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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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