hi
I fabricated something that doesn't make use of the barssince function since I
didn't get it to work in a hurry. Code below does the following:
I calculates the positionScore on the close at a thursday then it enters a
trade at the open on a friday and closes this trade on the open on a thrursday
at least 22 bars after entry,
(you will need the latest version of Amibroker for this because of the break
function).
rgds, ed
SetBarsRequired(10000,10000);
SetOption("MaxOpenPositions", 1 );
PositionSize = -100;
SetTradeDelays(0,0,0,0);
PositionScore = IIf( Ref(ROC(C,15),-1) > 0, Ref(ROC(C,15),-1), 0);
procedure sell_proc(Buy,Sellday) {
global Sell;
global SellPrice;
SellPrice = 0;
Sell = 0;
// sell delay in bars
selldelay = 22;
for (i = 1; i < BarCount; i++)
{
if (Buy[ i ])
{
for (j = i + selldelay; j < BarCount; j++)
{
if (Sellday[ j ])
{
Sell[ j ] = 1;
i = j;
break;
}
}
}
}
}
Buy = DayOfWeek() == 5;
BuyPrice = O;
sell_proc(Buy,DayOfWeek() == 4);
SellPrice = O;
SetChartOptions(0, chartShowDates);
GraphXSpace = 5;
Plot(C,"C",1,64);
PlotShapes(IIf(Buy,shapeUpArrow,0),colorWhite, layer = 0, yposition = BuyPrice,
offset = 0 );
----- Original Message -----
From: samu_trading
To: [email protected]
Sent: Sunday, October 14, 2007 7:44 AM
Subject: [amibroker] Code Question: buy best performing ticker of last 15 days
How could I code this for backtesting in AB?
Buy on Friday the ticker symbol with the best performance of the last
15 trading days.
Sell 5 weeks later
Thanks, Samantha
