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[amibroker] Re: How to explore different strategies?



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Thanks a lot for the solution. It just rocks.

I only have a little problem with it. It gives me sell signals that 
have never had a buy signal before. But only for those symbols that 
are futures and have about 20 days data available, which means the 20-
day indicator in the sell condition becomes available. However, these 
symbols did not have a buy signal before.

Do you have an idea why it works this way? I know I can filter them 
out somehow but it should not happen.

--- In amibroker@xxxxxxxxxxxxxxx, "Barry Scarborough" <razzbarry@xxx> 
wrote:
>
> You almost have it. I assume you just want to print this out using 
> the Exploration function in Analysis. But you can also plot them on 
> the same chart. All you need to do is change the name of the buy 
and 
> sell to make them different.
> 
> //////////////Strategy24//////////////////
> Buy24a= Buy Cond. Str24;
> BuypriceStr24=Buyprice Cond. Str24;
> Sell24a= Sell Cond. Str24;
> SellPriceStr24=SellPrice Cond. Str24;
> Buy24 = ExRem(Buy24a,Sell24a);
> Sell24 = ExRem(Sell24a,Buy24a);
> 
> //////////////Strategy20//////////////////
> Buy20a = Buy Cond. Str20;
> BuypriceStr20=Buyprice Cond. Str20;
> Sell20a= Sell Cond. Str20;
> SellPriceStr20=SellPrice Cond. Str20;
> Buy20 = ExRem(Buy20a,Sell20a);
> Sell20 = ExRem(Sell20a,Buy20a);
> 
> Filter = Buy20 Or Sell20 OR Buy24 OR Sell24;
> 
> //////////////Filter for Exploration Str24///////////////
> AddColumn( Buy24, "Buy 24", 1 );
> AddColumn( Sell24, "Sell 24", 1 );
> AddColumn(IIf(Buy Cond. Str24,BuypriceStr24,0), "BuypriceStr24");
> AddColumn(IIf(Sell Cond. Str24,SellPriceStr24,0),"SellPriceStr24");
> //////////////Filter for Exploration Str20///////////////
> Filter=Buy Or Sell;
> AddColumn( Buy20, "Buy 20", 1 );
> AddColumn( Sell20, "Sell 20", 1 );
> AddColumn(IIf(Buy Cond. Str20,BuypriceStr20,0), "BuypriceStr20");
> AddColumn(IIf(Sell Cond. Str20,SellPriceStr20,0),"SellPriceStr20");
> 
> // to plot them on a chart so you can watch both real time
> // the 20 strategy will print above the line and the 24 below. The 
> // sell signals are shorter just in case they appear on the same bar
> plot(buy20, "Buy 20", colorred);
> plot(sell20 * 0.75, "Sell 20", colorred, styledashed);
> plot(-buy24, "Buy 24", colorgreen);
> plot(-sell24 * 0.75, "Sell 24", colorgreen, styledashed);
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "zozuzoza" <zozuka@> wrote:
> >
> > Hi,
> > 
> > I have developed 2 different strategies and cannot figure out how 
I
> > could explore both at the same time. The 2 strategies use EOD 
data 
> of
> > thousands of stocks so they are not intraday strategies. However
 , 
> the
> > last bar is updated during market hours, i.e. the closing price 
of 
> the
> > last bar is continiosly updated until the market is closed. The 2
> > trading systems give different buy and sell signals and I would 
like
> > to trade them together. I want the exploration to give me buy and 
> sell
> > alerts for both systems.
> >  
> > The exploration looks like as follows. I get signals for the last
> > strategy20 and cannot get signals for strategy 24.
> > 
> > Does anybody have an idea how to combine different strategies to 
> give
> > buy and sell alerts in the exploration?
> > 
> > Thanks a lot for your help.
> > 
> > //////////////Strategy24//////////////////
> > Buy= Buy Cond. Str24;
> > BuypriceStr24=Buyprice Cond. Str24;
> > Sell= Sell Cond. Str24;
> > SellPriceStr24=SellPrice Cond. Str24;
> > Buy = ExRem(Buy,Sell);
> > Sell = ExRem(Sell,Buy);
> > //////////////Filter for Exploration Str24///////////////         
> > Filter=Buy Or Sell;
> > AddColumn( Buy, "Buy", 1 );
> > AddColumn( Sell, "Sell", 1 );
> > AddColumn(IIf(Buy Cond. Str24,BuypriceStr24,0), "BuypriceStr24");
> > AddColumn(IIf(Sell Cond. 
Str24,SellPriceStr24,0),"SellPriceStr24");
> > 
> > //////////////Strategy20//////////////////
> > Buy= Buy Cond. Str20;
> > BuypriceStr20=Buyprice Cond. Str20;
> > Sell= Sell Cond. Str20;
> > SellPriceStr20=SellPrice Cond. Str20;
> > Buy = ExRem(Buy,Sell);
> > Sell = ExRem(Sell,Buy);
> > //////////////Filter for Exploration Str20///////////////         
> > Filter=Buy Or Sell;
> > AddColumn( Buy, "Buy", 1 );
> > AddColumn( Sell, "Sell", 1 );
> > AddColumn(IIf(Buy Cond. Str20,BuypriceStr20,0), "BuypriceStr20");
> > AddColumn(IIf(Sell Cond. 
Str20,SellPriceStr20,0),"SellPriceStr20");
> >
>




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