Ed, Thanks so much for your help to the programming illiterate. I would have never thought it's so complicated, just thought I miss something really simple. Well, thanks even more.
Sam --- In [email protected], "Edward Pottasch" <[EMAIL PROTECTED]> wrote: > > 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 >
