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[amibroker] Re: Simple Buy and Hold System



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Walter,

I have added some more to the post.

The formulas as they are written will work on any symbol and for any 
number of bars - just overlay them or insert them in an indicator 
pane, as per directions, and then make HPQ the current symbol to get 
the HPQ  B&H (the system equity curve will be added to the formulas 
soon).

I'm not using the backtester at all - it is all being done in an 
indicator pane.

brian_z

--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> O.K.
> I understand your situation - AmiBroker does jam the neural 
pathways 
> when we first start to learn it.
> 
> I already started on an example for you.
> It is at the UKB under BuyAndHold.
> 
> I noted your points and it should clear them all up, except for the 
> Wizard - if you enter the code into the Wizard as I have written it 
> you should come up with a passmark.
> 
> It has a Buy&Hold plot at the moment as well as a chart with your 
> trading system arrows to mark the buy and sell.
> The next step is to add the equity curve for your system and plot 
it 
> in the one pane (alongside the B&H) for comparison.
> 
> The idea is to show you, using plots, what the backtester does 
> (except we are only using one stock and the backtester can do 
> multiples).
> 
> You can use the formulas on any stock and any number of bars (I 
> didn't use Yahoo - I just used the stock that was current in my 
> database when I opened it - i.e. it was picked at random).
> 
> I'll finish it within the next 24 -48 hours.
> 
> It doesn't look like it will produce an interesting trading system 
> but it does explain a lot about backtesting.
> 
> 
> brian_z
> 
> http://www.amibroker.org/userkb/
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Walter Lepore" 
> <electricwally77@> wrote:
> >
> > 
> > 
> > Actually the Buy & Hold formula could also be called Buy and Sell 
> only
> > one time. In other words, I'll settle for buying the stock on the
> > first bar (back in 1962) and selling the stock on the last bar 
(in 
> 2007).
> > 
> > That to me is pretty much a Buy and Hold strategy as well.
> > 
> > The stock is Hewlitt Packard (HPQ) and the data consists of 11,561
> > Daily bars starting on January 2, 1962 and ending on the last bar 
on
> > December 4, 2007.
> > 
> > Its not critical where I get in on the first bar or where I get 
out 
> on
> > the last bar. 
> > 
> > Thank you
> > Walter
> > 
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "Walter Lepore"
> > <electricwally77@> wrote:
> > >
> > > 
> > > 
> > > Brian
> > > 
> > > I also forgot to mention that I would (if at all possible 
please)
> > > prefer to try and come up with the Buy & Hold code using the AFL
> > > Wizard. Its easy to use. I understand that pure coding in AFL 
is 
> the
> > > way to go but I'm not there yet. Eventually I'll learn it. 
> > > 
> > > I'm spending much time on this trying to play catch up with 
> everyone
> > > else. Hopefully someday soon I'll post something other than
> > > rudimentary questions. In the meantime, that's where I'm at 
right 
> now.
> > > 
> > > I'm sure you've seen the AFL WIZARD (see Analysis - AFL Code 
> Wizard).
> > > Its amazing and if it wasn't an option in the program I would 
be 
> lost.
> > > 
> > > I'm really curious if what I'm trying to accomplish can be 
> created in
> > > the AFL Wizard. Honestly, I've been at it for hours yesterday 
and
> > > could not come up with a formula that AB was happy with. I'm 
> convinced
> > > I've got something wrong in the settings and the AFL code. More
> > > hunting today. Learniing is fun!
> > > 
> > > Thank you
> > > Walter 
> > > 
> > > 
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Walter Lepore"
> > > <electricwally77@> wrote:
> > > >
> > > > Hi Brian
> > > > 
> > > > > Do you want the B&H as well as a comparison?
> > > > 
> > > > Yes. Actually its the other way around. I would like to do 
the 
> system
> > > > test I mentioned in post 117721 and use the B&H as a 
> comparison. I
> > > > thought about my previous reply to you and forgot to mention 
> that the
> > > > Buy & Hold was needed as well to do a comparison against the 
> system
> > > test.
> > > > 
> > > > I apologize for the confusion.
> > > > 
> > > > Thanks Brian
> > > > Walter
> > > > 
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@> 
> wrote:
> > > > >
> > > > > > I'm back testing someone's basic SMA system. I jsut want 
to 
> see
> > > > > > returns of his system over a longer period of time.
