Tomasz, I've only been using AB for a short while but believe it is indeed a superb product. I make reference to TradeSim as it has Monte Carlo capabilities. For the record, I purchased TradeSim at the same time that I was using Metastock for my charting.
However, due to unresolved problems with MS, I made the switch to AB. As I already have TradeSim it makes sense (to me anyway) to continue to use it with AB. Regards.... --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > I wonder why you insist on using TradeSim while AB has way superior portfolio backtester with > features that Tradesim users can only dream about. > > Tradesim is for Metastock that does not have portfolio optimizer. > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "chorlton_c_hardy" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Thursday, February 14, 2008 11:38 AM > Subject: [amibroker] Re: Amibroker to TradeSim Code - Help Required Please!! > > > > Hi All, > > > > Just wanted to bump up this message to the top again just in case > > anyone can help me out with it. I've tried to resolve the issue > > myself but am getting strange results and consequently seem unable to > > find a solution. > > > > Any help or advice would be most welcome.... > > > > Thanks all, > > > > Chorlton > > > > --- In [email protected], "chorlton_c_hardy" <chorlton-c- > > hardy@> wrote: > >> > >> > >> Hello All, > >> > >> I've managed to find some code which allows me to export an > > Amibroker > >> Exploration File to TradeSim for further analysis. This code is > > posted > >> below: > >> > >> > >> > >> Buy = Ref(Buy,-1); Sell = Ref(Sell, -1); > >> > >> Cover = 0; Short = 0; > >> > >> TradeStop = LLV(Low,10); // Initial stop for TradeSim > >> > >> Equity( 1 ); // evaluates trades and stops > >> > >> Filter = Sell;// OR Cover; > >> > >> IsLong = Sell; > >> > >> dt = DateTime(); > >> > >> // Determine values for Explorer > >> > >> EntryDate = IIf( IsLong, ValueWhen( Buy, dt ), ValueWhen( Short, > > dt ) ); > >> > >> ExitDate = dt; > >> > >> EntryPrice = IIf( IsLong, ValueWhen( Buy, BuyPrice ), ValueWhen( > > Short, > >> ShortPrice ) ); // Set buy and sell prices to Open for TradeSim > >> > >> ExitPrice = IIf( IsLong, SellPrice, CoverPrice ); > >> > >> EntryLow = IIf( IsLong, ValueWhen( Buy, L ), ValueWhen( Short, > > L ) ); > >> > >> EntryHigh = IIf( IsLong, ValueWhen( Buy, H ), ValueWhen( Short, > > H ) ); > >> > >> EntryVolume = IIf( IsLong, ValueWhen( Buy, Ref(V,-1) ), ValueWhen ( > >> Short, Ref(V, -1) ) ); > >> > >> InitialStop = IIf( IsLong, ValueWhen( Buy, TradeStop ), ValueWhen ( > >> Short, TradeStop ) ); > >> > >> ExitLow = L; > >> > >> ExitHigh = H; > >> > >> SetOption("NoDefaultColumns", True ); > >> > >> AddTextColumn( Name(), "Symbol" ); > >> > >> AddColumn( IIf( IsLong, 76, 83 ), "Long/Short", formatChar ); // L > > or S > >> letter > >> > >> AddColumn( EntryDate, "EntryDate", formatDateTime); > >> > >> AddColumn( ExitDate, "ExitDate", formatDateTime); > >> > >> AddColumn( InitialStop, "Initial Stop", 1.3 ); > >> > >> AddColumn( EntryPrice, "EntryPrice", 1.3 ); > >> > >> AddColumn( ExitPrice, "ExitPrice", 1.3 ); > >> > >> AddColumn( EntryLow, "EntryLow", 1.3 ); > >> > >> AddColumn( EntryHigh, "EntryHigh", 1.3 ); > >> > >> AddColumn( L, "ExitLow", 1.3 ); > >> > >> AddColumn( H, "ExitHigh", 1.3 ); > >> > >> AddColumn( EntryVolume, "EntryVolume", 0.0); > >> > >> > >> > >> Unfortunately, this code seems to work for LONG trades only. > >> Consequently, does anyone know how I can modify it to include SHORT > >> trades? > >> > >> I have tried to modify it myself but have run into all kinds of > > problems > >> such as incorrect price data, missing price data, etc, etc. > >> > >> So far I have made the following changes (which may or may not be > >> right): > >> > >> Cover = Ref(Cover , -1); Short = Ref(Short,-1); (2nd line of > > code) > >> > >> Filter = Sell OR Cover ; (5th line of code) > >> > >> In addition, does anyone know how I can incorporate TWO Initial > > Stops > >> into the same system (1 Stop for LONG Trades and 1Stop for SHORT > > Trades) > >> so that AB & TradeSim know which stop to use depending on whether > > the > >> trade is LONG or SHORT?? > >> > >> For the system above, the initial stop for Short trades would > > be: > >> TradeStop = HHV(High,10); > >> > >> > >> > >> Any help much appreciated as I'm not sure how to proceed, > >> > >> > >> > >> Thanks > >> > >> Chorlton > >> > > > > > > > > > > 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 > > > > > > >
