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Re: Re: [amibroker] Re: CXO Article code


  • Date: Sat, 16 Jan 2010 15:32:41 -0600 (CST)
  • From: mohany1@xxxxxxxxxxx
  • Subject: Re: Re: [amibroker] Re: CXO Article code

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The following code works. You can plot positionscore  also

//-------------------------------------------------------------------------------

SetBacktestMode(backtestRotational);
SetTradeDelays(1,1,1,1); // everything delayed 1 day
SetOption("UsePrevBarEquityForPosSizing", True);
SetOption("MinShares", 10);
SetOption("AllowPositionShrinking" ,True);
SetOption("AccountMargin",100) ;

Totalpositions = 1;

MAFilter = Foreign("SPY" ,"C") > MA(Foreign("SPY","C" ),200);
PositionScore0 = IIf(MAFilter>0, ROC(C,120), 0);
PositionScore = PositionScore0;
PositionSize = -100/Totalpositions ;

SetOption("WorstRankHeld", Totalpositions + 1);
SetOption("MaxOpenPositions" , Totalpositions );

m = Month();
newMonth = m != Ref( m, -1);
PositionScore = IIf(PositionScore < 0, 0, PositionScore) ; // Long only
PositionScore = IIf(newMonth, PositionScore, scoreNoRotate) ;

Plot(PositionScore0,"Position Score", colorRed, styleLine | styleThick);


Jan 16, 2010 01:41:46 PM, amibroker@xxxxxxxxxxxxxxx wrote:
 

Line 2 is solved but the same errors in Line 1, 3, 4, 5, etc. Could you email me the afl file and I will see if that's still giving me problems.

Thanks.




From: droskill
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sat, January 16, 2010 2:34:52 PM
Subject: [amibroker] Re: CXO Article code

 

Looks like you might have some spacing problems and line 2 is the real issue:

SetBacktestMode( backtestRotation al);
SetTradeDelays( 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) ;

Try that see what you get for errors....might be that when you copy and paste the code, the quotes around might become the "other" type of quotes - just replace them one at a time.

--- In amibroker@xxxxxxxxx ps.com, Bob Waits wrote:
>
> 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
> To: amibroker@xxxxxxxxx ps.com
> 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 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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