> > > > > 
> > > > > O.K 
> > > > > 
> > > > > But that's not buy & hold - that is a system test.
> > > > > Do you want the B&H as well as a comparison?
> > > > > 
> > > > > brian_z
> > > > > 
> > > > > 
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Walter Lepore" 
> > > > > <electricwally77@> wrote:
> > > > > >
> > > > > > 
> > > > > > 
> > > > > > Hi Brian
> > > > > > 
> > > > > > >>Q1. Where do you want to use the answer? 
> > > > > > 
> > > > > > I'm back testing someone's basic SMA system. I jsut want 
to 
> see
> > > > > > returns of his system over a longer period of time.
> > > > > > 
> > > > > > >> Q2. How much money have you got to spend i.e. what is 
> your 
> > > > > initial 
> > > > > >  equity?
> > > > > > 
> > > > > > Start with $100,000.
> > > > > > 
> > > > > > >> Q3. The first bar has a lot of points on it - 
everything
> > equal to
> > > > > > and between the high and the low. Which data point do you 
> mean - 
> > > > > Open, 
> > > > > > Close, High, Low or something else?
> > > > > > 
> > > > > > I understand the data points but not sure of your 
question. 
> I
> > simply
> > > > > > would like to buy at the open on the first bar or even on 
> the
> > close 
> > > > > or
> > > > > > anywhere on the first bar. Its really not that important(I
> > think). 
> > > > > > Not sure about the exit. This is where it gets fuzzy. I 
> assume the
> > > > > > exit would be to sell on the most recent bar (last bar in 
> the
> > data) 
> > > > > to
> > > > > > close out the position. 
> > > > > > 
> > > > > > Thus I guess its not called buy and hold because if we 
sell 
> it we
> > > > > > close the position. However we did actually Buy and Hold 
it 
> from 
> > > > > 1962
> > > > > > to 2007. Whatever....I'm confused.    
> > > > > > 
> > > > > > I'm just trying to test a system I was presented with 
that 
> has 3 
> > > > > SMA's
> > > > > >  for example, let's just call them the following (40 day 
> SMA,
> > 80 day
> > > > > > SMA and 200 day SMA). The system only buys (enters long)
on 
> the
> > next
> > > > > > morning when the stock closes the previous day above all 
> three
> > SMA's
> > > > > > and sells the next morning (exits long) when the stock 
> closes the
> > > > > > previous day below all three SMA's. If we are long the 
stock
> > and it 
> > > > > is
> > > > > > trading within the three moving averages then it is 
simply 
> a HOLD 
> > > > > (no
> > > > > > action). 
> > > > > > 
> > > > > > I'm testing it on all the data available on HPQ (Hewlitt 
> Packard)
> > > > > > downloaded from yahoo.
> > > > > > 
> > > > > > >>> If you can answer them I'll see if I can give you a 
> quick
> > answer
> > > > > > to get you going while you take your time to take in the 
> full AA 
> > > > > picture.
> > > > > > 
> > > > > > Okay Brian. Sounds good.
> > > > > > 
> > > > > > Thanks for all your time.
> > > > > > Walter
> > > > > > 
> > > > > > 
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" 
<brian_z111@>
> > wrote:
> > > > > > >
> > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Walter Lepore" 
> > > > > > > <electricwally77@> wrote:
> > > > > > > >
> > > > > > > > Hi Brian
> > > > > > > > 
> > > > > > > > I appreciate all the help. I guess -at this point- my 
> specific
> > > > > > > > question would be how and what are the correct 
settings 
> in
> > the 
> > > > > AA
> > > > > > > > "settings" window under the tabs called;
> > > > > > > > General,Trades,Stops,Report,Portfolio
> > > > > > > > 
> > > > > > > > The help file tells me to set the min. shares to 1 
yet 
> I 
> > > > > believe you
> > > > > > > > said to set it to 0.0001. I'm confused. Sorry 'bout 
> that. 
> > > > > > > > 
> > > > > > > > I really need to sit down and dig into the help files 
> and 
> > > > > figure how
> > > > > > > > and why to set the parameters in the "settings" 
window.
> > > > > > > > 
> > > > > > > > All I'm trying to accomplish (please bear with me) is 
to
> > create 
> > > > > a 
> > > > > > > simple 
> > > > > > > > "buy on first bar" and "sell on last bar". 
