|
Hello,
What you are asking for can be compared to:
"I don't have any experience as a pilot but please give me
simple one-page instruction how to fly jumbo-jet from New York to
London"
Sorry but this is NOT doable.
It takes time and effort to learn how to fly as it takes time
and effort to learn how to use any tool more sophisticated than a
hammer.
Sorry guys but of you have no experience you should start with
something simple and make your system
simple not using pyramiding and such stuff. Then go
slowly learning AFL. THere is a plenty of material posted to this
list,
in the knowledge base and in the manual.
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Saturday, July 15, 2006 2:04
PM
Subject: Re: [amibroker] Re: I am
lost
Thanks OT,
I will take you up on your offer.Ami is great program,but is in
desparate need of a simplied" Dummy" manual for those that have very little
programming experience.
As I did not write this code,and was using it to learn
"AFL",I am having a difficult time pinpointing what is causing an 86% scale
out,when it should be 50%..
If there are any power users who have a simple code that involves "scaling
in/out of positions"and replacing stops,or a pyramyiding example would
really appreciate seeing it.
Allan
----- Original Message -----
From: orionsturtle <[EMAIL PROTECTED]>
Date: Friday, July 14, 2006 10:20 pm
Subject: [amibroker] Re: I am lost
> I don't have the expertise in programming but I have been
>
struggling
> with this same bit of code for the past 2 weeks. I have
made it
> work
> on the long only side and would be glad to send
you the EOD sys
> file
> I have that works. Between the detail
log and the trade report you
> should be able to see what is going on
and make adjustments to
> suite
> your needs. The switches in
the backtest settings will screw you
> up
> if not set properly
and may account for your weird results. make
> sure in the backtest
settings>portfolio tab, that the limit trade
> size as % of entry
bar is set to zero and just the "Trade size
> limit
> when..."
is the only thing checked. i have my max positions set to
> one for now
until I get the code fully to my liking. If you want
> the
> SYS
file reach me at [EMAIL PROTECTED]
>
> peace
>
> OT
>
> --- In [email protected], "matrix10014"
<[EMAIL PROTECTED]> wrote:
> >
> > Hi,
> > Been
playing with a code that I copied to familairize myself
> with
>
> some of the functionality of Amibroker...As you can see,the
>
entry
> is
> > a simple moving average crossover,that exits
50% of the position
> up
> > 20% and the remaining 50% up
30%.There is also a trailing stop..
> >
> > When i check a
detailed log of the trade,I get very bizzare
> results.
> >
> > An example is HANS..On 10/31/2005 I go long 205 shares of HANS@
> 48.59
> >
> > On 11/3,I scale out of 176
[EMAIL PROTECTED] is 86% of my
> > position,when i am supposed to scale out
of half.As its not my
> > code,and i am trying to learn Ami code,i
really dont know what
> went
> > wrong..
> >
> >
> >
> >
> > 10/31/2005
>
> Enter Long, HANS, Price:
48.59, Shares: 205,
> > Commission: 0, Rank: 1, Equity 100000,
Margin Loan: 0, Fx rate: 1
> >
> >
>
>
11/3/2005
> > Exit
signals:HANS=Scale-Out,
> > Scale-Out Long HANS, Price 59.74, Shares
176, Fx Rate 1,
> > Number of shares - Current: 29, Exited: 176,
Max: 205, Avg.
> Entry
> > Price 48.59, Avg. Exit Price
59.74, Avg Fx. Rate Entry 1, Exit
> 1,
> >
> >
> >
> > The code is as follows
>
>
> > Buy = Cross(C, MA( C,21) );
> > Sell = 0;
>
>
> > // the system will exit
> > // 50% of position if
FIRST PROFIT TARGET stop is hit
> > // 50% of position is SECOND
PROFIT TARGET stop is hit
> > // 100% of position if TRAILING STOP
is hit
> >
> > FirstProfitTarget = 20; // profit
>
> SecondProfitTarget =30; // in percent
> > TrailingStop = 50; //
also in percent
> >
> >
> > priceatbuy=0;
> > highsincebuy = 0;
> >
> > exit = 0;
>
>
> > for( i = 0; i < BarCount; i++ )
> > {
>
> if( priceatbuy == 0 AND Buy[ i ] )
>
> {
>
> priceatbuy = BuyPrice[ i ];
> > }
> >
>
> if( priceatbuy > 0 )
>
> {
>
> highsincebuy = Max( High[ i ],
highsincebuy );
> >
>
> if( exit == 0 AND
>
> High[ i ]
>= ( 1 + FirstProfitTarget * 0.01 ) *
> > priceatbuy )
>
> {
>
> // first profit
target hit - scale-out
>
> exit = 1;
>
> Buy[ i ] =
sigScaleOut;
> > }
> >
> > if( exit == 1
AND
> >
High[ i ] >= ( 1 + SecondProfitTarget * 0.01 ) *
> > priceatbuy )
> > {
>
> // second profit
target hit - exit
>
> exit = 2;
>
> SellPrice[ i ] =
Max( Open[ i ], ( 1 +
> SecondProfitTarget
> *
> >
0.01 ) * priceatbuy );
> >
}
> >
> > if( Low[ i ]
<= ( 1 - TrailingStop * 0.01 ) * highsincebuy
> )
>
> {
>
> // trailing stop
hit - exit
> >
exit = 3;
>
> SellPrice[ i ] =
Min( Open[ i ], ( 1 - TrailingStop *
> > 0.01 ) * highsincebuy );
> > }
> >
> > if( exit >= 2 )
>
> {
>
> Buy[ i ] = 0;
> > Sell[ i ]
= exit + 1; // mark appropriate exit code
>
> exit = 0;
>
> priceatbuy = 0; //
reset price
>
> highsincebuy = 0;
> > }
>
> }
> > }
> >
> >
SetPositionSize( 10, spsPercentOfEquity );
> > SetPositionSize( 50,
spsPercentOfPosition * ( Buy ==
> > sigScaleOut ) ); // scale out
50% of position
> >
>
>
>
>
>
>
__._,_.___
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
__,_._,___
|
