after the equity(1,0); statement, and remove the sell=sell>0 line if you ahve it plotshapes(shapedownarrow*(sell==1), etc plotshapes(shapedownarrow*(sell>1), etc
-- Cheers Graham AB-Write >< Professional AFL Writing Service Yes, I write AFL code to your requirements http://www.aflwriting.com On 21/01/07, itmwh <[EMAIL PROTECTED]> wrote: > 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 > > > > > > > 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 > > > >
