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Re: [amibroker] Re: CXO Article code


  • Date: Sat, 16 Jan 2010 11:08:02 -0800 (PST)
  • From: Bob Waits <bobwaits2@xxxxxxxxx>
  • Subject: Re: [amibroker] Re: CXO Article code

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L1, col 35: Error 31, Syntax error, expecting ')' or ','
L3, col 49: Error 37, Unsupported field in SetOptions
L4, col 25: Error 37, Unsupported field in SetOptions
L5, col 42: Error 37, Unsupported field in SetOptions
L6, col 28: Error 37, Unsupported field in SetOptions
L 14, col 46: Error 37, Unsupported field in SetOptions
L 15, col 48: Error 37, Unsupported field in SetOptions
 

From: droskill <droskill@xxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sat, January 16, 2010 12:32:55 PM
Subject: [amibroker] Re: CXO Article code

 

What are the error(s) you're getting - start there because the code works fine for me.

--- In amibroker@xxxxxxxxx ps.com, Bob Waits <bobwaits2@x ..> wrote:
>
> Below is a code that seems to work well on AB 5.20. I am using 5.29 and the code is giving multiple errors. Could anyone help me with this? Thanks.
>
> SetBacktestMode( backtestRotation al);
> SetTradeDelays should be (1,1,1,1); // everything delayed 1 day
> SetOption("UsePrevB arEquityForPosSi zing", True);
> SetOption("MinShare s", 10);
> SetOption("AllowPos itionShrinking" ,True);
> SetOption("AccountM argin",100) ;
>
> Totalpositions = 1;
>
> MAFilter = Foreign("^GSPC" ,"C") > MA(Foreign(" ^GSPC","C" ),200);
> PositionScore = MAFilter * ROC(C,120);
> PositionSize = -100/Totalpositions ;
>
> SetOption("WorstRan kHeld", Totalpositions + 1);
> SetOption("MaxOpenP ositions" , Totalpositions );
>
> m = Month();
> newMonth = m != Ref( m, -1);
> PositionScore = IIf(PositionScore < 0, 0, PositionScore) ; // Long only
> PositionScore = IIf(newMonth, PositionScore, scoreNoRotate) ;
>




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