[amibroker] Scale in/out twice on the same day

2009-09-10 Thread only_accept_the_real_thing
Hi there, If you are working with EOD data and you want to scale in/out at 2 different levels WITHIN the same day can this be done with a custom backtest procedure? Regards,

[amibroker] Re: Data cleansing / cleaning - removing bars

2009-08-21 Thread only_accept_the_real_thing
regards, Tomasz Janeczko amibroker.com - Original Message - From: only_accept_the_real_thing oman...@... To: amibroker@yahoogroups.com Sent: Tuesday, August 18, 2009 11:04 AM Subject: [amibroker] Re: Data cleansing / cleaning - removing bars O, H, L and C are succesfully being

[amibroker] Re: Data cleansing / cleaning - removing bars

2009-08-18 Thread only_accept_the_real_thing
@yahoogroups.com, only_accept_the_real_thing oman002@ wrote: Thankyou Tomasz and Graham, that works! Because the Open has been changed to Null after the first statement (if O==H==L==C==Volume) then O == H will be false so I've had to check for this in subsequent statements. The working code

[amibroker] Re: Data cleansing / cleaning - removing bars

2009-08-18 Thread only_accept_the_real_thing
== C AND O == Volume); Open = IIf(BadBar, Null, O); Close = IIf(BadBar, Null, C); High = IIf(BadBar, Null, H); Low = IIf(BadBar, Null, L); That would save you from making redundant IsNull function calls. Mike --- In amibroker@yahoogroups.com, only_accept_the_real_thing oman002@ wrote

[amibroker] Intra bar stop and reverse signal ignored by backtester

2009-08-16 Thread only_accept_the_real_thing
Hi there, I have a bar where my futures system generates a Short signal on open, then a Cover 20 points above the open, and then a Buy 21 points above the open all on the same day. Running a Scan shows that I have a Short, Cover and Buy all on the same bar. However, when running the

[amibroker] Re: Data cleansing / cleaning - removing bars

2009-08-15 Thread only_accept_the_real_thing
be: Open = IIf(O == H AND O == L AND O == C AND O == Volume, Null, O); Best regards, Tomasz Janeczko amibroker.com - Original Message - From: only_accept_the_real_thing olivermann...@... To: amibroker@yahoogroups.com Sent: Saturday, August 15, 2009 2:08 AM Subject: [amibroker] Data

[amibroker] Data cleansing / cleaning - removing bars

2009-08-14 Thread only_accept_the_real_thing
Hi there, I posted this intially to amibroker-afl but it doesn't appear to have been moderated and there's not much activity over there so I've reposted here. What I would like to do is remove bars from my symbol that have open = high = low = close = volume. If possible I would not like to

[amibroker] Equity(1) modifies sell price ignoring ceil

2009-06-08 Thread only_accept_the_real_thing
Hi, Running the code below on price data that includes decimals, the SellPrice used is the Close price (with decimals) rather than the ceil price. If SellPrice is changed to round(C) it is correctly rounded, so why doesn't ceil(C) work?? NB: Remove Equity(1) and the SellPrice is correctly

[amibroker] How to display underwater equity (drawdown) curve?

2009-06-08 Thread only_accept_the_real_thing
Hi, How do I display the underwater equity (drawdown) curve for either an individual or portfolio backtest? http://www.amibroker.com/guide/a_equity.html says there is a parameter called Show drawdown on the portfolio equity curve but whenever I try to display portfolio equity I get ERROR:

[amibroker] Re: Equity(1) modifies sell price ignoring ceil

2009-06-08 Thread only_accept_the_real_thing
Message - From: only_accept_the_real_thing olivermann...@... To: amibroker@yahoogroups.com Sent: Monday, June 08, 2009 11:12 AM Subject: [amibroker] Equity(1) modifies sell price ignoring ceil Hi, Running the code below on price data that includes decimals, the SellPrice used

[amibroker] Re: How to display underwater equity (drawdown) curve?

2009-06-08 Thread only_accept_the_real_thing
it). Double click on Equity/ Portfolio Equity in Charts window. Or run the setup program again Best regards, Tomasz Janeczko amibroker.com - Original Message - From: only_accept_the_real_thing olivermann...@... To: amibroker@yahoogroups.com Sent: Monday, June 08, 2009 12:36 PM Subject

[amibroker] Re: Position sizing futures contracts

2009-05-10 Thread only_accept_the_real_thing
Try SetPositionSize( 1, spsShares ); --- In amibroker@yahoogroups.com, cipherscribe adrian.mollenho...@... wrote: I am trying to work out what I am doing wrong in terms of position sizing futures contracts. In reading the manual, it states that if I have the following settings, I will