Hi Paul -- Can you post the code your are using, along with the symbols in the watchlist, and the settings you are using?
Thanks, Howard On Sun, Sep 28, 2008 at 5:53 PM, Paul Radge <[EMAIL PROTECTED]>wrote: > Hi Howard, > i'm wondering if you know what this means,, > > when i run the exploration one day and then backtest for the following day > to see if it selects the same stock .... > > i'm finding that the program is just about always selecting the first stock > that has a positionscore value of 1.#J or -1.#J instead of selecting the > stock that has the highest positionscore value. > > I'm assuming it's some computer language but wondering why it's mixing in > with typical counting,,,well not actually wondering why but wondering how to > fix it please ??? > > regards > Paul > > > > > ----- Original Message ----- > *From:* Paul Radge <[EMAIL PROTECTED]> > *To:* [email protected] > *Sent:* Saturday, September 27, 2008 10:25 PM > *Subject:* Re: [amibroker] backtesting > > Hi Howard, > I just returned from the Alpine region of Victoria and > downloaded the mass's of Amibroker emails ,i was lucky enough to spot your > reply amongst them,thank you. > > I'll now make a cup of tea and have a play with the new code, > warm regards > Paul > (ps thanks for fixing my Christian name up too, from my unfamilar > cousin's.) > > > > ----- Original Message ----- > *From:* Howard B <[EMAIL PROTECTED]> > *To:* [email protected] > *Sent:* Thursday, September 25, 2008 8:22 AM > *Subject:* Re: [amibroker] backtesting > > 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"); >>> >> >> > >
