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,
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
@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
== 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
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
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
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
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
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:
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
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
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
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