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I haven't tried it. Easiest way to find out would be to run a backtest and find out. If you have code that scales positions, run the backtest and show the arrows. I would guess that it would work. It would be even nicer if it showed with a unique arrow style (or other shape) for scaling.
If the built in show arrows doesn't do it for you. It looks like the composite approach would work. Each trade has a Handle property. The documentation seems to suggest that if the Handle is the same as that of a previous trade, then the latter trade is a scaling operation. That being the case, add values for Scale In/Out using new power of 2 for each; e.g. 2^4=16 for scale in, 2^5=32 for scale out) instead of Buy/Sell.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "gregg55554" <zeeking57@xxx> wrote:
>
> mike,
>
> what you are saying makes alot of sense. Can you do the same with sigscale out and showing arrows. Meaning to show a trade arrow when a sigscaleout takes place ( part of the trade is exited). Either by using turn trade arrows on, or by using the addtocomposite??
>
> thanks
> zeek
> -
>
> -- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> >
> >
> > The problem with what you are trying to do is that it is entirely
> > dependent upon the date range.
> >
> > For example; In one date range the Buy might occur first meaning that
> > any subsequent Short would have to be ignored until the Sell. Whereas
> > using a different date range a Short might occur first meaning that any
> > subsequent Buy would have to be ignored until the Cover.
> >
> > The other problem is that it ignores portfolio limitations. Presumably
> > you are doing this because you want to see actual positions. Charting
> > alone can not do this for you (technically you could, but it would be a
> > mamoth amount of code and excruciatingly slow).
> >
> > So, if you just want to see an accurate chart (as opposed to trying to
> > use the logic for signal generation), then the most reliable thing to do
> > would be to remove the PlotSymbols code from your AFL entirely, then run
> > a backtest (showing list of trades), then right click on the list of
> > trades and select the "Show arrows for actual trades" menu item. This
> > will show the *actual* trade arrows for you, including all portfolio
> > limitations such as max number of positions, lack of capital, etc. Every
> > time you run the backtest you would have to regenerate the trade arrows
> > this way. You may have to alter your chart parameters to allow showing
> > chart arrows.
> >
> > Alternatively, you can include the same arrow generation code directly
> > in your AFL via composite symbols and just run the backtest to update
> > the composite. The trade arrows will automatically update on the chart
> > without any need to generate from the trade list. See the code below for
> > an example.
> >
> > In the example I'm using smaller offsets and blue/orange instead of
> > green/red for my shapes so as to allow you to still use the trade list
> > to apply actual trades and confirm that the results are identical.
> >
> > The trade logic is dummy logic that just shorts on every bar index that
> > is evenly divisible by 2 and covers on every bar index that is evenly
> > divisible by 5. Equally simple, the buy logic buys the 1st day of the
> > week and sells the 5th day of the week. This logic will cause overlaps
> > with each other thereby demonstrating the removal of unwanted arrows.
> > You can use the "Show arrows for all raw signals" menu from the trade
> > list to see where signals have been ignored.
> >
> > Note that the code below will produce a composite symbol, of the form
> > ~symbol for each symbol for which a trade is taken by the backtester
> > e.g. ~AA if a long or short position was taken for symbol AA, etc. As
> > with all composites, the composites will show up in Group 253 in your
> > Symbols tree. You may delete them from there when no longer wanted. I
> > would not recommend running this code against a large watchlist since it
> > could result in many many composites.
> >
> > bars = BarIndex();
> > Short = bars % 2 == 0;
> > Cover = bars % 5 == 0;
> >
> > days = DayOfWeek();
> > Buy = days == 1;
> > Sell = days == 5;
> >
> > SetCustomBacktestProc("");
> >
> > if (Status("action") == ActionPortfolio) {
> > bo = GetBacktesterObject();
> > bo.BackTest();
> >
> > dates = DateTime();
> >
> > for (trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade()) {
> > SetForeign(trade.Symbol);
> > bars = BarIndex();
> > entryBar = LastValue(ValueWhen(trade.EntryDateTime == dates,
> > bars));
> > exitBar = LastValue(ValueWhen(trade.ExitDateTime == dates, bars));
> > temp = 0;
> >
> > if (trade.IsLong) {
> > temp[entryBar] = 1;
> > temp[exitBar] = 2;
> > } else {
> > temp[entryBar] = 4;
> > temp[exitBar] = 8;
> > }
> >
> > AddToComposite(temp, "~" + trade.Symbol, "X", atcFlagDefaults |
> > atcFlagEnableInPortfolio);
> > RestorePriceArrays();
> > }
> > }
> >
> > _SECTION_BEGIN("Price1");
> > SetChartOptions(0,chartShowArrows|chartShowDates);
> > _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g,
> > Lo %g, Close %g BarIndex %g {{VALUES}}", O, H, L, C, BarIndex() ));
> > Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle |
> > ParamStyle("Style") | GetPriceStyle() );
> > _SECTION_END();
> >
> > trades = Foreign("~" + Name(), "X");
> >
> > PlotShapes(((trades & 1) == 1) * shapeUpArrow, colorBlue, 0, Low, -5);
> > // Buy arrows
> > PlotShapes(((trades & 2) == 2) * shapeDownArrow, colorOrange, 0, High,
> > -5); // Sell arrows
> > PlotShapes(((trades & 4) == 4) * shapeHollowDownArrow, colorOrange, 0,
> > High, -15); // Short arrows
> > PlotShapes(((trades & 8) == 8) * shapeHollowUpArrow, colorBlue, 0, Low,
> > -15); // Cover arrows
> >
> >
> > Mike
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "gregg55554" <zeeking57@> wrote:
> > >
> > > I am using staticvars to tell the buy or sell not to put a 1 in the
> > buy if a short trade is currently in process. It is messing up all my
> > charting arrows. there are short arrows while still in the middle of
> > long trades.
