo.GetFirstSignal(i); sig; sig =
> > > > > bo.GetNextSignal(i) )
> > > > > {
> > > > > EquityBal = bo.Equity;
> > > > > // check for Sell signal
> > > > > if (sig.IsExit() AND sig.Type == 2 )
> > > > > {
> > > > > // scan through open positions
> > > > > OpenPos = bo.FindOpenPos(
> > > > > sig.Symbol );
> > > > > // check for entry signal and
> long
> > > > > signal
> > > > >
> > > > > if (OpenPos.GetPercentProfit()
> >15)
> > > > > {
> > > > > Symbol = sig.Symbol;
> > > > > TransType = "Sold";
> > > > > Shares = OpenPos.Shares;
> > > > > Price = sig.Price;
> > > > > SEC_Fee = round
> ((OpenPos.Shares *
> > > > > Price)*(1530/1000000))/100;
> > > > > CommissionAmount = 8 +
> SEC_Fee;
> > > > > TransAmount = (OpenPos.Shares
> *
> > > > > Price)- CommissionAmount;
> > > > > CashBal = CashBal +
> TransAmount;
> > > > >
> > > > > ProfitPercent =
> > > > > OpenPos.GetPercentProfit();
> > > > > Reason = "MaxLossPercentStop";
> > > > > Rank = "";
> > > > >
> > > > > bo.RawTextOutput(
> > > > >
>
> > > > > Symbol +
> > > > >
>
> > > > > "\t" + cntBuys +
> > > > >
>
> > > > > "\t" + TransType +
> > > > >
>
> > > > > "\t" + DateTimeToStr(TradeDate[ i ]) +
> > > > >
>
> > > > > "\t" + Price +
> > > > >
>
> > > > > "\t" + "Shares " + Shares +
> > > > >
>
> > > > > "\t" + "Commission " + CommissionAmount +
> > > > >
>
> > > > > "\t" + "Amount " + TransAmount +
> > > > >
>
> > > > > "\t" + "PosSize " + TradeSize +
> > > > >
>
> > > > > "\t" + "CashBal " + CashBal +
> > > > >
>
> > > > > "\t" + "Cash " + bo.Cash +
> > > > >
>
> > > > > "\t" + "EquityBal " + EquityBal +
> > > > >
>
> > > > > "\t" + "Reason " + Reason +
> > > > >
>
> > > > > "\t" + "Profit% " + ProfitPercent +
> > > > >
>
> > > > > "\t" + Rank
> > > > >
>
> > > > > );
> > > > > }
> > > > > else if( openpos AND
> openpos.IsLong )
> > > > > {
> > > > > Symbol = sig.Symbol;
> > > > > TransType = "Sold";
> > > > > Shares = OpenPos.Shares;
> > > > > Price = sig.Price;
> > > > > SEC_Fee = round
> ((OpenPos.Shares *
> > > > > Price)*(1530/1000000))/100;
> > > > > CommissionAmount = 8 +
> SEC_Fee;
> > > > > TransAmount = (OpenPos.Shares
> *
> > > > > Price)- CommissionAmount;
> > > > > CashBal = CashBal +
> TransAmount;
> > > > >
> > > > > Reason = sig.Reason;
> > > > > Rank = "";
> > > > >
> > > > > bo.RawTextOutput(
> > > > >
>
> > > > > Symbol +
> > > > >
>
> > > > > "\t" + cntBuys +
> > > > >
>
> > > > > "\t" + TransType +
> > > > >
>
> > > > > "\t" + DateTimeToStr(TradeDate[ i ]) +
> > > > >
>
> > > > > "\t" + Price +
> > > > >
>
> > > > > "\t" + "Shares " + Shares +
> > > > >
>
> > > > > "\t" + "Commission " + CommissionAmount +
> > > > >
>
> > > > > "\t" + "Amount " + TransAmount +
> > > > >
>
> > > > > "\t" + "PosSize " + TradeSize +
> > > > >
>
> > > > > "\t" + "CashBal " + CashBal +
> > > > >
>
> > > > > "\t" + "Cash " + bo.Cash +
> > > > >
>
> > > > > "\t" + "EquityBal " + EquityBal +
> > > > >
>
> > > > > "\t" + "Reason " + Reason +
> > > > >
>
> > > > > "\t" + "Profit% " + ProfitPercent +
> > > > >
>
> > > > > "\t" + Rank
> > > > >
>
> > > > > );
> > > > > }
> > > > > }
> > > > > // check for entry signal
> > > > > }
> > > > > bContinue = True;
> > > > > for( sig = bo.GetFirstSignal(i); sig; sig =
> > > > > bo.GetNextSignal(i) )
> > > > > {
> > > > > if( sig.IsEntry() )
> > > > > {
> > > > > Symbol = sig.Symbol;
> > > > > TradeSize = (bo.Equity / -
> > > > > sig.PosSize);
> > > > > Shares = round
> (TradeSize/sig.Price);
> > > > > Price = sig.Price;
> > > > > if( cntBuys > MaxBuys )
> > > > > {
> > > > > sig.PosSize = 0;
> > > > > TransType
> = "Rejected";
> > > > > Reason = "Exceed Max
> No.
