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

RE: [amibroker] Re: Back test questions


  • Date: Mon, 21 Dec 2009 23:40:42 +0530
  • From: "Somnath Auddy" <s.auddy@xxxxxxxxx>
  • Subject: RE: [amibroker] Re: Back test questions

PureBytes Links

Trading Reference Links



Dear Group Members,

I shall be personally grateful, if you could please teach me the procedures of downloading day-to-day data from NSE in the AMIBROKER.  For your kind information, I am enclosing the display screen of AMIBROKER.  Please teach step by step.  Also, please let me know how do I remove the date of DOW JONES and NASDAQ from my systems.

 

Once again, I request your help in the matter

Somnath

 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Howard B
Sent: Monday, December 21, 2009 10:53 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Back test questions

 

 

Hi Peter --

In this code, Buy is True on every bar where the condition RSI(4) is less than 30.  As long as RSI(4) stays below 30, Buy stays True.

The statement Sell = Close sets the Sell to the value of the Closing price.  Since any non-zero value is interpreted as True, and only exactly zero is interpreted as False, Sell is True on every bar.

Thanks,
Howard
 

On Mon, Dec 21, 2009 at 8:52 AM, peter843 <yahoogroups@snugmail.com> wrote:

 

Hi Howard,

Here is some sample code that has the issues I discussed.

-------
RSISignal = RSI(4) < 30 ;

PositionSize = -10; // invest 10% of portfolio equity in single trade

Buy = RSISignal ;
Sell = Close ;
-------

--- In amibroker@xxxxxxxxxps.com, Howard B <howardbandy@...> wrote:
>

> Hi Peter --
>
> To be sure we are all looking at the same situation, post the code you have
> a question about.
>
> A common reason trades last longer than might be expected is that the Buy
> condition reoccurs during the trade.
>
> Thanks,
> Howard
>
>

> On Sat, Dec 19, 2009 at 1:31 PM, peter843 <yahoogroups@...> wrote:
>
> >
> >
> > 1. My intention is to buy on the close when I get a signal and exit on the
> > close of the next day. I'm using EOD data. In AA Trades settings I have
> > prices set to close and delays set to 0. In my code I have "Sell = Close ;"
> >
> > When looking at the trade list the majority of trades last 2 bars as
> > expected. But some last much longer. How do I get them all to last 2 days?
> >
> > 2. When looking at the Trade column of the trades list I see descriptions I
> > don't understand like "Long (trail)", "Long (profit"), "Long (n-bar)",
> > "Long(max loss)", "Long(nn)". In the Stops tab of settings everything is
> > disabled so I don't understand where all these are coming from.
> >
> >
> >
>

 



__._,_.___


**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/





Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___