> If I select that setting it tells me to consult the help files. I do > not have any buy signals in this code.
If you do not have buys then obviously you should select "Positions: SHORT" only. Also you may run "SCAN" first to make sure if any signals are generated at all. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "orionsturtle" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Friday, July 14, 2006 10:09 PM Subject: [amibroker] Re: Why wont this code allow short trades??? > 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 >> > >> > >> > >> > >> > >> > >> > >> > >> > >> > > > > > > > > > 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 > > > > > > > > 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/
