[amibroker] Re: Code Question: buy best performing ticker of last 15 days

["samu_trading" <samu_trading@xxxxxxxxx>]

Ed,

Thanks so much for your help to the programming illiterate. I would 
have never thought it's so complicated, just thought I miss 
something really simple. Well, thanks even more.

Sam


--- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@xxx> 
wrote:
>
> hi 
> 
> I fabricated something that doesn't make use of the barssince 
function since I didn't get it to work in a hurry. Code below does 
the following:
> 
> I calculates the positionScore on the close at a thursday then it 
enters a trade at the open on a friday and closes this trade on the 
open on a thrursday at least 22 bars after entry,
> 
> (you will need the latest version of Amibroker for this because of 
the break function).
> 
> rgds, ed
> 
> 
> 
> SetBarsRequired(10000,10000); 
> SetOption("MaxOpenPositions", 1 ); 
> PositionSize = -100; 
> SetTradeDelays(0,0,0,0); 
> PositionScore = IIf( Ref(ROC(C,15),-1) > 0, Ref(ROC(C,15),-1), 0); 
> 
> procedure sell_proc(Buy,Sellday) { 
> 
> global Sell; 
> global SellPrice; 
> SellPrice = 0; 
> Sell = 0; 
> 
> // sell delay in bars 
> selldelay = 22; 
> 
> for (i = 1; i < BarCount; i++) 
> { 
> 
>    if (Buy[ i ]) 
>    { 
>     
>       for (j = i + selldelay; j < BarCount; j++) 
>       { 
>     
>          if (Sellday[ j ]) 
>          { 
>           
>             Sell[ j ] = 1; 
>              
>             i = j; 
>             break; 
>              
>          } 
>           
>       } 
>     
>    } 
> 
> } 
> 
> } 
> 
> 
> Buy = DayOfWeek() == 5; 
> BuyPrice = O; 
> 
> sell_proc(Buy,DayOfWeek() == 4); 
> SellPrice = O; 
> 
> SetChartOptions(0, chartShowDates); 
> GraphXSpace = 5; 
> Plot(C,"C",1,64); 
> 
> PlotShapes(IIf(Buy,shapeUpArrow,0),colorWhite, layer = 0, 
yposition = BuyPrice, offset = 0 ); 
> 
> 
> 
> 
> 
>   ----- Original Message ----- 
>   From: samu_trading 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Sunday, October 14, 2007 7:44 AM
>   Subject: [amibroker] Code Question: buy best performing ticker 
of last 15 days
> 
> 
>   How could I code this for backtesting in AB?
> 
>   Buy on Friday the ticker symbol with the best performance of the 
last 
>   15 trading days.
> 
>   Sell 5 weeks later
> 
>   Thanks, Samantha
>




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