> > > > > Trades per Day";
> > > > > bo.RawTextOutput(
> > > > >
>
> > > > > Symbol +
> > > > >
>
> > > > > "\t" + cntBuys +
> > > > >
>
> > > > > "\t" + TransType +
> > > > >
>
> > > > > "\t" + DateTimeToStr(TradeDate[ i ]) +
> > > > >
>
> > > > > "\t" + Price +
> > > > >
>
> > > > > "\t" + "Shares " + Shares +
> > > > >
>
> > > > > "\t" + "Commission " + CommissionAmount +
> > > > >
>
> > > > > "\t" + "Amount " + TransAmount +
> > > > >
>
> > > > > "\t" + "PosSize " + TradeSize +
> > > > >
>
> > > > > "\t" + "CashBal " + CashBal +
> > > > >
>
> > > > > "\t" + "Cash " + bo.Cash +
> > > > >
>
> > > > > "\t" + "EquityBal " + EquityBal +
> > > > >
>
> > > > > "\t" + "Reason " + Reason +
> > > > >
>
> > > > > "\t" + "Profit% " +
> > > > >
>
> > > > > "\t" + Rank
> > > > >
>
> > > > > );
> > > > > }
> > > > > else
> > > > > {
> > > > > TransType = "Bought";
> > > > > cntBuys = cntBuys + 1;
> > > > > TransAmount = -
> (Shares *
> > > > > Price)-CommissionAmount;
> > > > > CashBal = CashBal +
> > > > > TransAmount;
> > > > > Reason = sig.Reason;
> > > > > Rank = sig.PosScore;
> > > > >
> > > > > bo.RawTextOutput(
> > > > >
>
> > > > > Symbol +
> > > > >
>
> > > > > "\t" + cntBuys +
> > > > >
>
> > > > > "\t" + TransType +
> > > > >
>
> > > > > "\t" + DateTimeToStr(TradeDate[ i ]) +
> > > > >
>
> > > > > "\t" + Price +
> > > > >
>
> > > > > "\t" + "Shares " + Shares +
> > > > >
>
> > > > > "\t" + "Commission " + CommissionAmount +
> > > > >
>
> > > > > "\t" + "Amount " + TransAmount +
> > > > >
>
> > > > > "\t" + "PosSize " + TradeSize +
> > > > >
>
> > > > > "\t" + "CashBal " + CashBal +
> > > > >
>
> > > > > "\t" + "Cash " + bo.Cash +
> > > > >
>
> > > > > "\t" + "EquityBal " + EquityBal +
> > > > >
>
> > > > > "\t" + "Reason " + Reason +
> > > > >
>
> > > > > "\t" + "Profit% " +
> > > > >
>
> > > > > "\t" + Rank
> > > > >
>
> > > > > );
> > > > > }
> > > > > }
> > > > > }
> > > > > bo.ProcessTradeSignals( i );
> > > > > }
> > > > > bo.PostProcess();
> > > > > }
> > > > >
> > > > >
> > > > > //fast = Optimize("fast", 12, 5, 20, 1 );
> > > > > //slow = Optimize("slow", 26, 10, 25, 1 );
> > > > > Buy=Cross(MACD(12,26),Signal(12,26));
> > > > > Sell=Cross(Signal(12,26),MACD(12,26));
> > > > >
> > > >
> > >
> >
>
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