> > > > > > > 
> > > > > > > Q1. Where do you want to use the answer?
> > > > > > > 
> > > > > > > Do you just want to plot it or what (to start with)?
> > > > > > > 
> > > > > > > 
> > > > > > > Q2. How much money have you got to spend i.e. what is 
> your 
> > > > > initial 
> > > > > > > equity?
> > > > > > > 
> > > > > > > Q3. The first bar has a lot of points on it - everything
> > equal to 
> > > > > and 
> > > > > > > between the high and the low. Which data point do you 
> mean - 
> > > > > Open, 
> > > > > > > Close, High, Low or something else?
> > > > > > > 
> > > > > > > AA needs to know the answer to questions like this 
before 
> it
> > can 
> > > > > > > proceed.
> > > > > > > 
> > > > > > > If you can answer them I'll see if I can give you a 
quick
> > answer 
> > > > > to 
> > > > > > > get you going while you take your time to take in the 
> full AA 
> > > > > picture.
> > > > > > > 
> > > > > > > 
> > > > > > > brian_z
> > > > > > > 
> > > > > > > 
> > > > > > > 
> > > > > > > 
> > > > > > > 
> > > > > > > 
> > > > > > > I did not know it would be
> > > > > > > > this intricate to accomplish. Intricate as defined by 
a
> > newbie 
> > > > > such 
> > > > > > > as
> > > > > > > > myself.
> > > > > > > > 
> > > > > > > > I'm using only one stock (HPQ) using daily data from 
> 1962 to 
> > > > > > > present.
> > > > > > > > The total daily bars are 11,561.
> > > > > > > > 
> > > > > > > > Let me keep digging. I'll nail it down eventually. I 
> know
> > back 
> > > > > > > testing
> > > > > > > > involves a rather high learning curve but the payoff 
is 
> well 
> > > > > worth 
> > > > > > > it
> > > > > > > > once I understand and begin to maneuver around and
> > actually see
> > > > > > > > systems work.
> > > > > > > > 
> > > > > > > > Thanks Brian
> > > > > > > > Walter
> > > > > > > > 
> > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" 
> <brian_z111@> 
> > > > > wrote:
> > > > > > > > >
> > > > > > > > > If you get stuck come back with a specific question.
> > > > > > > > > 
> > > > > > > > > You should be able to replicate the outcomes of the 
> code 
> > > > > below 
> > > > > > > > > (understanding it's principles is the basis of B&H).
> > > > > > > > > If you can't let me know.
> > > > > > > > > 
> > > > > > > > > The only real difference between it and my PDF is 
> that you 
> > > > > only 
> > > > > > > want 
> > > > > > > > > to B&H one stock whereas in the PDF I used three 
> (from 
> > > > > memory).
> > > > > > > > > 
> > > > > > > > > 
> > > > > > > > > I'm not necessarily around every day but I will 
check
> > back on 
> > > > > > > this 
> > > > > > > > > topic at some stage.
> > > > > > > > > 
> > > > > > > > > > Filter = 1;
> > > > > > > > > 
> > > > > > > > > >//In AA settings Initial Equity = 1
> > > > > > > > > > //Min shares = 0.0001
> > > > > > > > > > //Run on all quotations
> > > > > > > > > >
> > > > > > > > > > PositionSize = -100;
> > > > > > > > > >
> > > > > > > > > > Buy =1;
> > > > > > > > > > Sell = 0;
> > > > > > > > > >
> > > > > > > > > > e = Equity();
> > > > > > > > > >
> > > > > > > > > > AddColumn(e,"equity",1.6,1);
> > > > > > > > > >
> > > > > > > > > > Plot(e * 28.01,"Equity",1,1);//manually enter the
> > starting 
> > > > > > > close for
> > > > > > > > > > your symbol
> > > > > > > > > 
> > > > > > > > > 
> > > > > > > > > 
> > > > > > > > > 
> > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Walter Lepore" 
> > > > > > > > > <electricwally77@> wrote:
> > > > > > > > > >
> > > > > > > > > > Hi Brian
> > > > > > > > > > 
> > > > > > > > > > I appreciate all your help. I'm slowly reading and
> > trying to
> > > > > > > > > > understand all that you have presented. Please 
give 
> me
> > some 
> > > > > > > time to
> > > > > > > > > > figure all this out. I went into my settings in 
the 
> AA 
> > > > > window 
> > > > > > > and I 
> > > > > > > > > am
> > > > > > > > > > making some changes. 
