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[amibroker] Re: Any hints as to why this AFL will not backtest?



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Made the change but it still does not backtest. Thank you.

Drew Yallop


--- In amibroker@xxxxxxxxxxxxxxx, "bsvancara" <bsv@xxx> wrote:
>
> PositionSize = MarginDeposit = 1;  ..... This is the error.
> Try this:
> PositionSize = MarginDeposit == 1; //Double equal sign
> or
> something like: PositionSize = -10;
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "thomasdrewyallop" <drewyallop@>
> wrote:
> >
> > _SECTION_BEGIN("Entropy Bot");
> >      SetChartOptions( 0, chartShowDates|chartWrapTitle );
> > GraphXSpace=10;
> > _N(Title = "{{NAME}} - {{INTERVAL}} {{DATE}} "+_DEFAULT_NAME()+" :
> > {{OHLCX}} {{VALUES}}" );
> > Filter = 1;
> > PositionSize = MarginDeposit = 1;
> > LogReturn = LN(Close / Ref(C, -1));
> > AvgLogReturn = MA(LogReturn, 4 );
> > SquaredLogReturn = LogReturn ^ 2;
> > //Root mean squares
> > RMS = (Sum (SquaredLogReturn, 4 )/ 4 ) ^ 0.5;
> > //Shannon's probability, i.e. the probability that next day's
close will
> > increase
> > p = ((AvgLogReturn / RMS) + 1)/ 2;
> > FirstSmoothing = MA(P,5);
> > SSFast= MA(FirstSmoothing,7);
> > SSSlow = MA(FirstSmoothing,9);
> > Buy = Cross (SSSlow, SSFast);
> > Sell = Cross (SSFast, SSSlow);
> > Cover = Cross (SSSlow, SSFast);
> > Short = Cross (SSFast, SSSlow);
> > 
> > 
> > AddColumn (Close, "Close", 1.4);
> > AddColumn (FirstSmoothing , "FirstSmoothing ", 1.4);
> > AddColumn (SSFast, "SSFast", 1.6);
> > AddColumn (SSSlow, "SSSlow", 1.6);
> > AddColumn (Buy, "Buy", 1.0);
> > AddColumn (Sell, "Sell", 1.0);
> > AddColumn (Short, "Short", 1.0);
> > AddColumn (Cover, "Cover", 1.0);
> > 
> > AddColumn (RMS , "RMS", 1.6);
> > AddColumn (P, "P", 1.6);
> > Plot (SSFast, "SSFast", colorBlue,StyleLine|StyleOwnScale);
> > Plot (SSSlow , "SSSlow ", colorBrightGreen,StyleLine|StyleOwnScale);
> > Plot (c , "Close ", colorViolet,StyleLine|StyleOwnScale);
> > PlotForeign ("DSE One BotEquity" , "DSE One BotEquity", colorRed,
> > StyleLine|StyleOwnScale);
> > 
> > 
> > _SECTION_END();
> >
>




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