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Tomasaz,
You trumped me again.
Thanks,
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> Spending so many $$$ on Tradesim only to run Monte Carlo is not
wise thing, when you can have the same for free:
> http://www.tickquest.com/product/equitymonaco.html
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "brian_z111" <brian_z111@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, February 14, 2008 4:38 PM
> Subject: [amibroker] Re: Amibroker to TradeSim Code - Help Required
Please!!
>
>
> > MonteCarlo Simulation?
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@>
> > wrote:
> >>
> >> I wonder why you insist on using TradeSim while AB has way
superior
> > portfolio backtester with
> >> features that Tradesim users can only dream about.
> >>
> >> Tradesim is for Metastock that does not have portfolio optimizer.
> >>
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >> ----- Original Message -----
> >> From: "chorlton_c_hardy" <chorlton-c-hardy@>
> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> Sent: Thursday, February 14, 2008 11:38 AM
> >> Subject: [amibroker] Re: Amibroker to TradeSim Code - Help
Required
> > Please!!
> >>
> >>
> >> > Hi All,
> >> >
> >> > Just wanted to bump up this message to the top again just in
case
> >> > anyone can help me out with it. I've tried to resolve the
issue
> >> > myself but am getting strange results and consequently seem
> > unable to
> >> > find a solution.
> >> >
> >> > Any help or advice would be most welcome....
> >> >
> >> > Thanks all,
> >> >
> >> > Chorlton
> >> >
> >> > --- In amibroker@xxxxxxxxxxxxxxx, "chorlton_c_hardy" <chorlton-
c-
> >> > hardy@> wrote:
> >> >>
> >> >>
> >> >> 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
> >> >>
> >> >
> >> >
> >> >
> >> >
> >> > 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
> >> >
> >> >
> >> >
> >>
> >
> >
> >
> >
> > 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
> >
> >
> >
>
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
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