Paul -- I meant Paul.
On Wed, Sep 24, 2008 at 3:21 PM, Howard B <[EMAIL PROTECTED]> wrote:
> Hi Nick --
>
> I've taken the liberty of starting with your first code segment, adding
> some comments, and making
> some changes. I may not have gotten all of your preferences correct, but
> try this
> and see if it helps.
>
> Thanks,
> Howard
>
> ////////////////////////////////////////////////////
>
> // radge1.afl
>
> //Day Trade
>
> InitEquity = 100000;
> SetOption("InitialEquity",InitEquity);
>
> SetTradeDelays (1,1,0,0); // Explore today trade tomorrow
>
>
> // Number of positions to hold
> MaxQty = 10;
> SetOption("maxopenpositions",MaxQty);
>
>
> // Uncomment the way you want to set position size
>
> // $5000 for each trade
> // PositionSize = 5000;
>
> // positionsize is proportional to maximum number held
> PositionSize = -100 / MaxQty;
>
>
>
> // PositionScore is the ratio of 1 day rate of change to 10 day rate of
> change
> // unless the 1 day rate of change is zero, PositionScore will always be
> non-zero
> // that is, PositionScore will always be True
> PositionScore = ROC(C,1) / ROC(C,10); //looking for a big move compared to
> the last 2 weeks
>
>
> // Since PositionScore is always True,
> // Filter is True when Close > Open.
> // Filter = PositionScore AND Close > Open; //looking for the biggest move
> on an up day.
> Filter = Close > Open;
>
> // Set a buy signal
> BuySignal = Filter;
>
>
> // Buy whenever today's close is greater than
> // today's open.
> // But not two days in a row.
> Buy = BuySignal AND NOT(Ref(BuySignal,-1));
>
> // BuyPrice is tomorrow's Open
> BuyPrice = Open;
>
>
> // As it stands, the original statement says Sell whenever Close is not
> Zero.
> // You want to sell on the same day you bought.
> Sell = Buy;
>
>
> // You might mean SellPrice = Close?
> SellPrice = Close;
>
> AddColumn(PositionScore,"score"); //lets me see the score values in an
> exploration
>
>
> // if anyone could advise on the above idea i would appreciate the help,,,
>
>
>
>
>
> //////////////////////////////////////////////////////
>
>
> On Mon, Sep 22, 2008 at 4:04 AM, Paul Radge <[EMAIL PROTECTED]>wrote:
>
>> Hi all,
>> i recently read a few posts here in the forum and learnt about
>> the function "positionscore".As a non programer i find the forum very
>> usefull.
>>
>> From those posts i've tried to follow a similar line and test a day
>> trading system,,,like many of my ideas and notions though it may bare no
>> cash flow.
>>
>> What i tried to do was look for a break out and then buy the open next day
>> and sell the close as a true day trade no money down.Here's what i attempted
>>
>> //Day Trade
>> positionscore = ROC(c,1) / ROC(C,10); //looking for a big move compared to
>> the last 2 weeks
>>
>> Filter = Positionscore and Close > Open; //looking for the biggest move on
>> an up day.
>>
>> Buy = Filter;
>> Buyprice = Open;
>>
>> Sell = close;
>>
>> settradedelays = (1,0,0,0); // Explore today trade tomorrow (?)
>> positionsize = 5000;
>>
>> addcolumn(positionscore,"score"); //lets me see the score values in an
>> exploration
>>
>> //I've got maxtrades set to 1 within settings
>>
>> When i explore from 18/9/08 to 18/9/08 i get stock abc.asx for example but
>> when i backtest from 19/9/08 to 19/9/08 i'm not getting the same ticker that
>> i expected to see traded with the Buy delay set to 1.
>>
>> If anyone could advise on the above idea i would appreciate the help,,,
>>
>> i also tried this with no luck,,,,,,,,,,,
>>
>> positionscore = ROC(C,1) / ROC(C,10);
>>
>> cond1 = c > o;
>>
>> longsetup = postionscore and cond1;
>>
>> filter = ref(longsetup,-1);
>>
>> buy = filter ;
>> buyprice = open;
>> sell = close;
>>
>> settradedelays = (0,0,0,0);
>> positionsize = 5000;
>>
>> addcolumn(positionscore,"score");
>>
>>
>
>
