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

[Graham <kavemanperth@xxxxxxxxx>]

is futures option turned on in settings?
Do you have values for pointvalue and ticksize ?

On 01/12/2007, Thomas Z. <tzg@xxxxxxxxxxxxxxxxxxx> wrote:
> Hi,
>
> the code seems to works as far as i have tested it.
> Have you maybe selected n last days or n last quotations = 1 ?
>
>
> Regards,
> Thomas
> www.patternexplorer.com
>
>
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
> Of thomasdrewyallop
> Sent: Friday, November 30, 2007 9:41 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Any hints as to why this AFL will not backtest?
>
> _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
> SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
>


-- 
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com


Please note that this group is for discussion between users only.

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