> > > > > > > > > > 
> > > > > > > > > > First thing I noticed was that "min. shares" was 
> set 
> > > > > to .01  
> > > > > > > > > > I changed it to 1.
> > > > > > > > > > 
> > > > > > > > > > I'm reading through some help files as well (in
> > regards to 
> > > > > the 
> > > > > > > AA
> > > > > > > > > > window "settings" button.)
> > > > > > > > > > 
> > > > > > > > > > I just wanted to send you this quick note to let 
> you know 
> > > > > I'm 
> > > > > > > > > working
> > > > > > > > > > on it.
> > > > > > > > > > 
> > > > > > > > > > Thank you again
> > > > > > > > > > Walter 
> > > > > > > > > > 
> > > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" 
> > > > > <brian_z111@> 
> > > > > > > wrote:
> > > > > > > > > > >
> > > > > > > > > > > Walter,
> > > > > > > > > > > 
> > > > > > > > > > > Backtesting in the AA window is a simulation of 
> real 
> > > > > trading 
> > > > > > > > > > > conditions - the trade requires an intitial 
equity
> > and a 
> > > > > > > setting 
> > > > > > > > > for 
> > > > > > > > > > > the minimum size allowed (one share or part of 
a 
> share) 
> > > > > plus 
> > > > > > > > > other 
> > > > > > > > > > > settings.
> > > > > > > > > > > 
> > > > > > > > > > > In my example PDF file I show where and when I 
> accepted 
> > > > > the 
> > > > > > > > > defaults 
> > > > > > > > > > > or changed them (the file is not exact or the 
be 
> all
> > and 
> > > > > end 
> > > > > > > all -
> > > > > > > > >  it 
> > > > > > > > > > > only attempts to convey the main principles 
> involved).
> > > > > > > > > > > 
> > > > > > > > > > > Using a small training database I selected a 
> symbol
> > that 
> > > > > had 
> > > > > > > an 
> > > > > > > > > > > opening close price of 28.01.
> > > > > > > > > > > 
> > > > > > > > > > > The I ran the following in AA - with the symbol
> > selected 
> > > > > as 
> > > > > > > the 
> > > > > > > > > > > current symbol in the All Symbols list.
> > > > > > > > > > > The AB defaults are accepted except for 
> PositionSize
> > and 
> > > > > > > > > MinShares 
> > > > > > > > > > > and Intitial Equity i.e. buy is on the Close.
> > > > > > > > > > > 
> > > > > > > > > > > Equity itself will be a compounded % of the ROC 
> for 1 
> > > > > period 
> > > > > > > on 
> > > > > > > > > the 
> > > > > > > > > > > close.
> > > > > > > > > > > Multiplying it by the starting close price 
adjusts
> > equity 
> > > > > so 
> > > > > > > that 
> > > > > > > > > it 
> > > > > > > > > > > is relative to the starting close.
> > > > > > > > > > > 
> > > > > > > > > > > Note: Intitial Eq does not allow decimal places 
> so I 
> > > > > chose 1 
> > > > > > > > > dollar.
> > > > > > > > > > > Then I allowed shares to be purchased in 
> 1/10000th 
> > > > > parcels so 
> > > > > > > > > that 
> > > > > > > > > > > the 1 dollar equity could be apportioned by up 
to 
> 4 
> > > > > decimal 
> > > > > > > > > places 
> > > > > > > > > > > with accuracy.
> > > > > > > > > > > 
> > > > > > > > > > > Filter = 1;
> > > > > > > > > > > 
> > > > > > > > > > > //In AA settings Initial Equity = 1
> > > > > > > > > > > //Min shares = 0.0001
> > > > > > > > > > > //Run on all quotations
> > > > > > > > > > > 
> > > > > > > > > > > PositionSize = -100;
> > > > > > > > > > > 
> > > > > > > > > > > Buy =1;
> > > > > > > > > > > Sell = 0;
> > > > > > > > > > > 
> > > > > > > > > > > e = Equity();
> > > > > > > > > > > 
> > > > > > > > > > > AddColumn(e,"equity",1.6,1);
> > > > > > > > > > > 
> > > > > > > > > > > Plot(e * 28.01,"Equity",1,1);//manually enter 
the 
> > > > > starting 
> > > > > > > close 
> > > > > > > > > for 
> > > > > > > > > > > your symbol
> > > > > > > > > > > 
> > > > > > > > > > > Since the plot simulates buying 1 * the opening 
> close 
> > > > > price 
> > > > > > > it 
> > > > > > > > > > > exactly equals the price chart (which is what I
> > would get 
> > > > > if 
> > > > > > > I 
> > > > > > > > > bought 
> > > > > > > > > > > 1 share at the close of the first bar).
