Hello Grant, I am addressing this more to the forum rather than to you personally, although it seems an appropriate place to put it.
I am new to forums. I am not a forum type person. In fact this is my first and one and only (that is a big compliment to AB and the AB community). It will also probably be my last. The only other one I am planning to join is my own, at a future website I am planning, but I won't mention the details as it has nothing to do with stock market trading. Every community has their own set of rules; written or unwritten. Of course, if we want to remain healthy adjusted people we shouldn't divorce our belief system too far from what is acceptable in the wider community. That doesn't mean the paradigms of the wider community are more correct than ours, it just means that if we do go too far we will be subject to inordinate amounts of stress that will act to impede our efforts to attain our personal goals. So, to be absolutely clear about some comments I have made elsewhere in AB forums. >From my AB experiences and observations I have compiled a list of what consitutes acceptable behaviour at this site, for me i.e. this is how I consider I should behave. Hopefully others will treat me how I treat them. Of course I am not perfect and I hope people will forgive me when I slip off my pedestal. The following are OK (no order of priority): - friendly banter and humour - if I ask a silly question I accept silence as a dignified way of pointing that out to me - if people know the answer to my question but don't answer it I accept that they are too busy to do so. - if people just couldn't care less or are not interested I expect the silent treatment - if I don't read the manual first I might also receive the silent treatment or a referral to the manual (the same goes for searching the site first although there is an element of doubt about the search capabilities of YahooGroups) - if I have a go myself first I am more likely to recieve help - incorrect facts and ineffectual arguments are fair game (correct the errors and destroy the arguments) - a little constructive personal advice here and there, based on friendship or care and concern is OK (technically speaking that is taboo; it's just that I can't help myself there ) - if the question is about other software or non-trading issues a response is unlikely - polite defense of ones honour or the honour of ones friends is acceptable - occassionally passions get inflammed and minor, but not blatant, straying outside of the above boundaries is acceptable among friends. I have noticed that a proportion of posts do seem to fall outside those guidelines. Personally, I just let those ones go through to the keeper as a means of conserving energy, so they really are a wasted effort on the part of the proponents. Knowing that nearly every single person in the forum is ignoring and or deleting that type of post I wonder why they bother. BrianB. --- In [email protected], Grant Noble <[EMAIL PROTECTED]> wrote: > > Everyone has a NEED, bub. Tomasz' analogy is spot on - sounds like you > want to fly before you can crawl. You're using borrowed code and trying > to scale positions and you've been using AB how long ? Get over yourself > -if it were easy everyone would be doing it. G > > [EMAIL PROTECTED] wrote: > > *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" <allansn@> > > > 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 shares@ 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 > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > ----------------------------------------------------------------- ------- > > > > No virus found in this incoming message. > > Checked by AVG Free Edition. > > Version: 7.1.394 / Virus Database: 268.10.1/389 - Release Date: 14/07/2006 > ------------------------ Yahoo! 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