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Hello,
In that case take a look at files section:
http://finance.groups.yahoo.com/group/amibroker/files/
there is "TradeSimFns(rev 1.5).zip" file that does what you are after
(i.e. generates TradeSim signal file from AB exploration).
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "chorlton_c_hardy" <chorlton-c-hardy@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, February 17, 2008 6:39 AM
Subject: [amibroker] Re: Amibroker to TradeSim Code - Help Required Please!!
> Tomasz,
>
> I've only been using AB for a short while but believe it is indeed a
> superb product. I make reference to TradeSim as it has Monte Carlo
> capabilities. For the record, I purchased TradeSim at the same time
> that I was using Metastock for my charting.
>
> However, due to unresolved problems with MS, I made the switch to AB.
> As I already have TradeSim it makes sense (to me anyway) to continue
> to use it with AB.
>
> Regards....
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
> 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@xxx>
>> 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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