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Re: [amibroker] Discretionary Equity



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Hi - Sent this post out this morning, never came thru so figured I would try again. Also the code I posted was quite slow, I profiled it and here is a faster version.
 
Steve
 
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Hi Jon, thank you. If you mean to use it on RT data Monday, I don't think it will work unless you are using daily bars and just updating the last bar.  I said the sigs will stick on the same "dates" for all tickers, but what I meant is that it actually sticks to "the bar that is X bars from the end of the array". The original code used BarIndex() to keep track of the signals ( i.e., X bars from the *beginning* ), that didn't work for scrolling through a watchlist because the histories of the tickers start on different dates, so I just switched to counting from the end instead so the sigs will stay at X bars ago from the current bar for all tickers. It works for me because I only have EOD data and I know I will lose the sigs each night anyway, but if I end up making the sigs persistent I will try to attach them to the actual dates...
 
BTW, I have never made anything persistent before but I was looking into it this morning. It looks to me like I could use the file input/output functions or perhaps the Osaka plugin. Also I could try to save the signal arrays themselves or just a list of signals with corresponding dates. I was wondering if anyone with some experience here might be able to suggest which way they think would be best in terms of speed, convenience, flexibility, etc?  Also any code snippets would always be welcome!  8 - )   Thanks for any advice!
 
Steve
 
----- Original Message -----
From: Jan Riek
Sent: Saturday, March 21, 2009 8:52 PM
Subject: Re: [amibroker] Discretionary Equity

Very Nice Steve, thank you for the improvements, very nice.  I use Discretionary Equity every day, will give it a try Monday (the next trading day).
 
Jon


--- On Sat, 3/21/09, Steve Dugas <sjdugas@xxxxxxxxxxx> wrote:
From: Steve Dugas <sjdugas@xxxxxxxxxxx>
Subject: [amibroker] Discretionary Equity
To: "Yahoo - AmiBroker" <amibroker@xxxxxxxxxxxxxxx>
Date: Saturday, March 21, 2009, 6:41 PM

Hi - I was playing with TJ's discretionary equity code from a few years ago and made some changes, just thought I would post in case anyone might find it useful. Your discretionary trades will be lost when you shut down AB but I am having fun with it so may figure out how to write the trades to disk  For now changes include -
 
1. B&H equity begins at first trade entry for better comparison.
2. Can now reverse position on single bar with one click.
3. Charts will take foreign tickers now.
4. Static vars now named using chart ID instead of ticker so can have different charts for different tickers or trade series. Also, with ticker set to CURRENT, can scroll thru a watchlist to compare profits and sigs will now stick to the same dates for all tickers.
5. Some other little stuff I can't remember...8 - )



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