> > > > > > > > > > > The number of bars doesn't matter since it is 
> never
> > sold 
> > > > > in a 
> > > > > > > buy 
> > > > > > > > > and 
> > > > > > > > > > > hold (a little poetry there).
> > > > > > > > > > > 
> > > > > > > > > > > The same thing can be done other ways:
> > > > > > > > > > > 
> > > > > > > > > > > for example someone else provides this method ( 
I 
> won't 
> > > > > > > explain 
> > > > > > > > > it 
> > > > > > > > > > > because it is not mine but I don't see any 
reason 
> why 
> > > > > that 
> > > > > > > type 
> > > > > > > > > of 
> > > > > > > > > > > approach wouldn't work).
> > > > > > > > > > > 
> > > > > > > > > > > /* now buy and hold simulation */
> > > > > > > > > > > Short=Cover= 0;
> > > > > > > > > > > Buy=Status(" firstbarintest" );
> > > > > > > > > > > Sell=Status( "lastbarintest" );
> > > > > > > > > > > SetTradeDelays( 0,0,0,0); PositionSize = -100;
> > > > > > > > > > > ApplyStop(0, 0,0,0);
> > > > > > > > > > > ApplyStop(1, 0,0,0);
> > > > > > > > > > > ApplyStop(2, 0,0,0);
> > > > > > > > > > > Plot( Equity( 0, -2 ), "Buy&Hold", -9 );
> > > > > > > > > > > }
> > > > > > > > > > > 
> > > > > > > > > > > 
> > > > > > > > > > > brian_z
> > > > > > > > > > > 
> > > > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Walter 
Lepore" 
> > > > > > > > > > > <electricwally77@> wrote:
> > > > > > > > > > > >
> > > > > > > > > > > > Hi Brian
> > > > > > > > > > > > 
> > > > > > > > > > > > I thank you for helping.
> > > > > > > > > > > > 
> > > > > > > > > > > > Based on your advice, here is the code I 
> entered...
> > > > > > > > > > > > 
> > > > > > > > > > > > _N(Title = StrFormat("{{NAME}} - {{INTERVAL}}
> > {{DATE}} 
> > > > > Open 
> > > > > > > %g, 
> > > > > > > > > Hi %
> > > > > > > > > > > g,
> > > > > > > > > > > > Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, 
L, 
> C, 
> > > > > > > SelectedValue
> > > > > > > > > ( ROC
> > > > > > > > > > > (
> > > > > > > > > > > > C, 1 ) ) ));
> > > > > > > > > > > > Plot( C, "Close", ParamColor("Color", 
> colorBlack ), 
> > > > > > > > > styleNoTitle |
> > > > > > > > > > > > ParamStyle("Style") | GetPriceStyle() ); 
> > > > > > > > > > > > _SECTION_END();
> > > > > > > > > > > > 
> > > > > > > > > > > > 
> > > > > > > > > > > > Buy = 1;
> > > > > > > > > > > > Sell = 0;
> > > > > > > > > > > > 
> > > > > > > > > > > > I clicked "apply indicator" in the formula 
> window and 
> > > > > > > completed 
> > > > > > > > > a 
> > > > > > > > > > > back
> > > > > > > > > > > > test but received some strange results. My 
> trade list 
> > > > > in 
> > > > > > > the AA 
> > > > > > > > > > > window
> > > > > > > > > > > > shows 5 trades total. Under the trade column, 
> the
> > first 
> > > > > > > trade 
> > > > > > > > > says
> > > > > > > > > > > > "OUT". 2nd trade says "Long", 3rd trade says
> > "Out", 4th 
> > > > > > > trade 
> > > > > > > > > says
> > > > > > > > > > > > "Long" and the 5th trade says "Out".
