Tomasz,
that is certainly not the answer I was expecting.I am making a
diligent effort to learn the coding and I have a specific NEED....Perhaps
you didnt bother to read my prior message to the board
I posted the code that I was working with and can NOT get the
results expected from the code descriptions.It is not like I asked the board
to code me a system.I supplied the system which I copied from either the
manual or a user file.I had no problems whatsoever,but when I went into the
detailed trade report and went over the output,I discovered that the
supposed scale out of 50% was not occuring.but rather 86%.After spending
several hours on it,I thought that I may find some help
"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"
Tomasz,your analogy is way off base and I really dont
appreciate it.
Allan
----- Original Message -----
From: Tomasz Janeczko <[EMAIL PROTECTED]>
Date: Saturday, July 15, 2006 8:49 am
Subject: Re: [amibroker] Re: I am lost
> Hello,
>
> What you are asking for can be compared
to:
> .
> 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 -----
> From: [EMAIL PROTECTED]
> To:
[email protected] > 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
> > >
> >
> >
> >
> >
>
>
> >
>
