I don't know where you are putting equity() but it must go after buy, etc. rules, as noted in the code outline (see http://www.amibroker.com/guide/a_equity.html)
Bill ----- Original Message ----- From: "janhausd" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Tuesday, January 08, 2008 12:33 AM Subject: [amibroker] Re: How to show Stops (ApplyStops) in Explore? >I figured something out, the placement of Equity(1,0) matters a lot to > the output of the backtest. I'm a bit tired to go over and retest > everything I did tonight, so I'll take a break and search tomorrow. > Thanks for the help! > > > --- In [email protected], "janhausd" <[EMAIL PROTECTED]> wrote: >> >> Thanks for the tips wavemechanic! I'm not getting much success with >> switching any combination of the sell/short buy/cover combos (i.e. >> exrem(buy, short) to exrem(buy,sell) etc.) but I'll keep trying. On >> the other hand, I am trying to write my own stop using the >> > http://www.amibroker.com/kb/2007/03/24/how-to-plot-a-trailing-stop-in-the-price-chart/ >> webpage. >> >> A headscratcher now is that utilizing the code, i.e. >> >> Buy = cross(ma(c, 3), ma(c, 13)) >> Short = cross(ma(c, 13), ma(c, 3)) >> InTrade = Flip( Buy, Short ); >> sellstopline = IIf( InTrade, HighestSince( Buy, High ) * ( 1 - 0.01 * >> TrailingStop ), Null ); >> coverstopline = IIf( InTrade, LowestSince( Short, Low ) * ( 1 + 0.01 * >> TrailingStop ), Null ); >> Sell = Cross(sellstopLine,C); >> Cover = Cross(C,coverstopline); >> Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy); >> Short=ExRem(Short,Cover); Cover=ExRem(Cover,Short); >> >> This seems to work, except when running BackTest, I see some trades >> where it doesn't show that Trailing Stop worked, or if I specified a >> higher MaxLoss %, it shows the MaxLoss%, seemingly ignoring the >> trailing %. >> >> In detail, some trades have %'s stopped out that are much higher than >> the TrailingStop I specified (i.e. I specify trailing stop at 5% and >> in backtest I see Short(trail) or Long(trail) with >10% changes)...any >> ideas? And yeah, I know it's possible to have a gap up between days, >> so with all of those aside, I see instances on the same day where >> there are a good number of down bars (>7) between (long)entry and >> (maxloss, or none - no trailing!)exit and plenty of opportunity to >> trail out, but no signal. Any ideas? Is there something wrong with my >> code or is there something else? >> >> --- In [email protected], "wavemechanic" <timesarrow@> wrote: >> > >> > Or maybe you were thinking about buy = cover = ... and short = sell >> = ... >> > ----- Original Message ----- >> > From: wavemechanic >> > To: [email protected] >> > Sent: Monday, January 07, 2008 10:19 PM >> > Subject: Re: [amibroker] Re: How to show Stops (ApplyStops) in >> Explore? >> > >> > >> > Looking more closely I would switch sell and short. applystop >> will stop buy with a sell not a short and stop a short with a cover >> not a buy. So have something like >> > >> > sell = cover = 0 >> > applystop( ... >> > buy = cross(ma(c, 3), ma(c, 13)) >> > short = cross(ma(c, 13), ma(c, 3)) >> > exrem( ... >> > exrem( ... >> > equity( ... >> > filter = ... >> > addcolumn( ... >> > >> > Bill >> > >> > ----- Original Message ----- >> > From: "janhausd" <janhaus@> >> > To: <[email protected]> >> > Sent: Monday, January 07, 2008 6:48 PM >> > Subject: [amibroker] Re: How to show Stops (ApplyStops) in Explore? >> > >> > >> > > Yup, I indeed have equity(1), and I have also tried equity(1,0). >> > > The problem is that when I do a backtest the output shows the >> trailing >> > > stop activating by showing Long (trail) in the Trade column. >> However, >> > > when I use Explore, the trail doesn't shows up. I have