[amibroker] Amibroker to TradeSim Code - Help Required Please!!

["chorlton_c_hardy" <chorlton-c-hardy@xxxxxxxxxxxxx>]

Hello All,

I've managed to find some code which allows me to export an Amibroker Exploration File to TradeSim for further analysis. This code is posted below:

 

Buy = Ref(Buy,-1); Sell = Ref(Sell, -1);

Cover = 0; Short = 0;

TradeStop = LLV(Low,10); // Initial stop for TradeSim

Equity( 1 ); // evaluates trades and stops

Filter = Sell;// OR Cover;

IsLong = Sell;

dt = DateTime();

// Determine values for Explorer

EntryDate = IIf( IsLong, ValueWhen( Buy, dt ), ValueWhen( Short, dt ) );

ExitDate = dt;

EntryPrice = IIf( IsLong, ValueWhen( Buy, BuyPrice ), ValueWhen( Short, ShortPrice ) ); // Set buy and sell prices to Open for TradeSim

ExitPrice = IIf( IsLong, SellPrice, CoverPrice );

EntryLow = IIf( IsLong, ValueWhen( Buy, L ), ValueWhen( Short, L ) );

EntryHigh = IIf( IsLong, ValueWhen( Buy, H ), ValueWhen( Short, H ) );

EntryVolume = IIf( IsLong, ValueWhen( Buy, Ref(V,-1) ), ValueWhen( Short, Ref(V, -1) ) );

InitialStop = IIf( IsLong, ValueWhen( Buy, TradeStop ), ValueWhen( Short, TradeStop ) );

ExitLow = L;

ExitHigh = H;

SetOption("NoDefaultColumns", True );

AddTextColumn( Name(), "Symbol" );

AddColumn( IIf( IsLong, 76, 83 ), "Long/Short", formatChar ); // L or S letter

AddColumn( EntryDate, "EntryDate", formatDateTime);

AddColumn( ExitDate, "ExitDate", formatDateTime);

AddColumn( InitialStop, "Initial Stop", 1.3 );

AddColumn( EntryPrice, "EntryPrice", 1.3 );

AddColumn( ExitPrice, "ExitPrice", 1.3 );

AddColumn( EntryLow, "EntryLow", 1.3 );

AddColumn( EntryHigh, "EntryHigh", 1.3 );

AddColumn( L, "ExitLow", 1.3 );

AddColumn( H, "ExitHigh", 1.3 );

AddColumn( EntryVolume, "EntryVolume", 0.0);

 

Unfortunately, this code seems to work for LONG trades only. Consequently, does anyone know how I can modify it to include SHORT trades? 

I have tried to modify it myself but have run into all kinds of problems such as incorrect price data, missing price data, etc, etc.

So far I have made the following changes (which may or may not be right):

Cover = Ref(Cover , -1); Short = Ref(Short,-1);       (2nd line of code)

Filter = Sell OR Cover ;    (5th line of code)

In addition, does anyone know how I can incorporate TWO Initial Stops into the same system (1 Stop for LONG Trades and 1Stop for SHORT Trades) so that AB & TradeSim know which stop to use depending on whether the trade is LONG or SHORT??

For the system above, the initial stop for Short trades would be:     TradeStop = HHV(High,10);

 

Any help much appreciated as I'm not sure how to proceed,

 

Thanks

Chorlton

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