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check ur backtester settings. not a whole bunch of options that
willmatch ur needs. need to use custom backtester. there are some
templates floating around that will make the life so much easier.
check the userkb
--- In amibroker@xxxxxxxxxxxxxxx, "dmcleod1981" <dmcleod1981@xxx>
wrote:
>
> I am trying out the time frame functions in this case a weekly
system
> but I have run into some issues I am not sure how to fix.
>
> The example system I am using is below.
>
> TradeDelay=Param("TradeDelay",0,0,5,1);
> SetTradeDelays(TradeDelay,TradeDelay,TradeDelay,TradeDelay);
> RoundLotSize = 1;
> Qty = Optimize("Quantity", 10, 1, 20, 1 );
> Pct=100/Qty;
> PositionSize = -Pct;
> PositionScore = RSI();
>
> SetOption( "ActivateStopsImmediately", True);
> SetOption( "AllowPositionShrinking", True);
> SetOption( "InterestRate", .05);
> SetOption( "MaxOpenPositions", Qty);
> SetOption( "WorstRankHeld", 10);
> SetOption( "MinShares",1);
> SetOption( "MinPosValue", 1);
> SetOption( "PriceBoundChecking", True);
> SetOption( "CommissionMode", 1);
> /*0 - use portfolio manager commission table
> 1 - percent of trade
> 2 - $ per trade
> 3 - $ per share/contract */
> SetOption( "CommissionAmount", .01);
> SetOption( "AccountMargin", 100);
> SetOption( "ReverseSignalForcesExit", True);
> SetOption( "UsePrevBarEquityForPosSizing", True);
> SetOption( "PortfolioReportMode", 0); /*- sets backtester report
mode:
> 0 - trade list
> 1 - detailed log
> 2 - summary
> 3 - no output (custom only) */
>
> //SetOption( "EarlyExitBars", 20);
> //SetOption( "EarlyExitFee", 0);
> //SetOption(" HoldMinDays", 28);
> //SetOption( "EarlyExitDays", 20);
> SetOption( "DisableRuinStop", False);
>
> TimeFrameSet( inWeekly); // switch to weekly
>
> range = Optimize( "Range", 8, 2, 10, 2 );
> Ksmooth = Optimize("%K smooth", 2, 2, 4, 1 );
> Dsmooth = Optimize("%D smooth", 2, 2, 4, 1 );
>
> SlowK= StochK (range,Ksmooth);
> SlowD=StochD(range,Ksmooth,Dsmooth);
>
> Buy=Cross( StochK (range,Ksmooth), StochD (range,Ksmooth,Dsmooth) );
> Sell = Cross( StochD(range,Ksmooth,Dsmooth), StochK
(range,Ksmooth) );
>
> Plot(Slowk,"%K",colorBlue);
> Plot(SlowD,"%D",colorRed);
> TimeFrameRestore(); // restore time frame to original
>
> The goal is to hold for at least a minumum of 1 week then sell if a
> signal is generated at the next signal whenever that happens. What
> happens quite often though is that it will Buy on the open of the
> week and then if a Sell signal is generated during the following
week
> it will show a closing date of the end of the week but the exit
price
> is the opening price of that exit week. I have played with the
delay
> settings but cant't seem to correct it. Any suggestions on how to
fix
> is appreciated.
>
> Also, how complicated would it be to exit on the day a Sell signal
is
> generated using a weekly system versus having to sell a week later?
> Trying to grasp the functions and but not quite there yet. If its a
> custom backtestor item I am not quite there yet in my learning
curve.
>
> DM
>
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