the >> columns in >> > > explore and I can sometimes see Sells with a value of 4, >> however, I do >> > > not see all of them. At least for today, there is a trade that >> appears >> > > to have hit the trailing stop via backtest but doesn't show up via >> > > Explore. >> > > >> > > --- In [email protected], "wavemechanic" <timesarrow@> >> wrote: >> > >> >> > >> Do you have equity() in the code? Look at its description and >> > > comments. It assigns a value to the stop depending on the type of >> > > applystop chosen (e.g., trailing = 4). A trailing sell stop >> would = 4 >> > > when hit and another column in exploration could be used to > display >> > > the event (e.g, addcolumn(sell, "sell") producing 0 and 4 output). >> > >> >> > >> Bill >> > >> >> > >> ----- Original Message ----- >> > >> From: "janhausd" <janhaus@> >> > >> To: <[email protected]> >> > >> Sent: Monday, January 07, 2008 4:09 PM >> > >> Subject: [amibroker] Re: How to show Stops (ApplyStops) in > Explore? >> > >> >> > >> >> > >> >I did some more searching in the newsgroups and perhaps I >> might need >> > >> > to write my own stops, although I would really like to just >> use the >> > >> > built-in ones. >> > >> > >> > >> > To clarify my original question, there are some stops that I >> can see >> > >> > via a backtest (i.e. Long(trail), indicating a long position >> entered, >> > >> > and exited via trailing stop), but do NOT show up on Explore >> (just >> > >> > shows Entry, not exit). Any way to write code to show these >> trailing >> > >> > stops via 'Explore'? >> > >> > >> > >> > ps. I have code that includes the following: >> > >> > Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy); >> > >> > Short=ExRem(Short,Cover); Cover=ExRem(Cover,Short); >> > >> > Filter = Buy OR Sell OR Cover OR Short; >> > >> > Equity(1); >> > >> > >> > >> > --- In [email protected], "LarsenE" <janhaus@> wrote: >> > >> >> >> > >> >> Hi, >> > >> >> >> > >> >> Sorry for this basic question, but I've been wading through >> hundreds >> > >> >> of posts and haven't yet found the answer, will keep looking. >> > >> >> In the meantime, does anybody know how to show stops in >> Explore? My >> > >> >> AFL code has some ApplyStops() functions, and the stops work >> > > perfectly >> > >> >> in backtest, and also shows up in scans, but how do I show > these >> > > stops >> > >> >> in Explore? I have columns plotted for Buy,sell,cover,short, >> and the >> > >> >> stop signals don't show up anywhere.. >> > >> >> >> > >> > >> > >> > >> > >> > >> > >> > >> > >> > 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 >> > >> > >> > >> > >> > >> > >> > >> > >> > >> > >> > >> > -- >> > >> > No virus found in this incoming message. >> > >> > Checked by AVG Free Edition. >> > >> > Version: 7.5.516 / Virus Database: 269.17.13/1211 - Release > Date: >> > > 1/6/2008 11:57 AM >> > >> > >> > >> > >> > >> >> > > >> > > >> > > >> > > >> > > 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 >> > > >> > > >> > > >> > > >> > > >> > > -- >> > > No virus found in this incoming message. >> > > Checked by AVG Free Edition. >> > > Version: 7.5.516 / Virus Database: 269.17.13/1213 - Release >> Date: 1/7/2008 9:14 AM >> > > >> > > >> > >> > >> > >> > ------------------------------------------------------------------------------ >> > >> > >> > No virus found in this incoming message. >> > Checked by AVG Free Edition. >> > Version: 7.5.516 / Virus Database: 269.17.13/1213 - Release Date: >> 1/7/2008 9:14 AM >> > >> > > > > > 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 > > > > > > -- > No virus found in this incoming message. > Checked by AVG Free Edition. > Version: 7.5.516 / Virus Database: 269.17.13/1213 - Release Date: 1/7/2008 > 9:14 AM > >
