Thanks to Herman, Terry and Graham! According to the method indicated by Graham, now I have been able to visualize the exit signal from regular exit rule and from applystop() function respectively.
Also,find the following paragraphs within the help file especially helpful ============================================================ Using Equity function we can build up Equity "indicator" that will work without the need to run backtester. Just type the following formula in the Formula Editor and press Apply: buy = ... your buy rule ... sell = .... your sell rule ... graph0 = Equity(); Equity() function uses the buy/sell/short/cover rules that are defined BEFORE this function is called. The whole backtesting procedure is done inside Equity function that generates equity line. Notes: 1. Equity line is dependant of the parameters in the Automatic Analysis settings 2. Equity traces Interest Earnings when you are OUT of the market. If you don't want this just enter 0 into "Annual interest rate" field in the settings. 3. Equity also traces commissions. If commissions are not zero entry commission is taken using position size of the entry and exit commission is taken for each point to simulate how much money would you have if you closed position at given bar. 4. AmiBroker uses SellPrice array for long trades and CoverPrice array for short trades to calculate current equity value. 5. Equity() function is single-security and does not reflect portfolio-level effects like skipping trades, does not handle some advanced functionality offered only by portfolio-backtester. For more information see that table. ================================================================= --- In [email protected], "Terry" <[EMAIL PROTECTED]> wrote: > > Sorry, I swear I read the Equity does ExRem, but I reviewed the Help docs > just now and Graham is correct. It even states that the exit values are > retained for plotting various type exits. > > Apologies and thanks Graham for the correction! > -- > Terry > > -----Original Message----- > From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf > Of Graham > Sent: Saturday, January 20, 2007 14:22 > To: [email protected] > Subject: Re: [amibroker] Re: Is it possible to visulize exit made by > applystop() signals? > > the best way to just see them on them chart is to use Equity(1,0) > Equity(1) is like using Equity(1,1) which will only show trades after a > backtest > > buy = ........ > sell = ........... > applystop(.................. > equity(1,0); > sell = sell>0; > plots.................. > > > -- > Cheers > Graham > AB-Write >< Professional AFL Writing Service > Yes, I write AFL code to your requirements > http://www.aflwriting.com > > > > On 21/01/07, Terry <[EMAIL PROTECTED]> wrote: > > Also, if you use Equity() it ExRems your Buy,Sell signals and you lose the > > ApplyStop codes. If you want to see them you must plot the arrows before > you > > execute Equity(); > > > > -- > > Terry > > -----Original Message----- > > From: [email protected] [mailto:[EMAIL PROTECTED] On > Behalf > > Of Herman > > Sent: Saturday, January 20, 2007 07:22 > > To: [email protected] > > Subject: RE: [amibroker] Re: Is it possible to visulize exit made by > > applystop() signals? > > > > You misunderstand Equity(), please read up on it. You hardly ever need to > > use Equity(2)... > > > > Just try it using equity(1) and display your signals/stops. Use the > > bar-Playback feature... it is great! > > > > herman > > > > -----Original Message----- > > From: [email protected] [mailto:[EMAIL PROTECTED] > > Behalf Of itmwh > > Sent: January 20, 2007 8:13 AM > > To: [email protected] > > Subject: [amibroker] Re: Is it possible to visulize exit made by > > applystop() signals? > > > > > > Hi, herman > > > > My purpose is to test max loss stops, so is it necessary to use > > equity(2) instead of equity(1) in the codes. ( As 2-max. loss ?) > > > > And also in the plotshapes sentence, should I use "PlotShapes (IIf > > (Sell==2, shapeHollowDownTriangle, shapeNone),4,0,SellPrice,0)" ? > > > > Also, what do you mean that "equity(1) also removes all extra > > signals"? what are the "extra signals"? > > > > thanks for your attenttion > > > > best regards/ Tom > > > > > > > > > > --- In [email protected], "Herman" <psytek@> wrote: > > > > > > Using Equity( 1 ) evaluates stops and writes BACK signals to > > sell/cover > > > arrays. Equity(1) also removes all extra signals. Depending on > > kind of the > > > stop various values are written back to sell/cover array to enable > > you to > > > distinguish if given signal was generated by regular rule or by > > stop. > > > > > > 1 - regular exit > > > 2 - max. loss > > > 3 - profit target > > > 4 - trailing > > > 5 - ruin stop > > > 6 - n-bar stop > > > > > > You would use something like > > > PlotShapes(IIf(Sell==3, shapeHollowDownTriangle, > > > shapeNone),4,0,SellPrice,0); > > > to display a particular stops. > > > > > > herman > > > > > > -----Original Message----- > > > From: [email protected] [mailto:[EMAIL PROTECTED] > > On > > > Behalf Of itmwh > > > Sent: January 20, 2007 7:23 AM > > > To: [email protected] > > > Subject: [amibroker] Is it possible to visulize exit made by > > applystop() > > > signals? > > > > > > > > > Hi, I am testing a system with buy/sell signals. I use the > > following > > > codes to visualize the entrys and exits > > > > > > Buy=......; > > > Sell=.....; > > > > > > PlotShapes( IIf(Buy,shapeUpArrow,IIf(Sell,shapeDownTriangle, > > > shapeNone )) , IIf( Buy, ColorRGB(255,0, 255), ColorRGB > > (0,255,255) ), > > > 0,IIf(Buy,Low-5,High+5) ); > > > > > > But now I want to add applystop() to the system to test multiple > > > exiting strategies ? Is it possible to visulize exit signals (also > > > showing arrows and triangles) made by applystop() function ? > > > > > > Thanks for any help / Tom > > > > > > > > > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > > http://www.amibroker.com/devlog/ > > > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links >
