Hello, In that case take a look at files section: http://finance.groups.yahoo.com/group/amibroker/files/
there is "TradeSimFns(rev 1.5).zip" file that does what you are after (i.e. generates TradeSim signal file from AB exploration). Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "chorlton_c_hardy" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Sunday, February 17, 2008 6:39 AM Subject: [amibroker] Re: Amibroker to TradeSim Code - Help Required Please!! > 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 >> > >> > >> > >> > > > > > 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 > > >
