[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] Re: skipping signal bars?



PureBytes Links

Trading Reference Links

Add some code to your formula so that you can run it as an exporation and
use addcolumn to show the values of your variables (buy, etc.) for each bar.
That should show what's going on.

d 

> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx 
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Bozwood
> Sent: Friday, August 01, 2008 5:41 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: skipping signal bars?
> 
> anyone???? 83 replies to "is anyone actually making money?" and none
> here? hasn't anyone encountered the same problem? it's pretty basic
> but seemingly vital to getting systems correct.
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Bozwood" <bozwood@xxx> wrote:
> >
> > I didn't receive a reply to my last post, so maybe what I wrote was
> > confusing. I'll try to make this simpler. any help is much 
> appreciated.
> > 
> > the following should, I believe, enter a trade and hold for 5
> > days. then it should always enter a new trade on the day 
> following the
> > exit day of the last trade. the problem is, that the code below does
> > not accomplish that and I really don't know why? anyone 
> have any ideas?
> > 
> > thanks
> > 
> > 
> > 
> > SetTradeDelays(0,0,0,0);
> > SetPositionSize( 25, spsPercentOfEquity );
> > SetOption("AllowSameBarExit", False);
> > SetOption("ReverseSignalForcesExit", False);
> > 
> > 
> > BuyPrice = ShortPrice = O;
> > SellPrice = CoverPrice = C;
> > 
> > numdays= 4;
> > 
> > // enter long positions
> > Cond1= O > C;
> > Buy = Ref(Cond1,-1);
> > 
> > // exit long
> > Buy = ExRemSpan( Buy, (numdays) );
> > Sell = Ref( Buy, -(numdays) );
> > 
> > // enter short positions
> > Cond2= O <= C;
> > Short = Ref(Cond2,-1);
> > 
> > // exit short
> > Short = ExRemSpan( Short, (numdays) );
> > Cover = Ref( Short, -(numdays) );
> >
> 
> 
> 
> ------------------------------------
> 
> 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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/