great, the problem was solved, thanks so much for your help !!
________________________________ From: Adrian Mollenhorst <[email protected]> To: [email protected] Sent: Mon, 8 February, 2010 3:29:50 AM Subject: Re: [amibroker] A BACKTESTING HURDLE Have you tried using functions such as 'Positionsize' and 'positionscore'? Adrian On Sun, Feb 7, 2010 at 1:49 PM, Joseph Occhipinti <joseph_occhipinti@ yahoo.com> wrote: >say i run backtest, and on any given month, the scanner generates 4 ASX >stocks, is there something in the Settings menu that will allow me to take all >of those trades? instead of just the one - which the backtest seems to be >doing. Specifically, it defaults to taking the first one in the list generated > >The reason I ask is that when I generated a trade list i noticed there was >quite a large number of ASX stocks starting with the letter A. Out of 1,200 >odd trades over the 10 year period, about 500 were starting with A. > >I found this to be a little peculiar. > >Anyway, upon looking further into this, I realized that if the scanner >generated say 4 ASX stocks to go long on then it would pick the first one: > > >ie. > >ALL >BHP >NAB (lets say NAB has the best set up) >WOW > >The system would pick ALL, becuase its first on list. And if in the next month >the same list was generated only this time, there was no ALL, then BHP would >be picked. And so on. > >Thanks for your help on this > > > ________________________________ From: Anthony Faragasso <ajf1...@epix. net> >To: amibro...@yahoogrou ps.com >Sent: Sat, 26 December, 2009 2:05:18 AM >Subject: Re: [amibroker] Re: Code for AFL on a reversal day. Help required > > > >Buy,Sell,Short, Cover added.. > >gapclosingfromupope n =Open > Ref(H,-1)AND C > Ref(L,-1) AND C < Ref(H,-1); >gapclosingfromdowno pen=Open < Ref(L,-1) AND C > Ref(L,-1) AND C < Ref(H,-1); >Color= IIf(gapclosingfromupop en,colorYellow,IIf(gapclosingfromdown >open,colorOrange,ParamColor("color",colorBlack))); >PlotShapes(gapclosingfromupop en*shapeDownArrow,colorRed,0,High,-15); >PlotShapes(gapclosingfromdown open*shapeUpArrow,colorGreen,0,Low,-15); >_SECTION_BEGIN("Price"); >SetChartOptions(0,chartShowArrows|chartShowDates); >_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, >Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) )); >Plot( C, "Close", color , styleNoTitle | ParamStyle("Style") | GetPriceStyle() >); >_SECTION_END();//Buy,Sell,Short, cover >//Note: In AA settings ** General > Positions ** set to long and short >SetTradeDelays( 0, 0, 0, 0 );//overrides delay setting in AA window >Buy=Ref(gapclosingfromdowno pen,-1); >BuyPrice=Open; >Sell=Ref(gapclosingfromdown open,-1);SellPrice=Close; >Short=Ref(gapclosingfromupope n,-1); >ShortPrice=Open; >Cover=Ref(gapclosingfromupop en,-1);CoverPrice=Close;//////////// ///////// >///////// //////// >Filter= gapclosingfromupope n OR gapclosingfromdowno pen; >AddColumn(C,""); >AddColumn(gapclosingfromupop en,"up"); >AddColumn(gapclosingfromdown Open,"down"); >________________________________ >Yahoo!7: Catch-up on your favourite Channel 7 TV shows easily, legally, and >for free at PLUS7. Check it out. > -- Check out our House of Horrors here : http://picasaweb. google.com/ adrian.mollenhor st/AreaBulgariaC onstruction? feat=directlink Daily Blog updates on our Nightmare House: http://www.areabulg aria.blogspot. com/ __________________________________________________________________________________ Yahoo!7: Catch-up on your favourite Channel 7 TV shows easily, legally, and for free at PLUS7. www.tv.yahoo.com.au/plus7
