[amibroker] Re: Idiosyncrasy of AmiBroker and Holy Grail

["buandbe" <buandbe@xxxxxxxxx>]

Thank you for your reply.

As always, your answer is very clear and precise and I happen to like
your style.

There is no EASY way to test this strategy on EOD data.
It's just so depressing to think "nothing is impossible" almighty
AmiBroker cannot do what you can easily do with lowly Excel...

TS

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> First of all - if you use todays CLOSE price in ANY of calculations
> you must set trading delays to ONE.
> 
> SetTradeDelays( 1, 1, 1, 1 );
> 
> Second rule: one trade (either short or long, not both) per single
bar per symbol.
> Third rule: If you want to simulate day trading use intraday data. 
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "buandbe" <buandbe@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, May 12, 2008 10:51 PM
> Subject: [amibroker] Idiosyncrasy of AmiBroker and Holy Grail
> 
> 
> > 
> > I found a Holy Grail... till I found the error, that is.
> > 
> > ------------------------------------------------------
> > 
> > Buy_Open = Ref( Open, -1 ) > Ref( Close, -1 ); // Previous Bar is Down
> > Short_Open = Ref( Open, -1 ) < Ref( Close, -1 ); // Previous Bar is Up
> > Buy_Close = Open < Close; // This Bar is Up
> > Short_Close = Open > Close; // This Bar is Down
> > 
> > Buy = Buy_Open OR Buy_Close;
> > Short = Short_Open OR Short_Close;
> > Sell = Short;
> > Cover = Buy;
> > 
> > BuyPrice = IIf( Buy_Open, Open, IIf( Buy_Close, Close, 999999 ) );
> > ShortPrice = IIf( Short_Open, Open, IIf( Short_Close, Close,
-999999 ) );
> > SellPrice = ShortPrice;
> > CoverPrice = BuyPrice;
> > 
> > // "ALLOW SAME BAR EXIT (SINGLE BAR TRADE)" is on
> > 
> > ------------------------------------------------------
> > 
> > AmiBroker does not show some losers and significantly overstates
profits.
> > 
> > ex.
> > 
> > Open Close 
> > Day 0 Down 
> > Day1 Up Long Still Long
> > Day2 Up reverse to Short reverse to Long
> > 
> > The Short trade on Day2 from Open to Close is not accounted for.
> > 
> > Could anyone correct the code so that it shows more realistic
results ?
> > 
> > TS
> > 
> > 
> > 
> > ------------------------------------
> > 
> > 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
> > 
> > 
> >
>



------------------------------------

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