> > >
> > > The shorton , longon vaiables i want to use will tell the buy/short
> > not to put a 1 in the buy/short array. BUt by definition they get set
> > after after the buy and short array are initiliazed in the code. so the
> > buy code will always look at the initialized value at 0, before it reads
> > the the variables.So I thought to use static variable but I am messing
> > up the code and not sure why. Then I thought to use the flip function
> > but that is also not working bc it gets set after the buy and sell code.
> > it is like a catch 22.
> > >
> > > For example:
> > >
> > > shorton=0;
> > > longon=0;
> > >
> > > Buy= (H>highsignal)AND Shorton==0 ;
> > > BuyPrice = Max(O,Highsignal+.05);
> > > Short = (Signallow>L) AND Longon==0;
> > > ShortPrice = Min(Open,Signallow-.05);
> > > Shorton = Flip( Short, Cover );
> > > Longon = Flip( Buy, Sell );
> > >
> > > This is not working.
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" sfclimbers@ wrote:
> > > >
> > > > Zeek,
> > > >
> > > > My first question would be: Why are you using static variables?
> > AmiBroker will not allow you to enter a Buy if you are already Short,
> > unless you override that behavior. So, I don't see a need for any of
> > what you are trying to do.
> > > >
> > > > Have you changed the default backtester mode? Or, perhaps you have
> > selected the checkbox "Reverse entry signal forces exit" in the AA
> > Settings. Leave the backtester mode at its default and unselect the
> > "Reverse ..." checkbox from the settings window. Then, just write your
> > vanilla Buy/Sell and Short/Cover code without any concern for what the
> > other is doing. AmiBroker will sort it out based on which signals occur
> > first.
> > > >
> > > > As an example, run a backtest on the following; Once with the
> > "Reverse ..." checkbox selected and again with it unselected:
> > > >
> > > > WeekDay = DayOfWeek();
> > > > Short = WeekDay == 1;
> > > > Cover = 0;
> > > > Buy = WeekDay == 3;
> > > > Sell = 0;
> > > >
> > > > Notice that in one case you get both buys and shorts. In the other
> > you get only a single signal (whichever occurred first).
> > > >
> > > > As for what is being done "wrong". It's not so much wrong as
> > pointless. Making a call to StaticVarGet without storing the resulting
> > value has no purpose (that I'm aware of), yet your code is doing that
> > twice.
> > > >
> > > > Also, given that the value being stored is just the value of readily
> > available arrays, I don't see why you need to store anything at all. Why
> > not just use Flip() as in my previous post, or BarsSince(), or Ref()?
> > > >
> > > > Finally, if you are using the same AFL over multiple symbols, a
> > short position in one symbol will affect the logic of the remaining
> > symbols since you are not discriminating between statics among the
> > different symbols (i.e. you are using a single static variable rather
> > than one per symbol).
> > > >
> > > > Based on what I've read so far in your previous posts, I'm guessing
> > that unselecting the "Reverse ..." checkbox will solve all your
> > problems.
> > > >
> > > > Mike
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "gregg55554" <zeeking57@> wrote:
> > > > >
> > > > > thanks Mike for your reply,
> > > > >
> > > > > a) can you tell me what is wrong with the code, so I don't make
> > the same mistake again in the future. I tried to replicate code I had
> > seen for staticvars.
> > > > >
> > > > > b) In terms of what I am trying to do. I am trying to write a
> > staticvar that detects when there is a short trade. and then set it in
> > my buy condition not to have a buy if "onshort" == 1. so when staticvar
> > "onshort" equals 1 then no buys will occur.
> > > > > I would use the exrem function but as I understand it, it is not
> > very good in the backtester?? So Marcin suggested I use a staticvar.
> > > > >
> > > > > Can you help please
> > > > > zeek
> > > > >
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, zeek ing <zeeking57@> wrote:
> > > > > >
> > > > > > I think I am having a little problem with my static var code. I
> > expected to
> > > > > > see in an exploration with the variable "onshort" a value of 1
> > when a short
> > > > > > trade is on. Instead all I see is zeros in the exploration. I am
> > not sure
> > > > > > why. there are two parts to the code. If anyone can tell me what
> > is wrong
> > > > > > with this code it would be appreciated. thanks
> > > > > >
> > > > > > ///part a--
> > > > > > StaticVarGet("onshort");
> > > > > >
> > > > > >
> > > > > >
> > > > > > if( IsNull( StaticVarGet("onshort"))) StaticVarSet("onshort",0);
> > > > > >
> > > > > > Onshort= StaticVarGet("onshort");
> > > > > >
> > > > > >
> > > > > >
> > > > > > //part b---
> > > > > >
> > > > > > if (LastValue(Short))
> > > > > >
> > > > > >
> > > > > >
> > > > > > {StaticVarSet("onshort",1);}
> > > > > >
> > > > > > if (LastValue(Cover))
> > > > > >
> > > > > >
> > > > > >
> > > > > > {StaticVarSet("onshort",0);}
> > > > > >
> > > > > >
> > > > > >
> > > > > > StaticVarGet("onshort");
> > > > > >
> > > > >
> > > >
> > >
> >
>
------------------------------------
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