Hello, Help is there :
http://www.amibroker.com/guide/h_backtest.html add cover and short depending what you want to do. if you use stop-and-reverse system (always on the market) short = sell; cover = buy; regards --- In [email protected], "alta hob" <[EMAIL PROTECTED]> wrote: > > Thanks for your help. > > I now get "missing short/cover variable assignment" after adding the Sell = > 0; string > > Going throught the amibroker documentation but appreciate any help while I > am new to this. > > > > On Sat, Apr 19, 2008 at 9:40 AM, jamesfarrow2003 <[EMAIL PROTECTED]> > wrote: > > > I wouls just enter the line: > > > > Sell = 0; > > > > Then set your stops using the GUI or via code, whichever is desired. > > > > > > --- In [email protected] <amibroker%40yahoogroups.com>, "alta hob" > > <altahob@> wrote: > > > > > > I`m trying to run this code as a simple backtest but get "missing > > buy/sell > > > variable assignmets" error. Have tried adding > > > > > > ApplyStop( stopTypeNBar, stopModeBars, 5 ); > > > > > > but still get error. Can someone please advise what I need to do > > to run > > > as a simple backtest with a trailing bar stop? > > > > > > thanks > > > > > > altahob > > > ---------- > > > /* Connors and Raschke Historical Volatility System > > > For further explanation, refer to "Street Smarts" > > > from Connors and Raschke. > > > Ported from Metastock code by Daniel Ervi */ > > > > > > numcolumns = 5; > > > > > > VolRatio = StDev(Log(C/Ref(C,-1)),5) / StDev(Log(C/Ref(C,-1)),99); > > > column0 = VolRatio; > > > column0name = "VolRatio"; > > > > > > NR4Day = (H - L) < Ref(LLV(H-L,3),-1); > > > column1 = NR4Day; > > > column1name = "Nr4Day"; > > > > > > InsideDay = H < Ref(High,-1) AND Low > Ref(Low,-1); > > > column2 = InsideDay; > > > column2name = "Inside Day"; > > > > > > column3 = High + 0.125; > > > column3name = "Buy Stop"; > > > > > > column4 = Low - 0.125; > > > column4name = "Sell Stop"; > > > > > > filter = VolRatio < 0.5 AND (NR4Day == 1 AND InsideDay == 1); > > > > > > buy = filter; > > > > > > > > > >
