all the bosses sorry for disturbing you.I am not a
programmer so i cant debug the errors.
will you help me by sending the full coding?it is
giving error.
Thanks to all.
Rukon
--- Amit Ehrenreich <[EMAIL PROTECTED]> wrote:
> Frank,
>
> Say you want to sell after a 3% rise, and have a
> stop-loss after a 2% drop. The following code should
> point you in the right direction.
>
> for (i = 1; i <= Barcount-1; i++) {
> if (Buy[i]) {
> // 3 Percent profit, 2 Percen loss
> wPct = 3;
> lPct = 2;
> for (j = i; j <= Barcount-1; j++) {
> if (Low[j] <= (1 -
> lPct/100)*BuyPrice[i]) {
> Sell[j] = 1;
> SellPrice[j] =
> Min(Open[j], (1-lPct/100)*BuyPrice[i]);
> i = j;
> j = Barcount; // Terminate
> loop
> }
> if (High[j] >= (1 +
> wPct/100)*BuyPrice[i]) {
> Sell[j] = 1;
> SellPrice[j] =
> Max(Open[j], (1+wPct/100)*BuyPrice[i]);
> i = j;
> j = Barcount; // Terminate
> loop
> }
> }
> }
> }
>
>
> Regards,
>
> Amit Ehrenreich
> Market Testing Wizards
> www.markettestingwizards.com
>
>
> ________________________________
>
> From: [email protected] on behalf of
> cstdc5588
> Sent: Wed 3/26/2008 7:01 PM
> To: [email protected]
> Subject: [amibroker] Back-testing a simple trading
> system
>
>
>
> I want to back-testing a simple trading system, the
> formula is as
> follows:
>
> Cond = Cross( MA (Close, 20), MA(Close, 50) );
> Cond1 = Cross( MA (Close, 50), MA(Close, 20) );
> MA20 = MA( Close, 20 );
> MA50 = MA( Close, 50 );
> Crosses = Cross( MA20, MA50 ) OR Cross( MA50, MA20 )
> ;
> Buy = Cond;
> Sell = Cond1;
>
> I'm going to add buy(or short) and sell(or cover),
> as well as stop-
> loss conditions. Such as: when to buy or short a
> stock, if it has a
> profit of 3%, should sell(or cover) to close this
> position. If the
> loss occurred, when the loss is 2% to sell(or cover)
> to stop loss. In
> addition, total capital is $100,000, per transaction
> for a 10% of the
> capital, while a maximum of 10 positions, not
> considering
> commissions. I don't know how to write this formula,
> any help would
> be appreciated!
>
> Frank
>
>
>
>
>
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