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OK will change it back.
Drew Yallop
--- In amibroker@xxxxxxxxxxxxxxx, "Bob Jagow" <bjagow@xxx> wrote:
>
> PS = MS = x assigns x to PS and MS.
>
> PS = MS == x assigns True to PS if MS equals x, and False otherwise.
>
>
>
>
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
> Behalf Of thomasdrewyallop
> Sent: Friday, November 30, 2007 1:30 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Any hints as to why this AFL will not backtest?
>
> Made the change but it still does not backtest. Thank you.
>
> Drew Yallop
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "bsvancara" <bsv@> 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();
> > >
> >
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
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Please note that this group is for discussion between users only.
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