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--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> is futures option turned on in settings?
Yes
> Do you have values for pointvalue and ticksize ?
Yes
>
> On 01/12/2007, Thomas Z. <tzg@xxx> 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 ?
No; selected all quotations
> >
> >
> > 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.
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:
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