Re: [amibroker] Re: Problems with tracing variable value through exploration..., AmiBroker Email List Archive

Mike, thanks for the input. I had tried that previously; tried again. It is not working. Here is the new code:

// Test the MA crossover exploration...

// long trades entry and exit rules:

MovAvg = EMA( Close, 15 );

Buy = Cross( Close, MovAvg );

Sell = Cross( MovAvg, Close );

Buy = ExRem(Buy, Sell);

Sell = ExRem(Sell, Buy);

Filter=Buy OR Sell;

AddColumn( Close, "Close" );

//AddColumn( MovAvg, "MovAvg" );

_TRACE("sell..." + LastValue(Sell) + " buy..." + LastValue(Buy));

_TRACE("Close..." + LastValue(C));

_TRACE("MovAvg..." + LastValue(MovAvg));

Here is the output from the trace log. Here, I just hit "Explore" several times rather than run it on an interval:

sell...0 buy...0 C:\Program Files\AmiBroker\Formulas\Custom\Test_Exploration_MAxOver3.afl 17 65 18:16:35.64
Close...1.0609 C:\Program Files\AmiBroker\Formulas\Custom\Test_Exploration_MAxOver3.afl 18 33 18:16:35.64
MovAvg...0 C:\Program Files\AmiBroker\Formulas\Custom\Test_Exploration_MAxOver3.afl 19 39 18:16:35.64
sell...0 buy...0 C:\Program Files\AmiBroker\Formulas\Custom\Test_Exploration_MAxOver3.afl 17 65 18:16:38.79
Close...1.0609 C:\Program Files\AmiBroker\Formulas\Custom\Test_Exploration_MAxOver3.afl 18 33 18:16:38.79
MovAvg...0 C:\Program Files\AmiBroker\Formulas\Custom\Test_Exploration_MAxOver3.afl 19 39 18:16:38.79
sell...0 buy...0 C:\Program Files\AmiBroker\Formulas\Custom\Test_Exploration_MAxOver3.afl 17 65 18:16:51.45
Close...1.0609 C:\Program Files\AmiBroker\Formulas\Custom\Test_Exploration_MAxOver3.afl 18 33 18:16:51.45
MovAvg...0 C:\Program Files\AmiBroker\Formulas\Custom\Test_Exploration_MAxOver3.afl 19 39 18:16:51.45
sell...0 buy...0 C:\Program Files\AmiBroker\Formulas\Custom\Test_Exploration_MAxOver3.afl 17 65 18:17:03.87
Close...1.0609 C:\Program Files\AmiBroker\Formulas\Custom\Test_Exploration_MAxOver3.afl 18 33 18:17:03.87
MovAvg...0 C:\Program Files\AmiBroker\Formulas\Custom\Test_Exploration_MAxOver3.afl 19 39 18:17:03.87

(The consistent value for the Close is what the market is actually doing right at the moment. That is an accurate dynamic value....)

In any case, I need to get it to print the array value and verify that the arrays are working properly. This is really just a troubleshooting exercise for a bigger project. Ultimately, I have array manipulations that I need to run, for my trading system calculations, on a list of stocks using an exploration from the Automatic Analysis window. In particular, I'm trying to implement the "AutoTrade using an Exploration" code posted by Peter Kuskopf to the KB, for my own trading system. I have been struggling with that, because the buy/sell signals are not being generated. It appears that the root cause of that problem is this issue of the user-defined arrays not being populated when running the exploration under the AA window.

Ultimately, I want to monitor (RT) a large list of stocks for trade setup/execute conditions, and autogenerate orders to my IB account. The code posted by Kuskopf (meant to run as an exploration) seemed like the most straigtforward way to do that. If anyone else has any suggestions for a better way to do that, I would like to hear them.... I definately do not want to have a zillion charts open to do it. The main reason I migrated from Tradestation.

Thoughts, anyone?

Thanks. GB.

From: Mike <sfclimbers@xxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tue, December 15, 2009 12:41:50 PM
Subject: [amibroker] Re: Problems with tracing variable value through exploration...

Try passing a scaler to the _TRACE instead of an array. Since you are interested in the most recent value, just use the LastValue function in the trace:

_TRACE("sell. .." + LastValue(Sell) + " buy..." + LastValue(Buy) );

_TRACE("Close. .." + LastValue(C) );

_TRACE("MovAvg. .." + LastValue(MovAvg) );

Mike

--- In amibroker@xxxxxxxxx ps.com, Gray Bohon <egbohon@xxx > wrote:
>
> List:
>
> I've done some more tinkering with application of the below (very simple) code.Â I am using IB's data feed.Â What I've discovered is that, if I take my exploration and double-click it to launch it as a "chart," the values are reported properly to the Trace window, RT.
>
> If I run the exporation from the Automatic Analysis window, it reports the RT values of the Close properly, however,Â the values of the moving average are always reported as 0.
>
> Does anyone have an idea of why this is happening?Â
>
> (This is actually a major problem for me, since I want to run the Exploration every few seconds on a list of tickers, not just one....)
>
> Thx. GB.
>
>
>
>
> ____________ _________ _________ __
> From: Gray Bohon <egbohon@xxx >
> To: amibroker@xxxxxxxxx ps.com
> Sent: Mon, December 14, 2009 2:24:54 PM
> Subject: Problems with tracing variable value through exploration. ..
>
>
> I am doing some testing with explorations.Â I'm trying to get what seems like a very simple exploration to work, and its not doing what I would have expected.
>
> Here is my code:
>
> // Test the MA crossover exploration. ..ã€€// long trades entry and exit rules:MovAvg = EMA( Close, 15);BuySell
> ã€€Filter=Buy OR Sell; = = Cross( Close, MovAvg );Cross( MovAvg, Close );AddColumn
> ã€€( Close, "Close");_TRACE( "sell..." + Sell+ " buy..."+ Buy);_TRACE( "Close... "+ C);_TRACE
> Â
> Â
> I have the exploration set to run every 30 sec,Â on a chart that has 1-minute bars.Â There are plenty of signals that should be triggered by the data.
> Â
> For some reason, the variable "MovAvg" is reported in the trace-log theÂ when IÂ initially run the exploration,Â butÂ registers a value 0 on subsequent itterations as it autoruns.Â
> Â
> I think I must be missing a setting or something.Â Attached is my autorun setup.Â
> Â
> Any ideas on why this is happening?Â The value of the Close is reported accurately by every itteration of the autorun.Â The values of Buy and Sell are also reported, though I think is not working right based on the problem with "MovAvg."
> Â
> Thanks in advance.
> Â
> -GB("MovAvg. .."+ MovAvg);
>