Re: [amibroker] CXO Article code, AmiBroker Email List Archive

The code provided droskill and Gordon is finally not giving any errors. But when I ran the backtest, no transactions were reported. What am I doing wrong?

I created a watchlist with the nine spiders and use Metastock data format from Yahoo.

This is what I do: Create a watchlist with ETFs and SP500, open formula in formula editor, send it to Auto Analysis, check "Use Filter", and then hit back test. Unfortunately, noting happens.

It is strange because I ran other oscillators on the same watchlist and they work fine.

Thanks.

From: Gordon Pelletier <gordonpelletier@xxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sun, January 17, 2010 4:11:24 AM
Subject: Re: [amibroker] CXO Article code

I just added your formula to my 5.29 and amended a few things. I do not know if this will do what you want but this is a start

SetBacktestMode( backtestRotational) ;

SetTradeDelays

(1,1,1,1); // everything delayed 1 day

SetOption

("UsePrevBarEquityFor PosSizing", True);

SetOption

("MinShares", 10);

SetOption

("AllowPositionShrink ing" ,True);

SetOption

("AccountMargin",100) ;
Totalpositions =
1;
MAFilter =
Foreign("^GSPC" ,"C") > MA(Foreign(" ^GSPC","C" ),200);
PositionScore = MAFilter *
ROC(C,120);
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) ;

2010/1/17 Bob Waits <bobwaits2@xxxxxx com>

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) ;

--
Gordon Pelletier
24 Diamond Rd
Pearl Beach NSW 2256

email GordonPelletier@ gmail.com

(02) 43424164

0407990787