Re: [amibroker] Re: Aronson Detrending Market {Was Detrending... log}

["Louis Préfontaine" <rockprog80@xxxxxxxxx>]

Hi Mike,

I attached an image of what I got.  I suspect that the green/red arrows may be the buying/selling signals.  So if there are more red than green then the system has a negative bias, or if it stays with a red longer than with a green it is negative, right? Could you please confirm this?  

I tried one of my own formula which has a strong positive bias (like making zillions of money in the techno-bubble and losing from 2000 to 2003) but I got more red arrows then green.  Maybe there is something that is not right?

Please tell me if you can't see the image.

Thanks,

Louis

2008/3/3, Louis Préfontaine <rockprog80@xxxxxxxxx>:

Hi Mike,

I am not sure I understand.  If the first script did it all, why did you recommand me to add all the close and then divide by the number of close to get the average?  What was the use of this operation?  And why the second script, which creates yet another quote with the ELR alone...  I think I'd need to subtract the ELR from the actual quote, but how to do that...  I am not sure I understand how I can have a detrended data that can be useful with my rules to get a ratio of buying/selling (short/cover) signals that would allow me to know if a have a positive/negative bias.

Could you please explain to me how you actually use this/those script(s) to see if your rules has a bias?

Thanks!

Louis

2008/3/3, Mike <sfclimbers@xxxxxxxxx>:

I believe that SetBacktestMode, or at least some of its argument
values, were introduced in more recent versions of the product. Since
I'm setting it to the default, you can just leave it out.

As for the ALR, my first script (Detrend.afl) does everything for
you. The values held in the Close field of the composite symbol (e.g.
~SP-500) will *already* have the complete, detrended and adjusted
value. Nothing more for you to do.

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine"
<rockprog80@xxx> wrote:
>

> Hi Mike,
>
> Thank you so much for your reply. I really appreciate your step-by-
step
> advices. This is really amazing to see the work you've done with
Aronson's
> ideas!
>
> I tried to follow your step-by-step guide but unfortunately it
seems there
> may be a mistake in the following code:
>
> SetTradeDelays(1, 1, 1, 1); // All trades on next Open afterEOD
Signal
> SetBacktestMode(backtestRegular); // One symbol, no redundant
signals
> SetOption("InitialEquity", 100000);
> SetOption("AccountMargin", 100);
>
> For some reason I get an error Line 2, Col.: 16 Error 30. Syntax
error.
>
> Did I do something wrong? Is it possible to do the same thing in
another
> way?
>
> Anyway I now fully understand what we're trying to do here. After
I got the
> ALR for each day, all that will be needed will be to subtract it
from day1
> to day 2 log. Then we will need to set rules with +1 and -1
value... Well,
> I am not 100% sure I fully understand, but it's getting close. If
I can
> only get past this error...
>
> Thanks a lot!
>
> Louis

__._,_.___




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

Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___

Attachment: test.JPG
Description: JPEG image