> > > > > > > > > > > > 
> > > > > > > > > > > > I clicked "show actual trades" and it shows a 
> red
> > arrow 
> > > > > on 
> > > > > > > bar 
> > > > > > > > > 1 
> > > > > > > > > > > and a
> > > > > > > > > > > > green and red arrow on bar 11,560 and a green 
> and red 
> > > > > arrow 
> > > > > > > on 
> > > > > > > > > bar
> > > > > > > > > > > > 11,561. 
> > > > > > > > > > > > 
> > > > > > > > > > > > There are 11,561 bars total (daily data from 
> 1962 to 
> > > > > 2007)
> > > > > > > > > > > > 
> > > > > > > > > > > > Hope you can help please
> > > > > > > > > > > > 
> > > > > > > > > > > > Thanks Brian
> > > > > > > > > > > > Walter
> > > > > > > > > > > > 
> > > > > > > > > > > > 
> > > > > > > > > > > > --- In 
amibroker@xxxxxxxxxxxxxxx, "brian_z111" 
> > > > > > > <brian_z111@> 
> > > > > > > > > wrote:
> > > > > > > > > > > > >
> > > > > > > > > > > > > Walter,
> > > > > > > > > > > > > 
> > > > > > > > > > > > > There' more than one way - here's a simple 
> one.
> > > > > > > > > > > > > 
> > > > > > > > > > > > > buy = 1;
> > > > > > > > > > > > > sell = 0;
> > > > > > > > > > > > > 
> > > > > > > > > > > > > There's an extended example in the files 
> section of 
> > > > > this 
> > > > > > > > > message 
> > > > > > > > > > > > > board.
> > > > > > > > > > > > > 
> > > > > > > > > > > > > Files > CompareIndexToPortfolio
> > > > > > > > > > > > > 
> > > > > > > > > > > > > brian_z
> > > > > > > > > > > > > 
> > > > > > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Walter 
> Lepore" 
> > > > > > > > > > > > > <electricwally77@> wrote:
> > > > > > > > > > > > > >
> > > > > > > > > > > > > > Hi Members
> > > > > > > > > > > > > > 
> > > > > > > > > > > > > > Please bear with me. I am trying to write 
a
> > simply 
> > > > > Buy 
> > > > > > > and 
> > > > > > > > > Hold 
> > > > > > > > > > > > > system
> > > > > > > > > > > > > > using only one stock (HPQ-Hewlitt 
Packard). 
> I'm 
> > > > > using 
> > > > > > > End 
> > > > > > > > > of 
> > > > > > > > > > > Day  
> > > > > > > > > > > > > data
> > > > > > > > > > > > > > and programming using the AFL Wizard . 
I've
> > been at 
> > > > > it 
> > > > > > > for 
> > > > > > > > > > > about two
> > > > > > > > > > > > > > hours but can't generate the results of a 
> simple 
> > > > > buy & 
> > > > > > > Hold.
> > > > > > > > > > > > > > 
> > > > > > > > > > > > > > Obviously I'm doing something wrong.  
There 
> are a 
> > > > > total 
> > > > > > > of 
> > > > > > > > > > > 11,561
> > > > > > > > > > > > > > Daily bars in the data I downloaded from 
> Yahoo.
> > > > > > > > > > > > > > 
> > > > > > > > > > > > > > I've built several different formulas and 
> none of 
> > > > > them 
> > > > > > > > > result 
> > > > > > > > > > > in a
> > > > > > > > > > > > > > simple Buy and Hold when I backtest and 
run 
> a 
> > > > > report.
> > > > > > > > > > > > > > 
> > > > > > > > > > > > > > Can someone please tell me what the code 
is 
> for a 
> > > > > > > simple 
> > > > > > > > > buy 
> > > > > > > > > > > and 
> > > > > > > > > > > > > hold
> > > > > > > > > > > > > > please?
> > > > > > > > > > > > > > 
> > > > > > > > > > > > > > I assume there will only be an "Enter 
Long" 
> but 
> > > > > > > NO "Exit 
> > > > > > > > > Long" 
> > > > > > > > > > > since
> > > > > > > > > > > > > > I'm still holding. Correct?  
> > > > > > > > > > > > > > 
> > > > > > > > > > > > > > Thank you very much
> > > > > > > > > > > > > > Walter
> > > > > > > > > > > > > >
> > > > > > > > > > > > >
> > > > > > > > > > > >
> > > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > >
> > > > > > >
> > > > > >
> > > > >
> > > >
> > >
> >
>




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