If I select that setting it tells me to consult the help files. I do
not have any buy signals in this code. I want to just make the
shorts work. Here is the whole code if you care to take a look. I
don't get a single trade in the report. I do have this working on
the longs and I thought it would be fairly straight forward in
switching it to work with shorts but I am missing something???
-------------------------------------------
Short = Cross( MA( C, 10 ), MA( C, 5 ) );
Cover = 0 ;
FirstProfitTarget = .05; // profit
SecondProfitTarget = .1; // in percent
TrailingStop = .1; // also in percent
Icing = .03 ;
priceatshort=0;
Lowsinceshort=0;
exit = 0;
/*--------------------------------Short code-------------------------
---------*/
for( i = 0; i < BarCount; i++ )
{
if( priceatshort == 0 AND Short[ i ] )
{
priceatshort = ShortPrice[ i ];
}
if( priceatshort > 0 )
{
Lowsinceshort= Min( Low[ i ], Lowsinceshort);
//PT1
if( exit == 0 AND Low[ i ] <= ( 1 - FirstProfitTarget * 0.01 )
* priceatshort)
{
exit = 1;
ShortPrice[i] = ( 1 - FirstProfitTarget * 0.01 ) *
priceatshort;
Short[ i ] = sigScaleOut;
}
//PT2
if( exit == 1 AND Low[ i ] <= ( 1 - SecondProfitTarget *
0.01 ) * priceatshort)
{
exit = 2;
ShortPrice[ i ] = ( 1 - SecondProfitTarget * 0.01 ) *
priceatshort ;
Short[ i ] = sigScaleOut;
}
//PT3 Icing
if( exit == 2 AND Close[ i ] >= ( 1 + Icing * 0.01 ) *
Lowsinceshort)
{
exit = 3;
CoverPrice[ i ] = ( 1 + Icing * 0.01 ) * Lowsinceshort ;
}
//Trail Stop Loss
if( High[ i ] >= ( 1 + TrailingStop * 0.01 ) * Lowsinceshort )
{
exit = 4;
CoverPrice[ i ] = ( 1 + TrailingStop * 0.01 ) *
Lowsinceshort ;
}
//Reset for the next loop
if( exit >= 3 )
{
Short[ i ] = 0;
Cover[ i ] = exit + 1; // mark appropriate exit code
exit = 0;
priceatshort= 0; // reset price
Lowsinceshort = 0;
}
}
}
SetPositionSize( 50, spsPercentOfEquity ); /*Initial % of equity to
be traded.*/
SetPositionSize( 50, spsPercentOfPosition * ( Short ==
sigScaleOut ) ); /* percentage to scale out when PT's are hit*/
--- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]>
wrote:
>
> Go to AA settings and make sure that you have selected
Postions: "Long and short"
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "orionsturtle" <[EMAIL PROTECTED]>
> To: <[email protected]>
> Sent: Friday, July 14, 2006 8:08 PM
> Subject: [amibroker] Why wont this code allow short trades???
>
>
> >I tried to make this help file code work on the short side, but
it
> > never even enters into a single trade. I did set the backtest
> > positions to short. Could someone please just take a quick look
at
> > this small piece of code and maybe you can see why it wont trade
> > short. I believe it is something simple but I can't seem to find
> > it.Thank you.
> > ---------------------------
> > Short = Cross( MA( C, 10 ), MA( C, 5 ) );
> > Cover = 0 ;
> > priceatshort=0;
> > Lowsinceshort=0;
> > exit = 0;
> >
> > for( i = 0; i < BarCount; i++ )
> > {
> > if( priceatshort == 0 AND Short[ i ] )
> > {
> > priceatshort = ShortPrice[ i ];
> > }
> > if( priceatshort > 0 )
> > {
> > Lowsinceshort= Min( Low[ i ], Lowsinceshort);
> > //PT1
> > if( exit == 0 AND Low[ i ] <= ( 1 - FirstProfitTarget *
0.01 )
> > * priceatshort)
> > {
> > exit = 1;
> > ShortPrice[i] = ( 1 - FirstProfitTarget * 0.01 ) *
> > priceatshort;
> > Short[ i ] = sigScaleOut;
> > }
> >
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
> >
> >
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Great things are happening at Yahoo! Groups. See the new email design.
http://us.click.yahoo.com/TISQkA/hOaOAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
[EMAIL PROTECTED]
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
