I have had the positions set to short since the first post. I have dicovered on thing though. I changed Min to Max in this line and I generated 13 trades. Not really sure why yet but at least i can start to see some results that may give further clues to the fix. Thanks for the advice...
Lowsinceshort= Min( Low[ i ], Lowsinceshort); //Min to max generates 13 trades??? OT --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > > 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" <groups@> > > 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" <orionsturtle@> > >> 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 > > > > > > > > > > > > > > > > > ------------------------ 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! 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