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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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