Hi Mike, I am not sure I understand. If the first script did it all, why did you recommand me to add all the close and then divide by the number of close to get the average? What was the use of this operation? And why the second script, which creates yet another quote with the ELR alone... I think I'd need to subtract the ELR from the actual quote, but how to do that... I am not sure I understand how I can have a detrended data that can be useful with my rules to get a ratio of buying/selling (short/cover) signals that would allow me to know if a have a positive/negative bias.
Could you please explain to me how you actually use this/those script(s) to see if your rules has a bias? Thanks! Louis 2008/3/3, Mike <[EMAIL PROTECTED]>: > > I believe that SetBacktestMode, or at least some of its argument > values, were introduced in more recent versions of the product. Since > I'm setting it to the default, you can just leave it out. > > As for the ALR, my first script (Detrend.afl) does everything for > you. The values held in the Close field of the composite symbol (e.g. > ~SP-500) will *already* have the complete, detrended and adjusted > value. Nothing more for you to do. > > Mike > > --- In [email protected] <amibroker%40yahoogroups.com>, "Louis > Préfontaine" > <[EMAIL PROTECTED]> wrote: > > > > Hi Mike, > > > > Thank you so much for your reply. I really appreciate your step-by- > step > > advices. This is really amazing to see the work you've done with > Aronson's > > ideas! > > > > I tried to follow your step-by-step guide but unfortunately it > seems there > > may be a mistake in the following code: > > > > SetTradeDelays(1, 1, 1, 1); // All trades on next Open afterEOD > Signal > > SetBacktestMode(backtestRegular); // One symbol, no redundant > signals > > SetOption("InitialEquity", 100000); > > SetOption("AccountMargin", 100); > > > > For some reason I get an error Line 2, Col.: 16 Error 30. Syntax > error. > > > > Did I do something wrong? Is it possible to do the same thing in > another > > way? > > > > Anyway I now fully understand what we're trying to do here. After > I got the > > ALR for each day, all that will be needed will be to subtract it > from day1 > > to day 2 log. Then we will need to set rules with +1 and -1 > value... Well, > > I am not 100% sure I fully understand, but it's getting close. If > I can > > only get past this error... > > > > Thanks a lot! > > > > Louis > > >
